| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,271.8 |
1,265.0 |
-6.8 |
-0.5% |
1,284.1 |
| High |
1,272.6 |
1,267.6 |
-5.0 |
-0.4% |
1,284.7 |
| Low |
1,257.8 |
1,228.0 |
-29.8 |
-2.4% |
1,228.0 |
| Close |
1,262.0 |
1,233.9 |
-28.1 |
-2.2% |
1,233.9 |
| Range |
14.8 |
39.6 |
24.8 |
167.6% |
56.7 |
| ATR |
22.6 |
23.8 |
1.2 |
5.4% |
0.0 |
| Volume |
133 |
432 |
299 |
224.8% |
5,267 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.0 |
1,337.5 |
1,255.7 |
|
| R3 |
1,322.4 |
1,297.9 |
1,244.8 |
|
| R2 |
1,282.8 |
1,282.8 |
1,241.2 |
|
| R1 |
1,258.3 |
1,258.3 |
1,237.5 |
1,250.8 |
| PP |
1,243.2 |
1,243.2 |
1,243.2 |
1,239.4 |
| S1 |
1,218.7 |
1,218.7 |
1,230.3 |
1,211.2 |
| S2 |
1,203.6 |
1,203.6 |
1,226.6 |
|
| S3 |
1,164.0 |
1,179.1 |
1,223.0 |
|
| S4 |
1,124.4 |
1,139.5 |
1,212.1 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.0 |
1,383.1 |
1,265.1 |
|
| R3 |
1,362.3 |
1,326.4 |
1,249.5 |
|
| R2 |
1,305.6 |
1,305.6 |
1,244.3 |
|
| R1 |
1,269.7 |
1,269.7 |
1,239.1 |
1,259.3 |
| PP |
1,248.9 |
1,248.9 |
1,248.9 |
1,243.7 |
| S1 |
1,213.0 |
1,213.0 |
1,228.7 |
1,202.6 |
| S2 |
1,192.2 |
1,192.2 |
1,223.5 |
|
| S3 |
1,135.5 |
1,156.3 |
1,218.3 |
|
| S4 |
1,078.8 |
1,099.6 |
1,202.7 |
|
|
| 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 |
1,228.0 |
56.7 |
4.6% |
23.3 |
1.9% |
10% |
False |
True |
1,053 |
| 10 |
1,299.2 |
1,228.0 |
71.2 |
5.8% |
24.2 |
2.0% |
8% |
False |
True |
61,810 |
| 20 |
1,307.8 |
1,207.0 |
100.8 |
8.2% |
23.9 |
1.9% |
27% |
False |
False |
130,892 |
| 40 |
1,307.8 |
1,167.3 |
140.5 |
11.4% |
22.5 |
1.8% |
47% |
False |
False |
128,411 |
| 60 |
1,307.8 |
1,141.7 |
166.1 |
13.5% |
23.1 |
1.9% |
56% |
False |
False |
121,269 |
| 80 |
1,307.8 |
1,132.0 |
175.8 |
14.2% |
21.6 |
1.7% |
58% |
False |
False |
93,269 |
| 100 |
1,307.8 |
1,132.0 |
175.8 |
14.2% |
20.1 |
1.6% |
58% |
False |
False |
75,042 |
| 120 |
1,307.8 |
1,132.0 |
175.8 |
14.2% |
18.7 |
1.5% |
58% |
False |
False |
62,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,435.9 |
|
2.618 |
1,371.3 |
|
1.618 |
1,331.7 |
|
1.000 |
1,307.2 |
|
0.618 |
1,292.1 |
|
HIGH |
1,267.6 |
|
0.618 |
1,252.5 |
|
0.500 |
1,247.8 |
|
0.382 |
1,243.1 |
|
LOW |
1,228.0 |
|
0.618 |
1,203.5 |
|
1.000 |
1,188.4 |
|
1.618 |
1,163.9 |
|
2.618 |
1,124.3 |
|
4.250 |
1,059.7 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.8 |
1,250.3 |
| PP |
1,243.2 |
1,244.8 |
| S1 |
1,238.5 |
1,239.4 |
|