| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
6,727.5 |
6,634.5 |
-93.0 |
-1.4% |
6,672.0 |
| High |
6,731.5 |
6,637.0 |
-94.5 |
-1.4% |
6,758.0 |
| Low |
6,637.5 |
6,516.5 |
-121.0 |
-1.8% |
6,638.5 |
| Close |
6,683.5 |
6,542.5 |
-141.0 |
-2.1% |
6,741.5 |
| Range |
94.0 |
120.5 |
26.5 |
28.2% |
119.5 |
| ATR |
73.5 |
80.2 |
6.7 |
9.1% |
0.0 |
| Volume |
74,009 |
138,086 |
64,077 |
86.6% |
469,668 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,927.0 |
6,855.0 |
6,609.0 |
|
| R3 |
6,806.5 |
6,734.5 |
6,575.5 |
|
| R2 |
6,686.0 |
6,686.0 |
6,564.5 |
|
| R1 |
6,614.0 |
6,614.0 |
6,553.5 |
6,590.0 |
| PP |
6,565.5 |
6,565.5 |
6,565.5 |
6,553.0 |
| S1 |
6,493.5 |
6,493.5 |
6,531.5 |
6,469.0 |
| S2 |
6,445.0 |
6,445.0 |
6,520.5 |
|
| S3 |
6,324.5 |
6,373.0 |
6,509.5 |
|
| S4 |
6,204.0 |
6,252.5 |
6,476.0 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,071.0 |
7,026.0 |
6,807.0 |
|
| R3 |
6,951.5 |
6,906.5 |
6,774.5 |
|
| R2 |
6,832.0 |
6,832.0 |
6,763.5 |
|
| R1 |
6,787.0 |
6,787.0 |
6,752.5 |
6,809.5 |
| PP |
6,712.5 |
6,712.5 |
6,712.5 |
6,724.0 |
| S1 |
6,667.5 |
6,667.5 |
6,730.5 |
6,690.0 |
| S2 |
6,593.0 |
6,593.0 |
6,719.5 |
|
| S3 |
6,473.5 |
6,548.0 |
6,708.5 |
|
| S4 |
6,354.0 |
6,428.5 |
6,676.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,757.0 |
6,516.5 |
240.5 |
3.7% |
74.0 |
1.1% |
11% |
False |
True |
92,799 |
| 10 |
6,768.0 |
6,516.5 |
251.5 |
3.8% |
64.5 |
1.0% |
10% |
False |
True |
89,469 |
| 20 |
6,776.0 |
6,516.5 |
259.5 |
4.0% |
59.5 |
0.9% |
10% |
False |
True |
85,046 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
11.2% |
80.5 |
1.2% |
68% |
False |
False |
100,233 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
85.5 |
1.3% |
60% |
False |
False |
109,922 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
75.0 |
1.1% |
60% |
False |
False |
91,463 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
66.0 |
1.0% |
60% |
False |
False |
73,178 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
57.0 |
0.9% |
60% |
False |
False |
60,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,149.0 |
|
2.618 |
6,952.5 |
|
1.618 |
6,832.0 |
|
1.000 |
6,757.5 |
|
0.618 |
6,711.5 |
|
HIGH |
6,637.0 |
|
0.618 |
6,591.0 |
|
0.500 |
6,577.0 |
|
0.382 |
6,562.5 |
|
LOW |
6,516.5 |
|
0.618 |
6,442.0 |
|
1.000 |
6,396.0 |
|
1.618 |
6,321.5 |
|
2.618 |
6,201.0 |
|
4.250 |
6,004.5 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,577.0 |
6,636.5 |
| PP |
6,565.5 |
6,605.0 |
| S1 |
6,554.0 |
6,574.0 |
|