| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
208.31 |
208.22 |
-0.09 |
0.0% |
206.75 |
| High |
208.85 |
208.97 |
0.12 |
0.1% |
208.85 |
| Low |
208.25 |
208.14 |
-0.11 |
-0.1% |
206.46 |
| Close |
208.44 |
208.72 |
0.28 |
0.1% |
208.44 |
| Range |
0.60 |
0.83 |
0.23 |
38.3% |
2.39 |
| ATR |
2.42 |
2.30 |
-0.11 |
-4.7% |
0.00 |
| Volume |
57,326,699 |
79,643,906 |
22,317,207 |
38.9% |
370,776,886 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
211.10 |
210.74 |
209.18 |
|
| R3 |
210.27 |
209.91 |
208.95 |
|
| R2 |
209.44 |
209.44 |
208.87 |
|
| R1 |
209.08 |
209.08 |
208.80 |
209.26 |
| PP |
208.61 |
208.61 |
208.61 |
208.70 |
| S1 |
208.25 |
208.25 |
208.64 |
208.43 |
| S2 |
207.78 |
207.78 |
208.57 |
|
| S3 |
206.95 |
207.42 |
208.49 |
|
| S4 |
206.12 |
206.59 |
208.26 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
215.09 |
214.15 |
209.75 |
|
| R3 |
212.70 |
211.76 |
209.10 |
|
| R2 |
210.31 |
210.31 |
208.88 |
|
| R1 |
209.37 |
209.37 |
208.66 |
209.84 |
| PP |
207.92 |
207.92 |
207.92 |
208.15 |
| S1 |
206.98 |
206.98 |
208.22 |
207.45 |
| S2 |
205.53 |
205.53 |
208.00 |
|
| S3 |
203.14 |
204.59 |
207.78 |
|
| S4 |
200.75 |
202.20 |
207.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
208.97 |
206.46 |
2.51 |
1.2% |
0.78 |
0.4% |
90% |
True |
False |
90,084,158 |
| 10 |
212.97 |
197.86 |
15.11 |
7.2% |
2.70 |
1.3% |
72% |
False |
False |
165,596,055 |
| 20 |
212.97 |
197.86 |
15.11 |
7.2% |
2.33 |
1.1% |
72% |
False |
False |
142,034,859 |
| 40 |
212.97 |
197.86 |
15.11 |
7.2% |
1.73 |
0.8% |
72% |
False |
False |
113,970,591 |
| 60 |
212.97 |
181.92 |
31.05 |
14.9% |
2.10 |
1.0% |
86% |
False |
False |
133,665,079 |
| 80 |
212.97 |
181.92 |
31.05 |
14.9% |
2.02 |
1.0% |
86% |
False |
False |
128,080,539 |
| 100 |
212.97 |
181.92 |
31.05 |
14.9% |
1.86 |
0.9% |
86% |
False |
False |
117,633,398 |
| 120 |
212.97 |
181.92 |
31.05 |
14.9% |
1.80 |
0.9% |
86% |
False |
False |
114,555,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
212.50 |
|
2.618 |
211.14 |
|
1.618 |
210.31 |
|
1.000 |
209.80 |
|
0.618 |
209.48 |
|
HIGH |
208.97 |
|
0.618 |
208.65 |
|
0.500 |
208.56 |
|
0.382 |
208.46 |
|
LOW |
208.14 |
|
0.618 |
207.63 |
|
1.000 |
207.31 |
|
1.618 |
206.80 |
|
2.618 |
205.97 |
|
4.250 |
204.61 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
208.67 |
208.60 |
| PP |
208.61 |
208.47 |
| S1 |
208.56 |
208.35 |
|