| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
5,240.0 |
5,152.0 |
-88.0 |
-1.7% |
5,264.0 |
| High |
5,256.0 |
5,211.0 |
-45.0 |
-0.9% |
5,345.0 |
| Low |
5,182.0 |
5,132.0 |
-50.0 |
-1.0% |
5,170.0 |
| Close |
5,208.0 |
5,188.0 |
-20.0 |
-0.4% |
5,290.0 |
| Range |
74.0 |
79.0 |
5.0 |
6.8% |
175.0 |
| ATR |
54.1 |
55.8 |
1.8 |
3.3% |
0.0 |
| Volume |
2,524 |
2,990 |
466 |
18.5% |
806 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,414.0 |
5,380.0 |
5,231.5 |
|
| R3 |
5,335.0 |
5,301.0 |
5,209.7 |
|
| R2 |
5,256.0 |
5,256.0 |
5,202.5 |
|
| R1 |
5,222.0 |
5,222.0 |
5,195.2 |
5,239.0 |
| PP |
5,177.0 |
5,177.0 |
5,177.0 |
5,185.5 |
| S1 |
5,143.0 |
5,143.0 |
5,180.8 |
5,160.0 |
| S2 |
5,098.0 |
5,098.0 |
5,173.5 |
|
| S3 |
5,019.0 |
5,064.0 |
5,166.3 |
|
| S4 |
4,940.0 |
4,985.0 |
5,144.6 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,793.3 |
5,716.7 |
5,386.3 |
|
| R3 |
5,618.3 |
5,541.7 |
5,338.1 |
|
| R2 |
5,443.3 |
5,443.3 |
5,322.1 |
|
| R1 |
5,366.7 |
5,366.7 |
5,306.0 |
5,405.0 |
| PP |
5,268.3 |
5,268.3 |
5,268.3 |
5,287.5 |
| S1 |
5,191.7 |
5,191.7 |
5,274.0 |
5,230.0 |
| S2 |
5,093.3 |
5,093.3 |
5,257.9 |
|
| S3 |
4,918.3 |
5,016.7 |
5,241.9 |
|
| S4 |
4,743.3 |
4,841.7 |
5,193.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,363.0 |
5,132.0 |
231.0 |
4.5% |
70.2 |
1.4% |
24% |
False |
True |
1,349 |
| 10 |
5,363.0 |
5,132.0 |
231.0 |
4.5% |
64.3 |
1.2% |
24% |
False |
True |
754 |
| 20 |
5,421.0 |
5,132.0 |
289.0 |
5.6% |
32.9 |
0.6% |
19% |
False |
True |
390 |
| 40 |
5,513.0 |
5,132.0 |
381.0 |
7.3% |
17.9 |
0.3% |
15% |
False |
True |
208 |
| 60 |
5,513.0 |
5,091.0 |
422.0 |
8.1% |
12.9 |
0.2% |
23% |
False |
False |
155 |
| 80 |
5,611.0 |
5,091.0 |
520.0 |
10.0% |
9.7 |
0.2% |
19% |
False |
False |
116 |
| 100 |
5,611.0 |
5,091.0 |
520.0 |
10.0% |
7.8 |
0.1% |
19% |
False |
False |
93 |
| 120 |
5,611.0 |
5,091.0 |
520.0 |
10.0% |
6.5 |
0.1% |
19% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,546.8 |
|
2.618 |
5,417.8 |
|
1.618 |
5,338.8 |
|
1.000 |
5,290.0 |
|
0.618 |
5,259.8 |
|
HIGH |
5,211.0 |
|
0.618 |
5,180.8 |
|
0.500 |
5,171.5 |
|
0.382 |
5,162.2 |
|
LOW |
5,132.0 |
|
0.618 |
5,083.2 |
|
1.000 |
5,053.0 |
|
1.618 |
5,004.2 |
|
2.618 |
4,925.2 |
|
4.250 |
4,796.3 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,182.5 |
5,221.5 |
| PP |
5,177.0 |
5,210.3 |
| S1 |
5,171.5 |
5,199.2 |
|