| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,178.3 |
1,178.3 |
0.0 |
0.0% |
1,223.0 |
| High |
1,186.0 |
1,181.5 |
-4.5 |
-0.4% |
1,224.4 |
| Low |
1,174.0 |
1,174.4 |
0.4 |
0.0% |
1,185.0 |
| Close |
1,179.3 |
1,174.9 |
-4.4 |
-0.4% |
1,197.3 |
| Range |
12.0 |
7.1 |
-4.9 |
-40.8% |
39.4 |
| ATR |
21.1 |
20.1 |
-1.0 |
-4.7% |
0.0 |
| Volume |
726 |
2,901 |
2,175 |
299.6% |
13,043 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.2 |
1,193.7 |
1,178.8 |
|
| R3 |
1,191.1 |
1,186.6 |
1,176.9 |
|
| R2 |
1,184.0 |
1,184.0 |
1,176.2 |
|
| R1 |
1,179.5 |
1,179.5 |
1,175.6 |
1,178.2 |
| PP |
1,176.9 |
1,176.9 |
1,176.9 |
1,176.3 |
| S1 |
1,172.4 |
1,172.4 |
1,174.2 |
1,171.1 |
| S2 |
1,169.8 |
1,169.8 |
1,173.6 |
|
| S3 |
1,162.7 |
1,165.3 |
1,172.9 |
|
| S4 |
1,155.6 |
1,158.2 |
1,171.0 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.4 |
1,298.3 |
1,219.0 |
|
| R3 |
1,281.0 |
1,258.9 |
1,208.1 |
|
| R2 |
1,241.6 |
1,241.6 |
1,204.5 |
|
| R1 |
1,219.5 |
1,219.5 |
1,200.9 |
1,210.9 |
| PP |
1,202.2 |
1,202.2 |
1,202.2 |
1,197.9 |
| S1 |
1,180.1 |
1,180.1 |
1,193.7 |
1,171.5 |
| S2 |
1,162.8 |
1,162.8 |
1,190.1 |
|
| S3 |
1,123.4 |
1,140.7 |
1,186.5 |
|
| S4 |
1,084.0 |
1,101.3 |
1,175.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.6 |
1,172.0 |
38.6 |
3.3% |
15.4 |
1.3% |
8% |
False |
False |
1,919 |
| 10 |
1,233.3 |
1,172.0 |
61.3 |
5.2% |
18.6 |
1.6% |
5% |
False |
False |
2,271 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
8.2% |
22.2 |
1.9% |
33% |
False |
False |
2,875 |
| 40 |
1,240.0 |
1,134.1 |
105.9 |
9.0% |
21.6 |
1.8% |
39% |
False |
False |
3,049 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.5% |
18.3 |
1.6% |
33% |
False |
False |
2,384 |
| 80 |
1,277.6 |
1,134.1 |
143.5 |
12.2% |
16.3 |
1.4% |
28% |
False |
False |
1,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,211.7 |
|
2.618 |
1,200.1 |
|
1.618 |
1,193.0 |
|
1.000 |
1,188.6 |
|
0.618 |
1,185.9 |
|
HIGH |
1,181.5 |
|
0.618 |
1,178.8 |
|
0.500 |
1,178.0 |
|
0.382 |
1,177.1 |
|
LOW |
1,174.4 |
|
0.618 |
1,170.0 |
|
1.000 |
1,167.3 |
|
1.618 |
1,162.9 |
|
2.618 |
1,155.8 |
|
4.250 |
1,144.2 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,178.0 |
1,187.4 |
| PP |
1,176.9 |
1,183.2 |
| S1 |
1,175.9 |
1,179.1 |
|