| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
5,106.0 |
5,087.0 |
-19.0 |
-0.4% |
5,303.0 |
| High |
5,132.0 |
5,150.0 |
18.0 |
0.4% |
5,363.0 |
| Low |
5,097.0 |
5,081.0 |
-16.0 |
-0.3% |
5,132.0 |
| Close |
5,111.0 |
5,120.0 |
9.0 |
0.2% |
5,174.0 |
| Range |
35.0 |
69.0 |
34.0 |
97.1% |
231.0 |
| ATR |
55.0 |
56.0 |
1.0 |
1.8% |
0.0 |
| Volume |
135,585 |
83,454 |
-52,131 |
-38.4% |
14,229 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,324.0 |
5,291.0 |
5,158.0 |
|
| R3 |
5,255.0 |
5,222.0 |
5,139.0 |
|
| R2 |
5,186.0 |
5,186.0 |
5,132.7 |
|
| R1 |
5,153.0 |
5,153.0 |
5,126.3 |
5,169.5 |
| PP |
5,117.0 |
5,117.0 |
5,117.0 |
5,125.3 |
| S1 |
5,084.0 |
5,084.0 |
5,113.7 |
5,100.5 |
| S2 |
5,048.0 |
5,048.0 |
5,107.4 |
|
| S3 |
4,979.0 |
5,015.0 |
5,101.0 |
|
| S4 |
4,910.0 |
4,946.0 |
5,082.1 |
|
|
| 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 |
5,211.0 |
5,081.0 |
130.0 |
2.5% |
58.6 |
1.1% |
30% |
False |
True |
58,029 |
| 10 |
5,363.0 |
5,081.0 |
282.0 |
5.5% |
59.8 |
1.2% |
14% |
False |
True |
29,443 |
| 20 |
5,372.0 |
5,081.0 |
291.0 |
5.7% |
42.9 |
0.8% |
13% |
False |
True |
14,741 |
| 40 |
5,513.0 |
5,081.0 |
432.0 |
8.4% |
23.2 |
0.5% |
9% |
False |
True |
7,387 |
| 60 |
5,513.0 |
5,081.0 |
432.0 |
8.4% |
16.5 |
0.3% |
9% |
False |
True |
4,941 |
| 80 |
5,611.0 |
5,081.0 |
530.0 |
10.4% |
12.4 |
0.2% |
7% |
False |
True |
3,706 |
| 100 |
5,611.0 |
5,081.0 |
530.0 |
10.4% |
9.9 |
0.2% |
7% |
False |
True |
2,965 |
| 120 |
5,611.0 |
5,081.0 |
530.0 |
10.4% |
8.2 |
0.2% |
7% |
False |
True |
2,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,443.3 |
|
2.618 |
5,330.6 |
|
1.618 |
5,261.6 |
|
1.000 |
5,219.0 |
|
0.618 |
5,192.6 |
|
HIGH |
5,150.0 |
|
0.618 |
5,123.6 |
|
0.500 |
5,115.5 |
|
0.382 |
5,107.4 |
|
LOW |
5,081.0 |
|
0.618 |
5,038.4 |
|
1.000 |
5,012.0 |
|
1.618 |
4,969.4 |
|
2.618 |
4,900.4 |
|
4.250 |
4,787.8 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,118.5 |
5,123.5 |
| PP |
5,117.0 |
5,122.3 |
| S1 |
5,115.5 |
5,121.2 |
|