| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,203.1 |
1,190.6 |
-12.5 |
-1.0% |
1,160.0 |
| High |
1,206.0 |
1,207.0 |
1.0 |
0.1% |
1,220.4 |
| Low |
1,186.7 |
1,187.2 |
0.5 |
0.0% |
1,141.7 |
| Close |
1,190.1 |
1,194.7 |
4.6 |
0.4% |
1,190.1 |
| Range |
19.3 |
19.8 |
0.5 |
2.6% |
78.7 |
| ATR |
23.2 |
22.9 |
-0.2 |
-1.0% |
0.0 |
| Volume |
560 |
183 |
-377 |
-67.3% |
8,118 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.7 |
1,245.0 |
1,205.6 |
|
| R3 |
1,235.9 |
1,225.2 |
1,200.1 |
|
| R2 |
1,216.1 |
1,216.1 |
1,198.3 |
|
| R1 |
1,205.4 |
1,205.4 |
1,196.5 |
1,210.8 |
| PP |
1,196.3 |
1,196.3 |
1,196.3 |
1,199.0 |
| S1 |
1,185.6 |
1,185.6 |
1,192.9 |
1,191.0 |
| S2 |
1,176.5 |
1,176.5 |
1,191.1 |
|
| S3 |
1,156.7 |
1,165.8 |
1,189.3 |
|
| S4 |
1,136.9 |
1,146.0 |
1,183.8 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.2 |
1,383.8 |
1,233.4 |
|
| R3 |
1,341.5 |
1,305.1 |
1,211.7 |
|
| R2 |
1,262.8 |
1,262.8 |
1,204.5 |
|
| R1 |
1,226.4 |
1,226.4 |
1,197.3 |
1,244.6 |
| PP |
1,184.1 |
1,184.1 |
1,184.1 |
1,193.2 |
| S1 |
1,147.7 |
1,147.7 |
1,182.9 |
1,165.9 |
| S2 |
1,105.4 |
1,105.4 |
1,175.7 |
|
| S3 |
1,026.7 |
1,069.0 |
1,168.5 |
|
| S4 |
948.0 |
990.3 |
1,146.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,213.7 |
1,186.7 |
27.0 |
2.3% |
17.8 |
1.5% |
30% |
False |
False |
555 |
| 10 |
1,220.4 |
1,141.7 |
78.7 |
6.6% |
23.4 |
2.0% |
67% |
False |
False |
46,422 |
| 20 |
1,220.4 |
1,141.7 |
78.7 |
6.6% |
23.5 |
2.0% |
67% |
False |
False |
126,948 |
| 40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
20.5 |
1.7% |
51% |
False |
False |
144,185 |
| 60 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
18.9 |
1.6% |
51% |
False |
False |
145,743 |
| 80 |
1,316.5 |
1,130.4 |
186.1 |
15.6% |
17.7 |
1.5% |
35% |
False |
False |
138,277 |
| 100 |
1,325.3 |
1,130.4 |
194.9 |
16.3% |
16.9 |
1.4% |
33% |
False |
False |
128,027 |
| 120 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
16.8 |
1.4% |
30% |
False |
False |
108,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,291.2 |
|
2.618 |
1,258.8 |
|
1.618 |
1,239.0 |
|
1.000 |
1,226.8 |
|
0.618 |
1,219.2 |
|
HIGH |
1,207.0 |
|
0.618 |
1,199.4 |
|
0.500 |
1,197.1 |
|
0.382 |
1,194.8 |
|
LOW |
1,187.2 |
|
0.618 |
1,175.0 |
|
1.000 |
1,167.4 |
|
1.618 |
1,155.2 |
|
2.618 |
1,135.4 |
|
4.250 |
1,103.1 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,197.1 |
1,199.9 |
| PP |
1,196.3 |
1,198.1 |
| S1 |
1,195.5 |
1,196.4 |
|