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 |
1,258.0 |
1,284.1 |
26.1 |
2.1% |
1,292.8 |
High |
1,284.3 |
1,284.1 |
-0.2 |
0.0% |
1,299.2 |
Low |
1,257.0 |
1,266.0 |
9.0 |
0.7% |
1,251.0 |
Close |
1,278.5 |
1,276.2 |
-2.3 |
-0.2% |
1,278.5 |
Range |
27.3 |
18.1 |
-9.2 |
-33.7% |
48.2 |
ATR |
23.8 |
23.4 |
-0.4 |
-1.7% |
0.0 |
Volume |
8,626 |
1,654 |
-6,972 |
-80.8% |
612,834 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.7 |
1,321.1 |
1,286.2 |
|
R3 |
1,311.6 |
1,303.0 |
1,281.2 |
|
R2 |
1,293.5 |
1,293.5 |
1,279.5 |
|
R1 |
1,284.9 |
1,284.9 |
1,277.9 |
1,280.2 |
PP |
1,275.4 |
1,275.4 |
1,275.4 |
1,273.1 |
S1 |
1,266.8 |
1,266.8 |
1,274.5 |
1,262.1 |
S2 |
1,257.3 |
1,257.3 |
1,272.9 |
|
S3 |
1,239.2 |
1,248.7 |
1,271.2 |
|
S4 |
1,221.1 |
1,230.6 |
1,266.2 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.8 |
1,397.9 |
1,305.0 |
|
R3 |
1,372.6 |
1,349.7 |
1,291.8 |
|
R2 |
1,324.4 |
1,324.4 |
1,287.3 |
|
R1 |
1,301.5 |
1,301.5 |
1,282.9 |
1,288.9 |
PP |
1,276.2 |
1,276.2 |
1,276.2 |
1,269.9 |
S1 |
1,253.3 |
1,253.3 |
1,274.1 |
1,240.7 |
S2 |
1,228.0 |
1,228.0 |
1,269.7 |
|
S3 |
1,179.8 |
1,205.1 |
1,265.2 |
|
S4 |
1,131.6 |
1,156.9 |
1,252.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.4 |
1,251.0 |
46.4 |
3.6% |
23.9 |
1.9% |
54% |
False |
False |
89,120 |
10 |
1,307.8 |
1,251.0 |
56.8 |
4.5% |
23.8 |
1.9% |
44% |
False |
False |
143,877 |
20 |
1,307.8 |
1,177.8 |
130.0 |
10.2% |
22.6 |
1.8% |
76% |
False |
False |
159,664 |
40 |
1,307.8 |
1,167.3 |
140.5 |
11.0% |
22.4 |
1.8% |
78% |
False |
False |
143,913 |
60 |
1,307.8 |
1,132.0 |
175.8 |
13.8% |
23.4 |
1.8% |
82% |
False |
False |
122,499 |
80 |
1,307.8 |
1,132.0 |
175.8 |
13.8% |
21.0 |
1.6% |
82% |
False |
False |
93,339 |
100 |
1,307.8 |
1,132.0 |
175.8 |
13.8% |
19.6 |
1.5% |
82% |
False |
False |
75,145 |
120 |
1,319.4 |
1,132.0 |
187.4 |
14.7% |
18.3 |
1.4% |
77% |
False |
False |
62,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.0 |
2.618 |
1,331.5 |
1.618 |
1,313.4 |
1.000 |
1,302.2 |
0.618 |
1,295.3 |
HIGH |
1,284.1 |
0.618 |
1,277.2 |
0.500 |
1,275.1 |
0.382 |
1,272.9 |
LOW |
1,266.0 |
0.618 |
1,254.8 |
1.000 |
1,247.9 |
1.618 |
1,236.7 |
2.618 |
1,218.6 |
4.250 |
1,189.1 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,275.8 |
1,273.5 |
PP |
1,275.4 |
1,270.9 |
S1 |
1,275.1 |
1,268.2 |
|