| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
5,323.0 |
5,400.0 |
77.0 |
1.4% |
5,117.0 |
| High |
5,421.0 |
5,400.0 |
-21.0 |
-0.4% |
5,318.0 |
| Low |
5,313.0 |
5,329.0 |
16.0 |
0.3% |
5,081.0 |
| Close |
5,409.0 |
5,339.0 |
-70.0 |
-1.3% |
5,312.0 |
| Range |
108.0 |
71.0 |
-37.0 |
-34.3% |
237.0 |
| ATR |
69.6 |
70.3 |
0.7 |
1.1% |
0.0 |
| Volume |
29,488 |
15,777 |
-13,711 |
-46.5% |
339,728 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,569.0 |
5,525.0 |
5,378.1 |
|
| R3 |
5,498.0 |
5,454.0 |
5,358.5 |
|
| R2 |
5,427.0 |
5,427.0 |
5,352.0 |
|
| R1 |
5,383.0 |
5,383.0 |
5,345.5 |
5,369.5 |
| PP |
5,356.0 |
5,356.0 |
5,356.0 |
5,349.3 |
| S1 |
5,312.0 |
5,312.0 |
5,332.5 |
5,298.5 |
| S2 |
5,285.0 |
5,285.0 |
5,326.0 |
|
| S3 |
5,214.0 |
5,241.0 |
5,319.5 |
|
| S4 |
5,143.0 |
5,170.0 |
5,300.0 |
|
|
| 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 |
5,421.0 |
5,081.0 |
340.0 |
6.4% |
85.6 |
1.6% |
76% |
False |
False |
37,755 |
| 10 |
5,421.0 |
5,081.0 |
340.0 |
6.4% |
72.6 |
1.4% |
76% |
False |
False |
39,799 |
| 20 |
5,421.0 |
5,081.0 |
340.0 |
6.4% |
60.8 |
1.1% |
76% |
False |
False |
20,001 |
| 40 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
32.0 |
0.6% |
60% |
False |
False |
10,018 |
| 60 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
22.5 |
0.4% |
60% |
False |
False |
6,697 |
| 80 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
16.9 |
0.3% |
49% |
False |
False |
5,022 |
| 100 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
13.5 |
0.3% |
49% |
False |
False |
4,018 |
| 120 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
11.2 |
0.2% |
49% |
False |
False |
3,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,701.8 |
|
2.618 |
5,585.9 |
|
1.618 |
5,514.9 |
|
1.000 |
5,471.0 |
|
0.618 |
5,443.9 |
|
HIGH |
5,400.0 |
|
0.618 |
5,372.9 |
|
0.500 |
5,364.5 |
|
0.382 |
5,356.1 |
|
LOW |
5,329.0 |
|
0.618 |
5,285.1 |
|
1.000 |
5,258.0 |
|
1.618 |
5,214.1 |
|
2.618 |
5,143.1 |
|
4.250 |
5,027.3 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,364.5 |
5,332.2 |
| PP |
5,356.0 |
5,325.3 |
| S1 |
5,347.5 |
5,318.5 |
|