| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
9,784.5 |
9,584.0 |
-200.5 |
-2.0% |
10,093.0 |
| High |
9,810.5 |
9,690.5 |
-120.0 |
-1.2% |
10,099.5 |
| Low |
9,555.0 |
9,310.0 |
-245.0 |
-2.6% |
9,555.0 |
| Close |
9,600.0 |
9,350.0 |
-250.0 |
-2.6% |
9,600.0 |
| Range |
255.5 |
380.5 |
125.0 |
48.9% |
544.5 |
| ATR |
168.3 |
183.5 |
15.2 |
9.0% |
0.0 |
| Volume |
30,401 |
117,232 |
86,831 |
285.6% |
63,700 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,591.7 |
10,351.3 |
9,559.3 |
|
| R3 |
10,211.2 |
9,970.8 |
9,454.6 |
|
| R2 |
9,830.7 |
9,830.7 |
9,419.8 |
|
| R1 |
9,590.3 |
9,590.3 |
9,384.9 |
9,520.3 |
| PP |
9,450.2 |
9,450.2 |
9,450.2 |
9,415.1 |
| S1 |
9,209.8 |
9,209.8 |
9,315.1 |
9,139.8 |
| S2 |
9,069.7 |
9,069.7 |
9,280.2 |
|
| S3 |
8,689.2 |
8,829.3 |
9,245.4 |
|
| S4 |
8,308.7 |
8,448.8 |
9,140.7 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,385.0 |
11,037.0 |
9,899.5 |
|
| R3 |
10,840.5 |
10,492.5 |
9,749.7 |
|
| R2 |
10,296.0 |
10,296.0 |
9,699.8 |
|
| R1 |
9,948.0 |
9,948.0 |
9,649.9 |
9,849.8 |
| PP |
9,751.5 |
9,751.5 |
9,751.5 |
9,702.4 |
| S1 |
9,403.5 |
9,403.5 |
9,550.1 |
9,305.3 |
| S2 |
9,207.0 |
9,207.0 |
9,500.2 |
|
| S3 |
8,662.5 |
8,859.0 |
9,450.3 |
|
| S4 |
8,118.0 |
8,314.5 |
9,300.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,965.5 |
9,310.0 |
655.5 |
7.0% |
223.2 |
2.4% |
6% |
False |
True |
35,144 |
| 10 |
10,123.0 |
9,310.0 |
813.0 |
8.7% |
190.7 |
2.0% |
5% |
False |
True |
19,452 |
| 20 |
10,123.0 |
9,310.0 |
813.0 |
8.7% |
152.3 |
1.6% |
5% |
False |
True |
11,197 |
| 40 |
10,123.0 |
8,667.5 |
1,455.5 |
15.6% |
155.0 |
1.7% |
47% |
False |
False |
5,915 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
18.8% |
166.5 |
1.8% |
56% |
False |
False |
4,095 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
18.8% |
141.4 |
1.5% |
56% |
False |
False |
3,169 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
18.8% |
131.4 |
1.4% |
56% |
False |
False |
2,543 |
| 120 |
10,123.0 |
8,367.5 |
1,755.5 |
18.8% |
117.8 |
1.3% |
56% |
False |
False |
2,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,307.6 |
|
2.618 |
10,686.6 |
|
1.618 |
10,306.1 |
|
1.000 |
10,071.0 |
|
0.618 |
9,925.6 |
|
HIGH |
9,690.5 |
|
0.618 |
9,545.1 |
|
0.500 |
9,500.3 |
|
0.382 |
9,455.4 |
|
LOW |
9,310.0 |
|
0.618 |
9,074.9 |
|
1.000 |
8,929.5 |
|
1.618 |
8,694.4 |
|
2.618 |
8,313.9 |
|
4.250 |
7,692.9 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,500.3 |
9,615.0 |
| PP |
9,450.2 |
9,526.7 |
| S1 |
9,400.1 |
9,438.3 |
|