| 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 |
5,152.0 |
5,184.0 |
32.0 |
0.6% |
5,303.0 |
| High |
5,211.0 |
5,204.0 |
-7.0 |
-0.1% |
5,363.0 |
| Low |
5,132.0 |
5,158.0 |
26.0 |
0.5% |
5,132.0 |
| Close |
5,188.0 |
5,174.0 |
-14.0 |
-0.3% |
5,174.0 |
| Range |
79.0 |
46.0 |
-33.0 |
-41.8% |
231.0 |
| ATR |
55.8 |
55.1 |
-0.7 |
-1.3% |
0.0 |
| Volume |
2,990 |
7,489 |
4,499 |
150.5% |
14,229 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,316.7 |
5,291.3 |
5,199.3 |
|
| R3 |
5,270.7 |
5,245.3 |
5,186.7 |
|
| R2 |
5,224.7 |
5,224.7 |
5,182.4 |
|
| R1 |
5,199.3 |
5,199.3 |
5,178.2 |
5,189.0 |
| PP |
5,178.7 |
5,178.7 |
5,178.7 |
5,173.5 |
| S1 |
5,153.3 |
5,153.3 |
5,169.8 |
5,143.0 |
| S2 |
5,132.7 |
5,132.7 |
5,165.6 |
|
| S3 |
5,086.7 |
5,107.3 |
5,161.4 |
|
| S4 |
5,040.7 |
5,061.3 |
5,148.7 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,916.0 |
5,776.0 |
5,301.1 |
|
| R3 |
5,685.0 |
5,545.0 |
5,237.5 |
|
| R2 |
5,454.0 |
5,454.0 |
5,216.4 |
|
| R1 |
5,314.0 |
5,314.0 |
5,195.2 |
5,268.5 |
| PP |
5,223.0 |
5,223.0 |
5,223.0 |
5,200.3 |
| S1 |
5,083.0 |
5,083.0 |
5,152.8 |
5,037.5 |
| S2 |
4,992.0 |
4,992.0 |
5,131.7 |
|
| S3 |
4,761.0 |
4,852.0 |
5,110.5 |
|
| S4 |
4,530.0 |
4,621.0 |
5,047.0 |
|
|
| 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% |
65.6 |
1.3% |
18% |
False |
False |
2,845 |
| 10 |
5,363.0 |
5,132.0 |
231.0 |
4.5% |
68.9 |
1.3% |
18% |
False |
False |
1,503 |
| 20 |
5,375.0 |
5,132.0 |
243.0 |
4.7% |
35.2 |
0.7% |
17% |
False |
False |
762 |
| 40 |
5,513.0 |
5,132.0 |
381.0 |
7.4% |
19.0 |
0.4% |
11% |
False |
False |
395 |
| 60 |
5,513.0 |
5,091.0 |
422.0 |
8.2% |
13.7 |
0.3% |
20% |
False |
False |
280 |
| 80 |
5,611.0 |
5,091.0 |
520.0 |
10.1% |
10.3 |
0.2% |
16% |
False |
False |
210 |
| 100 |
5,611.0 |
5,091.0 |
520.0 |
10.1% |
8.2 |
0.2% |
16% |
False |
False |
168 |
| 120 |
5,611.0 |
5,091.0 |
520.0 |
10.1% |
6.8 |
0.1% |
16% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,399.5 |
|
2.618 |
5,324.4 |
|
1.618 |
5,278.4 |
|
1.000 |
5,250.0 |
|
0.618 |
5,232.4 |
|
HIGH |
5,204.0 |
|
0.618 |
5,186.4 |
|
0.500 |
5,181.0 |
|
0.382 |
5,175.6 |
|
LOW |
5,158.0 |
|
0.618 |
5,129.6 |
|
1.000 |
5,112.0 |
|
1.618 |
5,083.6 |
|
2.618 |
5,037.6 |
|
4.250 |
4,962.5 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,181.0 |
5,194.0 |
| PP |
5,178.7 |
5,187.3 |
| S1 |
5,176.3 |
5,180.7 |
|