| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,195.0 |
1,185.5 |
-9.5 |
-0.8% |
1,197.1 |
| High |
1,197.5 |
1,211.4 |
13.9 |
1.2% |
1,202.8 |
| Low |
1,180.0 |
1,184.0 |
4.0 |
0.3% |
1,172.0 |
| Close |
1,183.2 |
1,201.7 |
18.5 |
1.6% |
1,196.7 |
| Range |
17.5 |
27.4 |
9.9 |
56.6% |
30.8 |
| ATR |
20.3 |
20.8 |
0.6 |
2.8% |
0.0 |
| Volume |
566 |
2,325 |
1,759 |
310.8% |
5,917 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.2 |
1,268.9 |
1,216.8 |
|
| R3 |
1,253.8 |
1,241.5 |
1,209.2 |
|
| R2 |
1,226.4 |
1,226.4 |
1,206.7 |
|
| R1 |
1,214.1 |
1,214.1 |
1,204.2 |
1,220.3 |
| PP |
1,199.0 |
1,199.0 |
1,199.0 |
1,202.1 |
| S1 |
1,186.7 |
1,186.7 |
1,199.2 |
1,192.9 |
| S2 |
1,171.6 |
1,171.6 |
1,196.7 |
|
| S3 |
1,144.2 |
1,159.3 |
1,194.2 |
|
| S4 |
1,116.8 |
1,131.9 |
1,186.6 |
|
|
| 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 |
1,211.4 |
1,174.0 |
37.4 |
3.1% |
16.9 |
1.4% |
74% |
True |
False |
1,686 |
| 10 |
1,224.3 |
1,172.0 |
52.3 |
4.4% |
19.4 |
1.6% |
57% |
False |
False |
1,825 |
| 20 |
1,240.0 |
1,172.0 |
68.0 |
5.7% |
19.6 |
1.6% |
44% |
False |
False |
2,485 |
| 40 |
1,240.0 |
1,134.1 |
105.9 |
8.8% |
21.3 |
1.8% |
64% |
False |
False |
3,063 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
18.6 |
1.5% |
55% |
False |
False |
2,419 |
| 80 |
1,261.7 |
1,134.1 |
127.6 |
10.6% |
16.7 |
1.4% |
53% |
False |
False |
1,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,327.9 |
|
2.618 |
1,283.1 |
|
1.618 |
1,255.7 |
|
1.000 |
1,238.8 |
|
0.618 |
1,228.3 |
|
HIGH |
1,211.4 |
|
0.618 |
1,200.9 |
|
0.500 |
1,197.7 |
|
0.382 |
1,194.5 |
|
LOW |
1,184.0 |
|
0.618 |
1,167.1 |
|
1.000 |
1,156.6 |
|
1.618 |
1,139.7 |
|
2.618 |
1,112.3 |
|
4.250 |
1,067.6 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.4 |
1,199.6 |
| PP |
1,199.0 |
1,197.4 |
| S1 |
1,197.7 |
1,195.3 |
|