| 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 |
9,964.0 |
9,894.5 |
-69.5 |
-0.7% |
9,923.0 |
| High |
9,965.5 |
9,921.0 |
-44.5 |
-0.4% |
10,123.0 |
| Low |
9,800.0 |
9,748.0 |
-52.0 |
-0.5% |
9,849.0 |
| Close |
9,830.0 |
9,825.0 |
-5.0 |
-0.1% |
10,102.0 |
| Range |
165.5 |
173.0 |
7.5 |
4.5% |
274.0 |
| ATR |
155.7 |
156.9 |
1.2 |
0.8% |
0.0 |
| Volume |
3,020 |
14,132 |
11,112 |
367.9% |
16,080 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,350.3 |
10,260.7 |
9,920.2 |
|
| R3 |
10,177.3 |
10,087.7 |
9,872.6 |
|
| R2 |
10,004.3 |
10,004.3 |
9,856.7 |
|
| R1 |
9,914.7 |
9,914.7 |
9,840.9 |
9,873.0 |
| PP |
9,831.3 |
9,831.3 |
9,831.3 |
9,810.5 |
| S1 |
9,741.7 |
9,741.7 |
9,809.1 |
9,700.0 |
| S2 |
9,658.3 |
9,658.3 |
9,793.3 |
|
| S3 |
9,485.3 |
9,568.7 |
9,777.4 |
|
| S4 |
9,312.3 |
9,395.7 |
9,729.9 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,846.7 |
10,748.3 |
10,252.7 |
|
| R3 |
10,572.7 |
10,474.3 |
10,177.4 |
|
| R2 |
10,298.7 |
10,298.7 |
10,152.2 |
|
| R1 |
10,200.3 |
10,200.3 |
10,127.1 |
10,249.5 |
| PP |
10,024.7 |
10,024.7 |
10,024.7 |
10,049.3 |
| S1 |
9,926.3 |
9,926.3 |
10,076.9 |
9,975.5 |
| S2 |
9,750.7 |
9,750.7 |
10,051.8 |
|
| S3 |
9,476.7 |
9,652.3 |
10,026.7 |
|
| S4 |
9,202.7 |
9,378.3 |
9,951.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,123.0 |
9,748.0 |
375.0 |
3.8% |
187.3 |
1.9% |
21% |
False |
True |
5,444 |
| 10 |
10,123.0 |
9,748.0 |
375.0 |
3.8% |
137.0 |
1.4% |
21% |
False |
True |
4,032 |
| 20 |
10,123.0 |
9,145.5 |
977.5 |
9.9% |
134.0 |
1.4% |
70% |
False |
False |
3,402 |
| 40 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
154.7 |
1.6% |
83% |
False |
False |
1,999 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
158.0 |
1.6% |
83% |
False |
False |
1,466 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
134.0 |
1.4% |
83% |
False |
False |
1,188 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
125.9 |
1.3% |
83% |
False |
False |
958 |
| 120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
112.0 |
1.1% |
83% |
False |
False |
801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,656.3 |
|
2.618 |
10,373.9 |
|
1.618 |
10,200.9 |
|
1.000 |
10,094.0 |
|
0.618 |
10,027.9 |
|
HIGH |
9,921.0 |
|
0.618 |
9,854.9 |
|
0.500 |
9,834.5 |
|
0.382 |
9,814.1 |
|
LOW |
9,748.0 |
|
0.618 |
9,641.1 |
|
1.000 |
9,575.0 |
|
1.618 |
9,468.1 |
|
2.618 |
9,295.1 |
|
4.250 |
9,012.8 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,834.5 |
9,923.8 |
| PP |
9,831.3 |
9,890.8 |
| S1 |
9,828.2 |
9,857.9 |
|