| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,071.75 |
2,075.00 |
3.25 |
0.2% |
2,059.00 |
| High |
2,076.50 |
2,081.00 |
4.50 |
0.2% |
2,081.00 |
| Low |
2,070.50 |
2,075.00 |
4.50 |
0.2% |
2,058.75 |
| Close |
2,072.00 |
2,077.25 |
5.25 |
0.3% |
2,077.25 |
| Range |
6.00 |
6.00 |
0.00 |
0.0% |
22.25 |
| ATR |
22.38 |
21.43 |
-0.96 |
-4.3% |
0.00 |
| Volume |
3,409 |
1,405 |
-2,004 |
-58.8% |
7,258 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.75 |
2,092.50 |
2,080.50 |
|
| R3 |
2,089.75 |
2,086.50 |
2,079.00 |
|
| R2 |
2,083.75 |
2,083.75 |
2,078.25 |
|
| R1 |
2,080.50 |
2,080.50 |
2,077.75 |
2,082.00 |
| PP |
2,077.75 |
2,077.75 |
2,077.75 |
2,078.50 |
| S1 |
2,074.50 |
2,074.50 |
2,076.75 |
2,076.00 |
| S2 |
2,071.75 |
2,071.75 |
2,076.25 |
|
| S3 |
2,065.75 |
2,068.50 |
2,075.50 |
|
| S4 |
2,059.75 |
2,062.50 |
2,074.00 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.00 |
2,130.50 |
2,089.50 |
|
| R3 |
2,116.75 |
2,108.25 |
2,083.25 |
|
| R2 |
2,094.50 |
2,094.50 |
2,081.25 |
|
| R1 |
2,086.00 |
2,086.00 |
2,079.25 |
2,090.25 |
| PP |
2,072.25 |
2,072.25 |
2,072.25 |
2,074.50 |
| S1 |
2,063.75 |
2,063.75 |
2,075.25 |
2,068.00 |
| S2 |
2,050.00 |
2,050.00 |
2,073.25 |
|
| S3 |
2,027.75 |
2,041.50 |
2,071.25 |
|
| S4 |
2,005.50 |
2,019.25 |
2,065.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,081.00 |
2,050.25 |
30.75 |
1.5% |
10.50 |
0.5% |
88% |
True |
False |
1,665 |
| 10 |
2,081.00 |
1,954.25 |
126.75 |
6.1% |
27.25 |
1.3% |
97% |
True |
False |
1,176 |
| 20 |
2,081.00 |
1,954.25 |
126.75 |
6.1% |
22.75 |
1.1% |
97% |
True |
False |
739 |
| 40 |
2,081.00 |
1,946.25 |
134.75 |
6.5% |
17.75 |
0.9% |
97% |
True |
False |
512 |
| 60 |
2,081.00 |
1,806.50 |
274.50 |
13.2% |
22.25 |
1.1% |
99% |
True |
False |
388 |
| 80 |
2,081.00 |
1,806.50 |
274.50 |
13.2% |
20.00 |
1.0% |
99% |
True |
False |
299 |
| 100 |
2,081.00 |
1,806.50 |
274.50 |
13.2% |
17.25 |
0.8% |
99% |
True |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.50 |
|
2.618 |
2,096.75 |
|
1.618 |
2,090.75 |
|
1.000 |
2,087.00 |
|
0.618 |
2,084.75 |
|
HIGH |
2,081.00 |
|
0.618 |
2,078.75 |
|
0.500 |
2,078.00 |
|
0.382 |
2,077.25 |
|
LOW |
2,075.00 |
|
0.618 |
2,071.25 |
|
1.000 |
2,069.00 |
|
1.618 |
2,065.25 |
|
2.618 |
2,059.25 |
|
4.250 |
2,049.50 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.00 |
2,075.75 |
| PP |
2,077.75 |
2,074.25 |
| S1 |
2,077.50 |
2,072.50 |
|