| 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 |
5,164.0 |
5,231.0 |
67.0 |
1.3% |
5,117.0 |
| High |
5,228.0 |
5,318.0 |
90.0 |
1.7% |
5,318.0 |
| Low |
5,150.0 |
5,216.0 |
66.0 |
1.3% |
5,081.0 |
| Close |
5,163.0 |
5,312.0 |
149.0 |
2.9% |
5,312.0 |
| Range |
78.0 |
102.0 |
24.0 |
30.8% |
237.0 |
| ATR |
59.7 |
66.5 |
6.8 |
11.4% |
0.0 |
| Volume |
29,080 |
30,980 |
1,900 |
6.5% |
339,728 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,588.0 |
5,552.0 |
5,368.1 |
|
| R3 |
5,486.0 |
5,450.0 |
5,340.1 |
|
| R2 |
5,384.0 |
5,384.0 |
5,330.7 |
|
| R1 |
5,348.0 |
5,348.0 |
5,321.4 |
5,366.0 |
| PP |
5,282.0 |
5,282.0 |
5,282.0 |
5,291.0 |
| S1 |
5,246.0 |
5,246.0 |
5,302.7 |
5,264.0 |
| S2 |
5,180.0 |
5,180.0 |
5,293.3 |
|
| S3 |
5,078.0 |
5,144.0 |
5,284.0 |
|
| S4 |
4,976.0 |
5,042.0 |
5,255.9 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,948.0 |
5,867.0 |
5,442.4 |
|
| R3 |
5,711.0 |
5,630.0 |
5,377.2 |
|
| R2 |
5,474.0 |
5,474.0 |
5,355.5 |
|
| R1 |
5,393.0 |
5,393.0 |
5,333.7 |
5,433.5 |
| PP |
5,237.0 |
5,237.0 |
5,237.0 |
5,257.3 |
| S1 |
5,156.0 |
5,156.0 |
5,290.3 |
5,196.5 |
| S2 |
5,000.0 |
5,000.0 |
5,268.6 |
|
| S3 |
4,763.0 |
4,919.0 |
5,246.8 |
|
| S4 |
4,526.0 |
4,682.0 |
5,181.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,318.0 |
5,081.0 |
237.0 |
4.5% |
69.6 |
1.3% |
97% |
True |
False |
67,945 |
| 10 |
5,363.0 |
5,081.0 |
282.0 |
5.3% |
67.6 |
1.3% |
82% |
False |
False |
35,395 |
| 20 |
5,372.0 |
5,081.0 |
291.0 |
5.5% |
51.9 |
1.0% |
79% |
False |
False |
17,738 |
| 40 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
27.7 |
0.5% |
53% |
False |
False |
8,888 |
| 60 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
19.5 |
0.4% |
53% |
False |
False |
5,942 |
| 80 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
14.6 |
0.3% |
44% |
False |
False |
4,457 |
| 100 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
11.7 |
0.2% |
44% |
False |
False |
3,565 |
| 120 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
9.7 |
0.2% |
44% |
False |
False |
2,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,751.5 |
|
2.618 |
5,585.0 |
|
1.618 |
5,483.0 |
|
1.000 |
5,420.0 |
|
0.618 |
5,381.0 |
|
HIGH |
5,318.0 |
|
0.618 |
5,279.0 |
|
0.500 |
5,267.0 |
|
0.382 |
5,255.0 |
|
LOW |
5,216.0 |
|
0.618 |
5,153.0 |
|
1.000 |
5,114.0 |
|
1.618 |
5,051.0 |
|
2.618 |
4,949.0 |
|
4.250 |
4,782.5 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,297.0 |
5,274.5 |
| PP |
5,282.0 |
5,237.0 |
| S1 |
5,267.0 |
5,199.5 |
|