| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,273.5 |
1,262.0 |
-11.5 |
-0.9% |
1,292.8 |
| High |
1,284.7 |
1,271.6 |
-13.1 |
-1.0% |
1,299.2 |
| Low |
1,255.3 |
1,256.8 |
1.5 |
0.1% |
1,251.0 |
| Close |
1,259.7 |
1,263.8 |
4.1 |
0.3% |
1,278.5 |
| Range |
29.4 |
14.8 |
-14.6 |
-49.7% |
48.2 |
| ATR |
23.9 |
23.2 |
-0.6 |
-2.7% |
0.0 |
| Volume |
2,380 |
668 |
-1,712 |
-71.9% |
612,834 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.5 |
1,300.9 |
1,271.9 |
|
| R3 |
1,293.7 |
1,286.1 |
1,267.9 |
|
| R2 |
1,278.9 |
1,278.9 |
1,266.5 |
|
| R1 |
1,271.3 |
1,271.3 |
1,265.2 |
1,275.1 |
| PP |
1,264.1 |
1,264.1 |
1,264.1 |
1,266.0 |
| S1 |
1,256.5 |
1,256.5 |
1,262.4 |
1,260.3 |
| S2 |
1,249.3 |
1,249.3 |
1,261.1 |
|
| S3 |
1,234.5 |
1,241.7 |
1,259.7 |
|
| S4 |
1,219.7 |
1,226.9 |
1,255.7 |
|
|
| 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 |
1,285.4 |
1,251.0 |
34.4 |
2.7% |
24.8 |
2.0% |
37% |
False |
False |
16,262 |
| 10 |
1,307.8 |
1,251.0 |
56.8 |
4.5% |
23.5 |
1.9% |
23% |
False |
False |
98,165 |
| 20 |
1,307.8 |
1,204.2 |
103.6 |
8.2% |
22.3 |
1.8% |
58% |
False |
False |
142,843 |
| 40 |
1,307.8 |
1,167.3 |
140.5 |
11.1% |
22.6 |
1.8% |
69% |
False |
False |
137,116 |
| 60 |
1,307.8 |
1,132.0 |
175.8 |
13.9% |
23.4 |
1.9% |
75% |
False |
False |
121,995 |
| 80 |
1,307.8 |
1,132.0 |
175.8 |
13.9% |
21.1 |
1.7% |
75% |
False |
False |
93,314 |
| 100 |
1,307.8 |
1,132.0 |
175.8 |
13.9% |
19.8 |
1.6% |
75% |
False |
False |
75,103 |
| 120 |
1,319.4 |
1,132.0 |
187.4 |
14.8% |
18.5 |
1.5% |
70% |
False |
False |
62,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.5 |
|
2.618 |
1,310.3 |
|
1.618 |
1,295.5 |
|
1.000 |
1,286.4 |
|
0.618 |
1,280.7 |
|
HIGH |
1,271.6 |
|
0.618 |
1,265.9 |
|
0.500 |
1,264.2 |
|
0.382 |
1,262.5 |
|
LOW |
1,256.8 |
|
0.618 |
1,247.7 |
|
1.000 |
1,242.0 |
|
1.618 |
1,232.9 |
|
2.618 |
1,218.1 |
|
4.250 |
1,193.9 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,264.2 |
1,270.0 |
| PP |
1,264.1 |
1,267.9 |
| S1 |
1,263.9 |
1,265.9 |
|