| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,203.8 |
1,231.2 |
27.4 |
2.3% |
1,159.4 |
| High |
1,238.5 |
1,238.9 |
0.4 |
0.0% |
1,221.0 |
| Low |
1,199.5 |
1,225.2 |
25.7 |
2.1% |
1,141.7 |
| Close |
1,232.0 |
1,229.4 |
-2.6 |
-0.2% |
1,190.4 |
| Range |
39.0 |
13.7 |
-25.3 |
-64.9% |
79.3 |
| ATR |
24.6 |
23.8 |
-0.8 |
-3.2% |
0.0 |
| Volume |
241,262 |
143,319 |
-97,943 |
-40.6% |
931,686 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.3 |
1,264.5 |
1,236.9 |
|
| R3 |
1,258.6 |
1,250.8 |
1,233.2 |
|
| R2 |
1,244.9 |
1,244.9 |
1,231.9 |
|
| R1 |
1,237.1 |
1,237.1 |
1,230.7 |
1,234.2 |
| PP |
1,231.2 |
1,231.2 |
1,231.2 |
1,229.7 |
| S1 |
1,223.4 |
1,223.4 |
1,228.1 |
1,220.5 |
| S2 |
1,217.5 |
1,217.5 |
1,226.9 |
|
| S3 |
1,203.8 |
1,209.7 |
1,225.6 |
|
| S4 |
1,190.1 |
1,196.0 |
1,221.9 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.3 |
1,385.6 |
1,234.0 |
|
| R3 |
1,343.0 |
1,306.3 |
1,212.2 |
|
| R2 |
1,263.7 |
1,263.7 |
1,204.9 |
|
| R1 |
1,227.0 |
1,227.0 |
1,197.7 |
1,245.4 |
| PP |
1,184.4 |
1,184.4 |
1,184.4 |
1,193.5 |
| S1 |
1,147.7 |
1,147.7 |
1,183.1 |
1,166.1 |
| S2 |
1,105.1 |
1,105.1 |
1,175.9 |
|
| S3 |
1,025.8 |
1,068.4 |
1,168.6 |
|
| S4 |
946.5 |
989.1 |
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 |
1,238.9 |
1,186.4 |
52.5 |
4.3% |
21.8 |
1.8% |
82% |
True |
False |
153,402 |
| 10 |
1,238.9 |
1,141.7 |
97.2 |
7.9% |
27.4 |
2.2% |
90% |
True |
False |
180,002 |
| 20 |
1,238.9 |
1,141.7 |
97.2 |
7.9% |
23.7 |
1.9% |
90% |
True |
False |
113,163 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
20.9 |
1.7% |
78% |
False |
False |
61,695 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
18.6 |
1.5% |
78% |
False |
False |
41,825 |
| 80 |
1,303.7 |
1,132.0 |
171.7 |
14.0% |
16.9 |
1.4% |
57% |
False |
False |
31,845 |
| 100 |
1,323.0 |
1,132.0 |
191.0 |
15.5% |
15.8 |
1.3% |
51% |
False |
False |
25,725 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
17.5% |
15.2 |
1.2% |
45% |
False |
False |
21,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,297.1 |
|
2.618 |
1,274.8 |
|
1.618 |
1,261.1 |
|
1.000 |
1,252.6 |
|
0.618 |
1,247.4 |
|
HIGH |
1,238.9 |
|
0.618 |
1,233.7 |
|
0.500 |
1,232.1 |
|
0.382 |
1,230.4 |
|
LOW |
1,225.2 |
|
0.618 |
1,216.7 |
|
1.000 |
1,211.5 |
|
1.618 |
1,203.0 |
|
2.618 |
1,189.3 |
|
4.250 |
1,167.0 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,232.1 |
1,224.0 |
| PP |
1,231.2 |
1,218.5 |
| S1 |
1,230.3 |
1,213.1 |
|