| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,178.3 |
1,179.1 |
0.8 |
0.1% |
1,197.1 |
| High |
1,181.5 |
1,199.8 |
18.3 |
1.5% |
1,202.8 |
| Low |
1,174.4 |
1,179.1 |
4.7 |
0.4% |
1,172.0 |
| Close |
1,174.9 |
1,196.7 |
21.8 |
1.9% |
1,196.7 |
| Range |
7.1 |
20.7 |
13.6 |
191.5% |
30.8 |
| ATR |
20.1 |
20.5 |
0.3 |
1.7% |
0.0 |
| Volume |
2,901 |
1,916 |
-985 |
-34.0% |
5,917 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.0 |
1,246.0 |
1,208.1 |
|
| R3 |
1,233.3 |
1,225.3 |
1,202.4 |
|
| R2 |
1,212.6 |
1,212.6 |
1,200.5 |
|
| R1 |
1,204.6 |
1,204.6 |
1,198.6 |
1,208.6 |
| PP |
1,191.9 |
1,191.9 |
1,191.9 |
1,193.9 |
| S1 |
1,183.9 |
1,183.9 |
1,194.8 |
1,187.9 |
| S2 |
1,171.2 |
1,171.2 |
1,192.9 |
|
| S3 |
1,150.5 |
1,163.2 |
1,191.0 |
|
| S4 |
1,129.8 |
1,142.5 |
1,185.3 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.9 |
1,270.6 |
1,213.6 |
|
| R3 |
1,252.1 |
1,239.8 |
1,205.2 |
|
| R2 |
1,221.3 |
1,221.3 |
1,202.3 |
|
| R1 |
1,209.0 |
1,209.0 |
1,199.5 |
1,199.8 |
| PP |
1,190.5 |
1,190.5 |
1,190.5 |
1,185.9 |
| S1 |
1,178.2 |
1,178.2 |
1,193.9 |
1,169.0 |
| S2 |
1,159.7 |
1,159.7 |
1,191.1 |
|
| S3 |
1,128.9 |
1,147.4 |
1,188.2 |
|
| S4 |
1,098.1 |
1,116.6 |
1,179.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,202.8 |
1,172.0 |
30.8 |
2.6% |
15.4 |
1.3% |
80% |
False |
False |
1,685 |
| 10 |
1,229.9 |
1,172.0 |
57.9 |
4.8% |
19.1 |
1.6% |
43% |
False |
False |
2,124 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
8.1% |
22.9 |
1.9% |
55% |
False |
False |
2,602 |
| 40 |
1,240.0 |
1,134.1 |
105.9 |
8.8% |
21.6 |
1.8% |
59% |
False |
False |
3,087 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
18.4 |
1.5% |
51% |
False |
False |
2,390 |
| 80 |
1,277.6 |
1,134.1 |
143.5 |
12.0% |
16.5 |
1.4% |
44% |
False |
False |
1,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.8 |
|
2.618 |
1,254.0 |
|
1.618 |
1,233.3 |
|
1.000 |
1,220.5 |
|
0.618 |
1,212.6 |
|
HIGH |
1,199.8 |
|
0.618 |
1,191.9 |
|
0.500 |
1,189.5 |
|
0.382 |
1,187.0 |
|
LOW |
1,179.1 |
|
0.618 |
1,166.3 |
|
1.000 |
1,158.4 |
|
1.618 |
1,145.6 |
|
2.618 |
1,124.9 |
|
4.250 |
1,091.1 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,194.3 |
1,193.4 |
| PP |
1,191.9 |
1,190.2 |
| S1 |
1,189.5 |
1,186.9 |
|