| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,041.0 |
2,983.0 |
-58.0 |
-1.9% |
3,268.0 |
| High |
3,089.0 |
3,047.0 |
-42.0 |
-1.4% |
3,270.0 |
| Low |
2,963.0 |
2,913.0 |
-50.0 |
-1.7% |
3,035.0 |
| Close |
2,977.0 |
3,045.0 |
68.0 |
2.3% |
3,057.0 |
| Range |
126.0 |
134.0 |
8.0 |
6.3% |
235.0 |
| ATR |
65.7 |
70.6 |
4.9 |
7.4% |
0.0 |
| Volume |
1,855,103 |
1,263,220 |
-591,883 |
-31.9% |
2,359,786 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,403.7 |
3,358.3 |
3,118.7 |
|
| R3 |
3,269.7 |
3,224.3 |
3,081.9 |
|
| R2 |
3,135.7 |
3,135.7 |
3,069.6 |
|
| R1 |
3,090.3 |
3,090.3 |
3,057.3 |
3,113.0 |
| PP |
3,001.7 |
3,001.7 |
3,001.7 |
3,013.0 |
| S1 |
2,956.3 |
2,956.3 |
3,032.7 |
2,979.0 |
| S2 |
2,867.7 |
2,867.7 |
3,020.4 |
|
| S3 |
2,733.7 |
2,822.3 |
3,008.2 |
|
| S4 |
2,599.7 |
2,688.3 |
2,971.3 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,825.7 |
3,676.3 |
3,186.3 |
|
| R3 |
3,590.7 |
3,441.3 |
3,121.6 |
|
| R2 |
3,355.7 |
3,355.7 |
3,100.1 |
|
| R1 |
3,206.3 |
3,206.3 |
3,078.5 |
3,163.5 |
| PP |
3,120.7 |
3,120.7 |
3,120.7 |
3,099.3 |
| S1 |
2,971.3 |
2,971.3 |
3,035.5 |
2,928.5 |
| S2 |
2,885.7 |
2,885.7 |
3,013.9 |
|
| S3 |
2,650.7 |
2,736.3 |
2,992.4 |
|
| S4 |
2,415.7 |
2,501.3 |
2,927.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,192.0 |
2,913.0 |
279.0 |
9.2% |
96.6 |
3.2% |
47% |
False |
True |
1,021,902 |
| 10 |
3,276.0 |
2,913.0 |
363.0 |
11.9% |
78.7 |
2.6% |
36% |
False |
True |
567,482 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
11.9% |
59.2 |
1.9% |
36% |
False |
True |
301,282 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.9% |
56.3 |
1.8% |
36% |
False |
True |
157,723 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.7% |
62.1 |
2.0% |
55% |
False |
False |
107,221 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
53.6 |
1.8% |
54% |
False |
False |
80,833 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
50.0 |
1.6% |
54% |
False |
False |
64,764 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
45.7 |
1.5% |
54% |
False |
False |
53,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,616.5 |
|
2.618 |
3,397.8 |
|
1.618 |
3,263.8 |
|
1.000 |
3,181.0 |
|
0.618 |
3,129.8 |
|
HIGH |
3,047.0 |
|
0.618 |
2,995.8 |
|
0.500 |
2,980.0 |
|
0.382 |
2,964.2 |
|
LOW |
2,913.0 |
|
0.618 |
2,830.2 |
|
1.000 |
2,779.0 |
|
1.618 |
2,696.2 |
|
2.618 |
2,562.2 |
|
4.250 |
2,343.5 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,023.3 |
3,038.7 |
| PP |
3,001.7 |
3,032.3 |
| S1 |
2,980.0 |
3,026.0 |
|