| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
9,688.0 |
9,927.0 |
239.0 |
2.5% |
9,584.0 |
| High |
9,885.0 |
9,937.5 |
52.5 |
0.5% |
9,937.5 |
| Low |
9,662.0 |
9,704.5 |
42.5 |
0.4% |
9,227.0 |
| Close |
9,811.0 |
9,789.5 |
-21.5 |
-0.2% |
9,789.5 |
| Range |
223.0 |
233.0 |
10.0 |
4.5% |
710.5 |
| ATR |
206.7 |
208.6 |
1.9 |
0.9% |
0.0 |
| Volume |
135,848 |
135,848 |
0 |
0.0% |
551,652 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,509.5 |
10,382.5 |
9,917.7 |
|
| R3 |
10,276.5 |
10,149.5 |
9,853.6 |
|
| R2 |
10,043.5 |
10,043.5 |
9,832.2 |
|
| R1 |
9,916.5 |
9,916.5 |
9,810.9 |
9,863.5 |
| PP |
9,810.5 |
9,810.5 |
9,810.5 |
9,784.0 |
| S1 |
9,683.5 |
9,683.5 |
9,768.1 |
9,630.5 |
| S2 |
9,577.5 |
9,577.5 |
9,746.8 |
|
| S3 |
9,344.5 |
9,450.5 |
9,725.4 |
|
| S4 |
9,111.5 |
9,217.5 |
9,661.4 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,782.8 |
11,496.7 |
10,180.3 |
|
| R3 |
11,072.3 |
10,786.2 |
9,984.9 |
|
| R2 |
10,361.8 |
10,361.8 |
9,919.8 |
|
| R1 |
10,075.7 |
10,075.7 |
9,854.6 |
10,218.8 |
| PP |
9,651.3 |
9,651.3 |
9,651.3 |
9,722.9 |
| S1 |
9,365.2 |
9,365.2 |
9,724.4 |
9,508.3 |
| S2 |
8,940.8 |
8,940.8 |
9,659.2 |
|
| S3 |
8,230.3 |
8,654.7 |
9,594.1 |
|
| S4 |
7,519.8 |
7,944.2 |
9,398.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,937.5 |
9,227.0 |
710.5 |
7.3% |
288.0 |
2.9% |
79% |
True |
False |
110,330 |
| 10 |
10,099.5 |
9,227.0 |
872.5 |
8.9% |
230.8 |
2.4% |
64% |
False |
False |
61,535 |
| 20 |
10,123.0 |
9,227.0 |
896.0 |
9.2% |
176.6 |
1.8% |
63% |
False |
False |
31,881 |
| 40 |
10,123.0 |
8,843.5 |
1,279.5 |
13.1% |
163.5 |
1.7% |
74% |
False |
False |
16,737 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
173.3 |
1.8% |
81% |
False |
False |
11,320 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
150.1 |
1.5% |
81% |
False |
False |
8,592 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
137.4 |
1.4% |
81% |
False |
False |
6,886 |
| 120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
125.5 |
1.3% |
81% |
False |
False |
5,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,927.8 |
|
2.618 |
10,547.5 |
|
1.618 |
10,314.5 |
|
1.000 |
10,170.5 |
|
0.618 |
10,081.5 |
|
HIGH |
9,937.5 |
|
0.618 |
9,848.5 |
|
0.500 |
9,821.0 |
|
0.382 |
9,793.5 |
|
LOW |
9,704.5 |
|
0.618 |
9,560.5 |
|
1.000 |
9,471.5 |
|
1.618 |
9,327.5 |
|
2.618 |
9,094.5 |
|
4.250 |
8,714.3 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,821.0 |
9,755.5 |
| PP |
9,810.5 |
9,721.5 |
| S1 |
9,800.0 |
9,687.5 |
|