Trading Metrics calculated at close of trading on 03-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,284.1 |
1,273.5 |
-10.6 |
-0.8% |
1,292.8 |
High |
1,284.1 |
1,284.7 |
0.6 |
0.0% |
1,299.2 |
Low |
1,266.0 |
1,255.3 |
-10.7 |
-0.8% |
1,251.0 |
Close |
1,276.2 |
1,259.7 |
-16.5 |
-1.3% |
1,278.5 |
Range |
18.1 |
29.4 |
11.3 |
62.4% |
48.2 |
ATR |
23.4 |
23.9 |
0.4 |
1.8% |
0.0 |
Volume |
1,654 |
2,380 |
726 |
43.9% |
612,834 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.8 |
1,336.6 |
1,275.9 |
|
R3 |
1,325.4 |
1,307.2 |
1,267.8 |
|
R2 |
1,296.0 |
1,296.0 |
1,265.1 |
|
R1 |
1,277.8 |
1,277.8 |
1,262.4 |
1,272.2 |
PP |
1,266.6 |
1,266.6 |
1,266.6 |
1,263.8 |
S1 |
1,248.4 |
1,248.4 |
1,257.0 |
1,242.8 |
S2 |
1,237.2 |
1,237.2 |
1,254.3 |
|
S3 |
1,207.8 |
1,219.0 |
1,251.6 |
|
S4 |
1,178.4 |
1,189.6 |
1,243.5 |
|
|
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 |
1,293.3 |
1,251.0 |
42.3 |
3.4% |
24.7 |
2.0% |
21% |
False |
False |
52,206 |
10 |
1,307.8 |
1,251.0 |
56.8 |
4.5% |
24.2 |
1.9% |
15% |
False |
False |
119,138 |
20 |
1,307.8 |
1,201.6 |
106.2 |
8.4% |
22.6 |
1.8% |
55% |
False |
False |
152,327 |
40 |
1,307.8 |
1,167.3 |
140.5 |
11.2% |
22.8 |
1.8% |
66% |
False |
False |
141,030 |
60 |
1,307.8 |
1,132.0 |
175.8 |
14.0% |
23.3 |
1.9% |
73% |
False |
False |
122,249 |
80 |
1,307.8 |
1,132.0 |
175.8 |
14.0% |
21.1 |
1.7% |
73% |
False |
False |
93,338 |
100 |
1,307.8 |
1,132.0 |
175.8 |
14.0% |
19.7 |
1.6% |
73% |
False |
False |
75,129 |
120 |
1,319.4 |
1,132.0 |
187.4 |
14.9% |
18.4 |
1.5% |
68% |
False |
False |
62,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.7 |
2.618 |
1,361.7 |
1.618 |
1,332.3 |
1.000 |
1,314.1 |
0.618 |
1,302.9 |
HIGH |
1,284.7 |
0.618 |
1,273.5 |
0.500 |
1,270.0 |
0.382 |
1,266.5 |
LOW |
1,255.3 |
0.618 |
1,237.1 |
1.000 |
1,225.9 |
1.618 |
1,207.7 |
2.618 |
1,178.3 |
4.250 |
1,130.4 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,270.0 |
1,270.0 |
PP |
1,266.6 |
1,266.6 |
S1 |
1,263.1 |
1,263.1 |
|