| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
17,797.99 |
17,534.30 |
-263.69 |
-1.5% |
17,827.27 |
| High |
17,797.99 |
17,758.51 |
-39.48 |
-0.2% |
17,991.19 |
| Low |
17,508.10 |
17,534.30 |
26.20 |
0.1% |
17,726.55 |
| Close |
17,533.15 |
17,596.34 |
63.19 |
0.4% |
17,958.79 |
| Range |
289.89 |
224.21 |
-65.68 |
-22.7% |
264.64 |
| ATR |
135.42 |
141.84 |
6.42 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,302.35 |
18,173.55 |
17,719.66 |
|
| R3 |
18,078.14 |
17,949.34 |
17,658.00 |
|
| R2 |
17,853.93 |
17,853.93 |
17,637.45 |
|
| R1 |
17,725.13 |
17,725.13 |
17,616.89 |
17,789.53 |
| PP |
17,629.72 |
17,629.72 |
17,629.72 |
17,661.92 |
| S1 |
17,500.92 |
17,500.92 |
17,575.79 |
17,565.32 |
| S2 |
17,405.51 |
17,405.51 |
17,555.23 |
|
| S3 |
17,181.30 |
17,276.71 |
17,534.68 |
|
| S4 |
16,957.09 |
17,052.50 |
17,473.02 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,686.10 |
18,587.08 |
18,104.34 |
|
| R3 |
18,421.46 |
18,322.44 |
18,031.57 |
|
| R2 |
18,156.82 |
18,156.82 |
18,007.31 |
|
| R1 |
18,057.80 |
18,057.80 |
17,983.05 |
18,107.31 |
| PP |
17,892.18 |
17,892.18 |
17,892.18 |
17,916.93 |
| S1 |
17,793.16 |
17,793.16 |
17,934.53 |
17,842.67 |
| S2 |
17,627.54 |
17,627.54 |
17,910.27 |
|
| S3 |
17,362.90 |
17,528.52 |
17,886.01 |
|
| S4 |
17,098.26 |
17,263.88 |
17,813.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,991.19 |
17,508.10 |
483.09 |
2.7% |
195.26 |
1.1% |
18% |
False |
False |
|
| 10 |
17,991.19 |
17,508.10 |
483.09 |
2.7% |
147.26 |
0.8% |
18% |
False |
False |
|
| 20 |
17,991.19 |
17,508.10 |
483.09 |
2.7% |
117.69 |
0.7% |
18% |
False |
False |
|
| 40 |
17,991.19 |
15,935.22 |
2,055.97 |
11.7% |
140.23 |
0.8% |
81% |
False |
False |
|
| 60 |
17,991.19 |
15,855.12 |
2,136.07 |
12.1% |
165.91 |
0.9% |
82% |
False |
False |
|
| 80 |
17,991.19 |
15,855.12 |
2,136.07 |
12.1% |
149.53 |
0.8% |
82% |
False |
False |
|
| 100 |
17,991.19 |
15,855.12 |
2,136.07 |
12.1% |
147.34 |
0.8% |
82% |
False |
False |
|
| 120 |
17,991.19 |
15,855.12 |
2,136.07 |
12.1% |
141.68 |
0.8% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,711.40 |
|
2.618 |
18,345.49 |
|
1.618 |
18,121.28 |
|
1.000 |
17,982.72 |
|
0.618 |
17,897.07 |
|
HIGH |
17,758.51 |
|
0.618 |
17,672.86 |
|
0.500 |
17,646.41 |
|
0.382 |
17,619.95 |
|
LOW |
17,534.30 |
|
0.618 |
17,395.74 |
|
1.000 |
17,310.09 |
|
1.618 |
17,171.53 |
|
2.618 |
16,947.32 |
|
4.250 |
16,581.41 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,646.41 |
17,677.74 |
| PP |
17,629.72 |
17,650.60 |
| S1 |
17,613.03 |
17,623.47 |
|