| 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 |
1,262.0 |
1,271.8 |
9.8 |
0.8% |
1,292.8 |
| High |
1,271.6 |
1,272.6 |
1.0 |
0.1% |
1,299.2 |
| Low |
1,256.8 |
1,257.8 |
1.0 |
0.1% |
1,251.0 |
| Close |
1,263.8 |
1,262.0 |
-1.8 |
-0.1% |
1,278.5 |
| Range |
14.8 |
14.8 |
0.0 |
0.0% |
48.2 |
| ATR |
23.2 |
22.6 |
-0.6 |
-2.6% |
0.0 |
| Volume |
668 |
133 |
-535 |
-80.1% |
612,834 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.5 |
1,300.1 |
1,270.1 |
|
| R3 |
1,293.7 |
1,285.3 |
1,266.1 |
|
| R2 |
1,278.9 |
1,278.9 |
1,264.7 |
|
| R1 |
1,270.5 |
1,270.5 |
1,263.4 |
1,267.3 |
| PP |
1,264.1 |
1,264.1 |
1,264.1 |
1,262.6 |
| S1 |
1,255.7 |
1,255.7 |
1,260.6 |
1,252.5 |
| S2 |
1,249.3 |
1,249.3 |
1,259.3 |
|
| S3 |
1,234.5 |
1,240.9 |
1,257.9 |
|
| S4 |
1,219.7 |
1,226.1 |
1,253.9 |
|
|
| 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 |
1,284.7 |
1,255.3 |
29.4 |
2.3% |
20.9 |
1.7% |
23% |
False |
False |
2,692 |
| 10 |
1,302.9 |
1,251.0 |
51.9 |
4.1% |
22.1 |
1.7% |
21% |
False |
False |
76,688 |
| 20 |
1,307.8 |
1,204.2 |
103.6 |
8.2% |
22.5 |
1.8% |
56% |
False |
False |
136,995 |
| 40 |
1,307.8 |
1,167.3 |
140.5 |
11.1% |
22.4 |
1.8% |
67% |
False |
False |
134,432 |
| 60 |
1,307.8 |
1,141.7 |
166.1 |
13.2% |
22.9 |
1.8% |
72% |
False |
False |
121,653 |
| 80 |
1,307.8 |
1,132.0 |
175.8 |
13.9% |
21.2 |
1.7% |
74% |
False |
False |
93,298 |
| 100 |
1,307.8 |
1,132.0 |
175.8 |
13.9% |
19.8 |
1.6% |
74% |
False |
False |
75,058 |
| 120 |
1,315.9 |
1,132.0 |
183.9 |
14.6% |
18.5 |
1.5% |
71% |
False |
False |
62,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,335.5 |
|
2.618 |
1,311.3 |
|
1.618 |
1,296.5 |
|
1.000 |
1,287.4 |
|
0.618 |
1,281.7 |
|
HIGH |
1,272.6 |
|
0.618 |
1,266.9 |
|
0.500 |
1,265.2 |
|
0.382 |
1,263.5 |
|
LOW |
1,257.8 |
|
0.618 |
1,248.7 |
|
1.000 |
1,243.0 |
|
1.618 |
1,233.9 |
|
2.618 |
1,219.1 |
|
4.250 |
1,194.9 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,265.2 |
1,270.0 |
| PP |
1,264.1 |
1,267.3 |
| S1 |
1,263.1 |
1,264.7 |
|