| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
5,218.0 |
5,157.0 |
-61.0 |
-1.2% |
5,345.0 |
| High |
5,246.0 |
5,209.0 |
-37.0 |
-0.7% |
5,413.0 |
| Low |
5,200.0 |
5,144.0 |
-56.0 |
-1.1% |
5,175.0 |
| Close |
5,217.0 |
5,177.0 |
-40.0 |
-0.8% |
5,217.0 |
| Range |
46.0 |
65.0 |
19.0 |
41.3% |
238.0 |
| ATR |
69.0 |
69.2 |
0.3 |
0.4% |
0.0 |
| Volume |
25,219 |
81,309 |
56,090 |
222.4% |
142,764 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,371.7 |
5,339.3 |
5,212.8 |
|
| R3 |
5,306.7 |
5,274.3 |
5,194.9 |
|
| R2 |
5,241.7 |
5,241.7 |
5,188.9 |
|
| R1 |
5,209.3 |
5,209.3 |
5,183.0 |
5,225.5 |
| PP |
5,176.7 |
5,176.7 |
5,176.7 |
5,184.8 |
| S1 |
5,144.3 |
5,144.3 |
5,171.0 |
5,160.5 |
| S2 |
5,111.7 |
5,111.7 |
5,165.1 |
|
| S3 |
5,046.7 |
5,079.3 |
5,159.1 |
|
| S4 |
4,981.7 |
5,014.3 |
5,141.3 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,982.3 |
5,837.7 |
5,347.9 |
|
| R3 |
5,744.3 |
5,599.7 |
5,282.5 |
|
| R2 |
5,506.3 |
5,506.3 |
5,260.6 |
|
| R1 |
5,361.7 |
5,361.7 |
5,238.8 |
5,315.0 |
| PP |
5,268.3 |
5,268.3 |
5,268.3 |
5,245.0 |
| S1 |
5,123.7 |
5,123.7 |
5,195.2 |
5,077.0 |
| S2 |
5,030.3 |
5,030.3 |
5,173.4 |
|
| S3 |
4,792.3 |
4,885.7 |
5,151.6 |
|
| S4 |
4,554.3 |
4,647.7 |
5,086.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,358.0 |
5,144.0 |
214.0 |
4.1% |
69.0 |
1.3% |
15% |
False |
True |
39,268 |
| 10 |
5,413.0 |
5,144.0 |
269.0 |
5.2% |
71.8 |
1.4% |
12% |
False |
True |
32,914 |
| 20 |
5,442.0 |
5,144.0 |
298.0 |
5.8% |
64.7 |
1.2% |
11% |
False |
True |
28,713 |
| 40 |
5,559.0 |
5,144.0 |
415.0 |
8.0% |
53.7 |
1.0% |
8% |
False |
True |
26,069 |
| 60 |
5,559.0 |
5,090.0 |
469.0 |
9.1% |
57.3 |
1.1% |
19% |
False |
False |
27,002 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
51.8 |
1.0% |
15% |
False |
False |
24,761 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
45.4 |
0.9% |
15% |
False |
False |
19,825 |
| 120 |
5,665.0 |
5,090.0 |
575.0 |
11.1% |
39.4 |
0.8% |
15% |
False |
False |
16,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,485.3 |
|
2.618 |
5,379.2 |
|
1.618 |
5,314.2 |
|
1.000 |
5,274.0 |
|
0.618 |
5,249.2 |
|
HIGH |
5,209.0 |
|
0.618 |
5,184.2 |
|
0.500 |
5,176.5 |
|
0.382 |
5,168.8 |
|
LOW |
5,144.0 |
|
0.618 |
5,103.8 |
|
1.000 |
5,079.0 |
|
1.618 |
5,038.8 |
|
2.618 |
4,973.8 |
|
4.250 |
4,867.8 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,176.8 |
5,200.0 |
| PP |
5,176.7 |
5,192.3 |
| S1 |
5,176.5 |
5,184.7 |
|