| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,179.1 |
1,195.0 |
15.9 |
1.3% |
1,197.1 |
| High |
1,199.8 |
1,197.5 |
-2.3 |
-0.2% |
1,202.8 |
| Low |
1,179.1 |
1,180.0 |
0.9 |
0.1% |
1,172.0 |
| Close |
1,196.7 |
1,183.2 |
-13.5 |
-1.1% |
1,196.7 |
| Range |
20.7 |
17.5 |
-3.2 |
-15.5% |
30.8 |
| ATR |
20.5 |
20.3 |
-0.2 |
-1.0% |
0.0 |
| Volume |
1,916 |
566 |
-1,350 |
-70.5% |
5,917 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,239.4 |
1,228.8 |
1,192.8 |
|
| R3 |
1,221.9 |
1,211.3 |
1,188.0 |
|
| R2 |
1,204.4 |
1,204.4 |
1,186.4 |
|
| R1 |
1,193.8 |
1,193.8 |
1,184.8 |
1,190.4 |
| PP |
1,186.9 |
1,186.9 |
1,186.9 |
1,185.2 |
| S1 |
1,176.3 |
1,176.3 |
1,181.6 |
1,172.9 |
| S2 |
1,169.4 |
1,169.4 |
1,180.0 |
|
| S3 |
1,151.9 |
1,158.8 |
1,178.4 |
|
| S4 |
1,134.4 |
1,141.3 |
1,173.6 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.9 |
1,270.6 |
1,213.6 |
|
| R3 |
1,252.1 |
1,239.8 |
1,205.2 |
|
| R2 |
1,221.3 |
1,221.3 |
1,202.3 |
|
| R1 |
1,209.0 |
1,209.0 |
1,199.5 |
1,199.8 |
| PP |
1,190.5 |
1,190.5 |
1,190.5 |
1,185.9 |
| S1 |
1,178.2 |
1,178.2 |
1,193.9 |
1,169.0 |
| S2 |
1,159.7 |
1,159.7 |
1,191.1 |
|
| S3 |
1,128.9 |
1,147.4 |
1,188.2 |
|
| S4 |
1,098.1 |
1,116.6 |
1,179.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,202.8 |
1,172.0 |
30.8 |
2.6% |
17.6 |
1.5% |
36% |
False |
False |
1,296 |
| 10 |
1,224.4 |
1,172.0 |
52.4 |
4.4% |
19.7 |
1.7% |
21% |
False |
False |
1,952 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
8.2% |
22.1 |
1.9% |
41% |
False |
False |
2,430 |
| 40 |
1,240.0 |
1,134.1 |
105.9 |
9.0% |
21.6 |
1.8% |
46% |
False |
False |
3,063 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.4% |
18.5 |
1.6% |
40% |
False |
False |
2,391 |
| 80 |
1,275.6 |
1,134.1 |
141.5 |
12.0% |
16.6 |
1.4% |
35% |
False |
False |
1,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,271.9 |
|
2.618 |
1,243.3 |
|
1.618 |
1,225.8 |
|
1.000 |
1,215.0 |
|
0.618 |
1,208.3 |
|
HIGH |
1,197.5 |
|
0.618 |
1,190.8 |
|
0.500 |
1,188.8 |
|
0.382 |
1,186.7 |
|
LOW |
1,180.0 |
|
0.618 |
1,169.2 |
|
1.000 |
1,162.5 |
|
1.618 |
1,151.7 |
|
2.618 |
1,134.2 |
|
4.250 |
1,105.6 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,188.8 |
1,187.1 |
| PP |
1,186.9 |
1,185.8 |
| S1 |
1,185.1 |
1,184.5 |
|