Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,416.85 |
17,169.99 |
-246.86 |
-1.4% |
17,668.11 |
High |
17,419.90 |
17,367.68 |
-52.22 |
-0.3% |
17,696.36 |
Low |
17,156.82 |
17,037.76 |
-119.06 |
-0.7% |
17,136.30 |
Close |
17,164.95 |
17,361.04 |
196.09 |
1.1% |
17,164.95 |
Range |
263.08 |
329.92 |
66.84 |
25.4% |
560.06 |
ATR |
247.69 |
253.57 |
5.87 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,245.25 |
18,133.07 |
17,542.50 |
|
R3 |
17,915.33 |
17,803.15 |
17,451.77 |
|
R2 |
17,585.41 |
17,585.41 |
17,421.53 |
|
R1 |
17,473.23 |
17,473.23 |
17,391.28 |
17,529.32 |
PP |
17,255.49 |
17,255.49 |
17,255.49 |
17,283.54 |
S1 |
17,143.31 |
17,143.31 |
17,330.80 |
17,199.40 |
S2 |
16,925.57 |
16,925.57 |
17,300.55 |
|
S3 |
16,595.65 |
16,813.39 |
17,270.31 |
|
S4 |
16,265.73 |
16,483.47 |
17,179.58 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,012.72 |
18,648.89 |
17,472.98 |
|
R3 |
18,452.66 |
18,088.83 |
17,318.97 |
|
R2 |
17,892.60 |
17,892.60 |
17,267.63 |
|
R1 |
17,528.77 |
17,528.77 |
17,216.29 |
17,430.66 |
PP |
17,332.54 |
17,332.54 |
17,332.54 |
17,283.48 |
S1 |
16,968.71 |
16,968.71 |
17,113.61 |
16,870.60 |
S2 |
16,772.48 |
16,772.48 |
17,062.27 |
|
S3 |
16,212.42 |
16,408.65 |
17,010.93 |
|
S4 |
15,652.36 |
15,848.59 |
16,856.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,638.53 |
17,037.76 |
600.77 |
3.5% |
307.09 |
1.8% |
54% |
False |
True |
|
10 |
17,840.89 |
17,037.76 |
803.13 |
4.6% |
261.31 |
1.5% |
40% |
False |
True |
|
20 |
17,923.01 |
17,037.76 |
885.25 |
5.1% |
277.41 |
1.6% |
37% |
False |
True |
|
40 |
18,103.45 |
17,037.76 |
1,065.69 |
6.1% |
235.15 |
1.4% |
30% |
False |
True |
|
60 |
18,103.45 |
17,037.76 |
1,065.69 |
6.1% |
186.35 |
1.1% |
30% |
False |
True |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
13.0% |
196.92 |
1.1% |
67% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
13.0% |
189.61 |
1.1% |
67% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
13.0% |
174.76 |
1.0% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,769.84 |
2.618 |
18,231.41 |
1.618 |
17,901.49 |
1.000 |
17,697.60 |
0.618 |
17,571.57 |
HIGH |
17,367.68 |
0.618 |
17,241.65 |
0.500 |
17,202.72 |
0.382 |
17,163.79 |
LOW |
17,037.76 |
0.618 |
16,833.87 |
1.000 |
16,707.84 |
1.618 |
16,503.95 |
2.618 |
16,174.03 |
4.250 |
15,635.60 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,308.27 |
17,319.18 |
PP |
17,255.49 |
17,277.31 |
S1 |
17,202.72 |
17,235.45 |
|