| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,182.9 |
1,199.8 |
16.9 |
1.4% |
1,196.0 |
| High |
1,210.9 |
1,203.9 |
-7.0 |
-0.6% |
1,203.6 |
| Low |
1,180.5 |
1,179.5 |
-1.0 |
-0.1% |
1,170.7 |
| Close |
1,200.4 |
1,184.1 |
-16.3 |
-1.4% |
1,195.3 |
| Range |
30.4 |
24.4 |
-6.0 |
-19.7% |
32.9 |
| ATR |
22.5 |
22.6 |
0.1 |
0.6% |
0.0 |
| Volume |
141,724 |
70,517 |
-71,207 |
-50.2% |
348,497 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.4 |
1,247.6 |
1,197.5 |
|
| R3 |
1,238.0 |
1,223.2 |
1,190.8 |
|
| R2 |
1,213.6 |
1,213.6 |
1,188.6 |
|
| R1 |
1,198.8 |
1,198.8 |
1,186.3 |
1,194.0 |
| PP |
1,189.2 |
1,189.2 |
1,189.2 |
1,186.8 |
| S1 |
1,174.4 |
1,174.4 |
1,181.9 |
1,169.6 |
| S2 |
1,164.8 |
1,164.8 |
1,179.6 |
|
| S3 |
1,140.4 |
1,150.0 |
1,177.4 |
|
| S4 |
1,116.0 |
1,125.6 |
1,170.7 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.6 |
1,274.8 |
1,213.4 |
|
| R3 |
1,255.7 |
1,241.9 |
1,204.3 |
|
| R2 |
1,222.8 |
1,222.8 |
1,201.3 |
|
| R1 |
1,209.0 |
1,209.0 |
1,198.3 |
1,199.5 |
| PP |
1,189.9 |
1,189.9 |
1,189.9 |
1,185.1 |
| S1 |
1,176.1 |
1,176.1 |
1,192.3 |
1,166.6 |
| S2 |
1,157.0 |
1,157.0 |
1,189.3 |
|
| S3 |
1,124.1 |
1,143.2 |
1,186.3 |
|
| S4 |
1,091.2 |
1,110.3 |
1,177.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.9 |
1,172.7 |
38.2 |
3.2% |
21.2 |
1.8% |
30% |
False |
False |
81,792 |
| 10 |
1,213.9 |
1,170.7 |
43.2 |
3.6% |
20.6 |
1.7% |
31% |
False |
False |
102,682 |
| 20 |
1,238.9 |
1,170.7 |
68.2 |
5.8% |
21.8 |
1.8% |
20% |
False |
False |
129,384 |
| 40 |
1,238.9 |
1,132.0 |
106.9 |
9.0% |
23.3 |
2.0% |
49% |
False |
False |
101,015 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.5% |
20.1 |
1.7% |
42% |
False |
False |
69,263 |
| 80 |
1,259.3 |
1,132.0 |
127.3 |
10.8% |
18.6 |
1.6% |
41% |
False |
False |
52,546 |
| 100 |
1,319.4 |
1,132.0 |
187.4 |
15.8% |
17.2 |
1.4% |
28% |
False |
False |
42,303 |
| 120 |
1,340.7 |
1,132.0 |
208.7 |
17.6% |
16.6 |
1.4% |
25% |
False |
False |
35,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.6 |
|
2.618 |
1,267.8 |
|
1.618 |
1,243.4 |
|
1.000 |
1,228.3 |
|
0.618 |
1,219.0 |
|
HIGH |
1,203.9 |
|
0.618 |
1,194.6 |
|
0.500 |
1,191.7 |
|
0.382 |
1,188.8 |
|
LOW |
1,179.5 |
|
0.618 |
1,164.4 |
|
1.000 |
1,155.1 |
|
1.618 |
1,140.0 |
|
2.618 |
1,115.6 |
|
4.250 |
1,075.8 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,191.7 |
1,194.8 |
| PP |
1,189.2 |
1,191.2 |
| S1 |
1,186.6 |
1,187.7 |
|