| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,196.0 |
1,176.1 |
-19.9 |
-1.7% |
1,222.0 |
| High |
1,203.6 |
1,184.9 |
-18.7 |
-1.6% |
1,225.0 |
| Low |
1,170.7 |
1,172.4 |
1.7 |
0.1% |
1,182.0 |
| Close |
1,179.8 |
1,178.0 |
-1.8 |
-0.2% |
1,196.0 |
| Range |
32.9 |
12.5 |
-20.4 |
-62.0% |
43.0 |
| ATR |
23.7 |
22.9 |
-0.8 |
-3.4% |
0.0 |
| Volume |
132,152 |
105,530 |
-26,622 |
-20.1% |
764,073 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.9 |
1,209.5 |
1,184.9 |
|
| R3 |
1,203.4 |
1,197.0 |
1,181.4 |
|
| R2 |
1,190.9 |
1,190.9 |
1,180.3 |
|
| R1 |
1,184.5 |
1,184.5 |
1,179.1 |
1,187.7 |
| PP |
1,178.4 |
1,178.4 |
1,178.4 |
1,180.1 |
| S1 |
1,172.0 |
1,172.0 |
1,176.9 |
1,175.2 |
| S2 |
1,165.9 |
1,165.9 |
1,175.7 |
|
| S3 |
1,153.4 |
1,159.5 |
1,174.6 |
|
| S4 |
1,140.9 |
1,147.0 |
1,171.1 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.0 |
1,306.0 |
1,219.7 |
|
| R3 |
1,287.0 |
1,263.0 |
1,207.8 |
|
| R2 |
1,244.0 |
1,244.0 |
1,203.9 |
|
| R1 |
1,220.0 |
1,220.0 |
1,199.9 |
1,210.5 |
| PP |
1,201.0 |
1,201.0 |
1,201.0 |
1,196.3 |
| S1 |
1,177.0 |
1,177.0 |
1,192.1 |
1,167.5 |
| S2 |
1,158.0 |
1,158.0 |
1,188.1 |
|
| S3 |
1,115.0 |
1,134.0 |
1,184.2 |
|
| S4 |
1,072.0 |
1,091.0 |
1,172.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,213.9 |
1,170.7 |
43.2 |
3.7% |
20.0 |
1.7% |
17% |
False |
False |
123,572 |
| 10 |
1,238.9 |
1,170.7 |
68.2 |
5.8% |
21.3 |
1.8% |
11% |
False |
False |
140,992 |
| 20 |
1,238.9 |
1,141.7 |
97.2 |
8.3% |
24.3 |
2.1% |
37% |
False |
False |
159,722 |
| 40 |
1,238.9 |
1,132.0 |
106.9 |
9.1% |
23.3 |
2.0% |
43% |
False |
False |
91,827 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.5% |
19.9 |
1.7% |
37% |
False |
False |
62,588 |
| 80 |
1,291.0 |
1,132.0 |
159.0 |
13.5% |
18.3 |
1.6% |
29% |
False |
False |
47,572 |
| 100 |
1,323.0 |
1,132.0 |
191.0 |
16.2% |
16.8 |
1.4% |
24% |
False |
False |
38,285 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.3% |
16.1 |
1.4% |
21% |
False |
False |
32,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.0 |
|
2.618 |
1,217.6 |
|
1.618 |
1,205.1 |
|
1.000 |
1,197.4 |
|
0.618 |
1,192.6 |
|
HIGH |
1,184.9 |
|
0.618 |
1,180.1 |
|
0.500 |
1,178.7 |
|
0.382 |
1,177.2 |
|
LOW |
1,172.4 |
|
0.618 |
1,164.7 |
|
1.000 |
1,159.9 |
|
1.618 |
1,152.2 |
|
2.618 |
1,139.7 |
|
4.250 |
1,119.3 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,178.7 |
1,187.2 |
| PP |
1,178.4 |
1,184.1 |
| S1 |
1,178.2 |
1,181.1 |
|