| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
17,240 |
17,415 |
175 |
1.0% |
18,185 |
| High |
17,680 |
17,640 |
-40 |
-0.2% |
18,190 |
| Low |
17,155 |
17,230 |
75 |
0.4% |
17,155 |
| Close |
17,405 |
17,240 |
-165 |
-0.9% |
17,240 |
| Range |
525 |
410 |
-115 |
-21.9% |
1,035 |
| ATR |
337 |
343 |
5 |
1.5% |
0 |
| Volume |
25,022 |
23,938 |
-1,084 |
-4.3% |
147,996 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,600 |
18,330 |
17,466 |
|
| R3 |
18,190 |
17,920 |
17,353 |
|
| R2 |
17,780 |
17,780 |
17,315 |
|
| R1 |
17,510 |
17,510 |
17,278 |
17,440 |
| PP |
17,370 |
17,370 |
17,370 |
17,335 |
| S1 |
17,100 |
17,100 |
17,203 |
17,030 |
| S2 |
16,960 |
16,960 |
17,165 |
|
| S3 |
16,550 |
16,690 |
17,127 |
|
| S4 |
16,140 |
16,280 |
17,015 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,633 |
19,972 |
17,809 |
|
| R3 |
19,598 |
18,937 |
17,525 |
|
| R2 |
18,563 |
18,563 |
17,430 |
|
| R1 |
17,902 |
17,902 |
17,335 |
17,715 |
| PP |
17,528 |
17,528 |
17,528 |
17,435 |
| S1 |
16,867 |
16,867 |
17,145 |
16,680 |
| S2 |
16,493 |
16,493 |
17,050 |
|
| S3 |
15,458 |
15,832 |
16,956 |
|
| S4 |
14,423 |
14,797 |
16,671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,190 |
17,155 |
1,035 |
6.0% |
492 |
2.9% |
8% |
False |
False |
29,599 |
| 10 |
18,205 |
17,155 |
1,050 |
6.1% |
384 |
2.2% |
8% |
False |
False |
15,750 |
| 20 |
18,205 |
17,065 |
1,140 |
6.6% |
316 |
1.8% |
15% |
False |
False |
8,162 |
| 40 |
18,205 |
14,825 |
3,380 |
19.6% |
285 |
1.7% |
71% |
False |
False |
4,189 |
| 60 |
18,205 |
14,600 |
3,605 |
20.9% |
229 |
1.3% |
73% |
False |
False |
2,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,383 |
|
2.618 |
18,714 |
|
1.618 |
18,304 |
|
1.000 |
18,050 |
|
0.618 |
17,894 |
|
HIGH |
17,640 |
|
0.618 |
17,484 |
|
0.500 |
17,435 |
|
0.382 |
17,387 |
|
LOW |
17,230 |
|
0.618 |
16,977 |
|
1.000 |
16,820 |
|
1.618 |
16,567 |
|
2.618 |
16,157 |
|
4.250 |
15,488 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,435 |
17,450 |
| PP |
17,370 |
17,380 |
| S1 |
17,305 |
17,310 |
|