Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,664.99 |
17,677.26 |
12.27 |
0.1% |
17,668.11 |
High |
17,782.22 |
17,889.58 |
107.36 |
0.6% |
17,696.36 |
Low |
17,603.21 |
17,677.26 |
74.05 |
0.4% |
17,136.30 |
Close |
17,673.02 |
17,884.88 |
211.86 |
1.2% |
17,164.95 |
Range |
179.01 |
212.32 |
33.31 |
18.6% |
560.06 |
ATR |
251.97 |
249.44 |
-2.53 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,454.20 |
18,381.86 |
18,001.66 |
|
R3 |
18,241.88 |
18,169.54 |
17,943.27 |
|
R2 |
18,029.56 |
18,029.56 |
17,923.81 |
|
R1 |
17,957.22 |
17,957.22 |
17,904.34 |
17,993.39 |
PP |
17,817.24 |
17,817.24 |
17,817.24 |
17,835.33 |
S1 |
17,744.90 |
17,744.90 |
17,865.42 |
17,781.07 |
S2 |
17,604.92 |
17,604.92 |
17,845.95 |
|
S3 |
17,392.60 |
17,532.58 |
17,826.49 |
|
S4 |
17,180.28 |
17,320.26 |
17,768.10 |
|
|
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 |
17,889.58 |
17,037.76 |
851.82 |
4.8% |
257.02 |
1.4% |
99% |
True |
False |
|
10 |
17,889.58 |
17,037.76 |
851.82 |
4.8% |
250.13 |
1.4% |
99% |
True |
False |
|
20 |
17,923.01 |
17,037.76 |
885.25 |
4.9% |
267.70 |
1.5% |
96% |
False |
False |
|
40 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
243.26 |
1.4% |
79% |
False |
False |
|
60 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
192.84 |
1.1% |
79% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
194.35 |
1.1% |
90% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
193.67 |
1.1% |
90% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
178.56 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,791.94 |
2.618 |
18,445.43 |
1.618 |
18,233.11 |
1.000 |
18,101.90 |
0.618 |
18,020.79 |
HIGH |
17,889.58 |
0.618 |
17,808.47 |
0.500 |
17,783.42 |
0.382 |
17,758.37 |
LOW |
17,677.26 |
0.618 |
17,546.05 |
1.000 |
17,464.94 |
1.618 |
17,333.73 |
2.618 |
17,121.41 |
4.250 |
16,774.90 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,851.06 |
17,799.85 |
PP |
17,817.24 |
17,714.81 |
S1 |
17,783.42 |
17,629.78 |
|