| 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 |
5,184.0 |
5,117.0 |
-67.0 |
-1.3% |
5,303.0 |
| High |
5,204.0 |
5,166.0 |
-38.0 |
-0.7% |
5,363.0 |
| Low |
5,158.0 |
5,102.0 |
-56.0 |
-1.1% |
5,132.0 |
| Close |
5,174.0 |
5,135.0 |
-39.0 |
-0.8% |
5,174.0 |
| Range |
46.0 |
64.0 |
18.0 |
39.1% |
231.0 |
| ATR |
55.1 |
56.3 |
1.2 |
2.2% |
0.0 |
| Volume |
7,489 |
60,629 |
53,140 |
709.6% |
14,229 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,326.3 |
5,294.7 |
5,170.2 |
|
| R3 |
5,262.3 |
5,230.7 |
5,152.6 |
|
| R2 |
5,198.3 |
5,198.3 |
5,146.7 |
|
| R1 |
5,166.7 |
5,166.7 |
5,140.9 |
5,182.5 |
| PP |
5,134.3 |
5,134.3 |
5,134.3 |
5,142.3 |
| S1 |
5,102.7 |
5,102.7 |
5,129.1 |
5,118.5 |
| S2 |
5,070.3 |
5,070.3 |
5,123.3 |
|
| S3 |
5,006.3 |
5,038.7 |
5,117.4 |
|
| S4 |
4,942.3 |
4,974.7 |
5,099.8 |
|
|
| 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 |
5,311.0 |
5,102.0 |
209.0 |
4.1% |
66.4 |
1.3% |
16% |
False |
True |
14,921 |
| 10 |
5,363.0 |
5,102.0 |
261.0 |
5.1% |
64.1 |
1.2% |
13% |
False |
True |
7,559 |
| 20 |
5,374.0 |
5,102.0 |
272.0 |
5.3% |
38.4 |
0.7% |
12% |
False |
True |
3,791 |
| 40 |
5,513.0 |
5,102.0 |
411.0 |
8.0% |
20.6 |
0.4% |
8% |
False |
True |
1,911 |
| 60 |
5,513.0 |
5,091.0 |
422.0 |
8.2% |
14.8 |
0.3% |
10% |
False |
False |
1,291 |
| 80 |
5,611.0 |
5,091.0 |
520.0 |
10.1% |
11.1 |
0.2% |
8% |
False |
False |
968 |
| 100 |
5,611.0 |
5,091.0 |
520.0 |
10.1% |
8.9 |
0.2% |
8% |
False |
False |
774 |
| 120 |
5,611.0 |
5,091.0 |
520.0 |
10.1% |
7.4 |
0.1% |
8% |
False |
False |
645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,438.0 |
|
2.618 |
5,333.6 |
|
1.618 |
5,269.6 |
|
1.000 |
5,230.0 |
|
0.618 |
5,205.6 |
|
HIGH |
5,166.0 |
|
0.618 |
5,141.6 |
|
0.500 |
5,134.0 |
|
0.382 |
5,126.4 |
|
LOW |
5,102.0 |
|
0.618 |
5,062.4 |
|
1.000 |
5,038.0 |
|
1.618 |
4,998.4 |
|
2.618 |
4,934.4 |
|
4.250 |
4,830.0 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,134.7 |
5,156.5 |
| PP |
5,134.3 |
5,149.3 |
| S1 |
5,134.0 |
5,142.2 |
|