| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,185.5 |
1,201.3 |
15.8 |
1.3% |
1,197.1 |
| High |
1,211.4 |
1,203.8 |
-7.6 |
-0.6% |
1,202.8 |
| Low |
1,184.0 |
1,183.3 |
-0.7 |
-0.1% |
1,172.0 |
| Close |
1,201.7 |
1,185.4 |
-16.3 |
-1.4% |
1,196.7 |
| Range |
27.4 |
20.5 |
-6.9 |
-25.2% |
30.8 |
| ATR |
20.8 |
20.8 |
0.0 |
-0.1% |
0.0 |
| Volume |
2,325 |
5,506 |
3,181 |
136.8% |
5,917 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.3 |
1,239.4 |
1,196.7 |
|
| R3 |
1,231.8 |
1,218.9 |
1,191.0 |
|
| R2 |
1,211.3 |
1,211.3 |
1,189.2 |
|
| R1 |
1,198.4 |
1,198.4 |
1,187.3 |
1,194.6 |
| PP |
1,190.8 |
1,190.8 |
1,190.8 |
1,189.0 |
| S1 |
1,177.9 |
1,177.9 |
1,183.5 |
1,174.1 |
| S2 |
1,170.3 |
1,170.3 |
1,181.6 |
|
| S3 |
1,149.8 |
1,157.4 |
1,179.8 |
|
| S4 |
1,129.3 |
1,136.9 |
1,174.1 |
|
|
| 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 |
1,174.4 |
37.0 |
3.1% |
18.6 |
1.6% |
30% |
False |
False |
2,642 |
| 10 |
1,211.4 |
1,172.0 |
39.4 |
3.3% |
18.1 |
1.5% |
34% |
False |
False |
2,292 |
| 20 |
1,240.0 |
1,172.0 |
68.0 |
5.7% |
19.6 |
1.7% |
20% |
False |
False |
2,338 |
| 40 |
1,240.0 |
1,134.1 |
105.9 |
8.9% |
21.6 |
1.8% |
48% |
False |
False |
3,093 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.4% |
18.6 |
1.6% |
42% |
False |
False |
2,495 |
| 80 |
1,261.0 |
1,134.1 |
126.9 |
10.7% |
16.9 |
1.4% |
40% |
False |
False |
2,040 |
| 100 |
1,320.0 |
1,134.1 |
185.9 |
15.7% |
14.8 |
1.2% |
28% |
False |
False |
1,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.9 |
|
2.618 |
1,257.5 |
|
1.618 |
1,237.0 |
|
1.000 |
1,224.3 |
|
0.618 |
1,216.5 |
|
HIGH |
1,203.8 |
|
0.618 |
1,196.0 |
|
0.500 |
1,193.6 |
|
0.382 |
1,191.1 |
|
LOW |
1,183.3 |
|
0.618 |
1,170.6 |
|
1.000 |
1,162.8 |
|
1.618 |
1,150.1 |
|
2.618 |
1,129.6 |
|
4.250 |
1,096.2 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.6 |
1,195.7 |
| PP |
1,190.8 |
1,192.3 |
| S1 |
1,188.1 |
1,188.8 |
|