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 |
3,347.0 |
3,384.0 |
37.0 |
1.1% |
3,347.0 |
High |
3,394.0 |
3,431.0 |
37.0 |
1.1% |
3,430.0 |
Low |
3,327.0 |
3,381.0 |
54.0 |
1.6% |
3,309.0 |
Close |
3,366.0 |
3,417.0 |
51.0 |
1.5% |
3,349.0 |
Range |
67.0 |
50.0 |
-17.0 |
-25.4% |
121.0 |
ATR |
83.6 |
82.3 |
-1.3 |
-1.6% |
0.0 |
Volume |
1,108,640 |
1,012,161 |
-96,479 |
-8.7% |
6,338,454 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,559.7 |
3,538.3 |
3,444.5 |
|
R3 |
3,509.7 |
3,488.3 |
3,430.8 |
|
R2 |
3,459.7 |
3,459.7 |
3,426.2 |
|
R1 |
3,438.3 |
3,438.3 |
3,421.6 |
3,449.0 |
PP |
3,409.7 |
3,409.7 |
3,409.7 |
3,415.0 |
S1 |
3,388.3 |
3,388.3 |
3,412.4 |
3,399.0 |
S2 |
3,359.7 |
3,359.7 |
3,407.8 |
|
S3 |
3,309.7 |
3,338.3 |
3,403.3 |
|
S4 |
3,259.7 |
3,288.3 |
3,389.5 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,725.7 |
3,658.3 |
3,415.6 |
|
R3 |
3,604.7 |
3,537.3 |
3,382.3 |
|
R2 |
3,483.7 |
3,483.7 |
3,371.2 |
|
R1 |
3,416.3 |
3,416.3 |
3,360.1 |
3,450.0 |
PP |
3,362.7 |
3,362.7 |
3,362.7 |
3,379.5 |
S1 |
3,295.3 |
3,295.3 |
3,337.9 |
3,329.0 |
S2 |
3,241.7 |
3,241.7 |
3,326.8 |
|
S3 |
3,120.7 |
3,174.3 |
3,315.7 |
|
S4 |
2,999.7 |
3,053.3 |
3,282.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,431.0 |
3,309.0 |
122.0 |
3.6% |
74.6 |
2.2% |
89% |
True |
False |
1,166,105 |
10 |
3,431.0 |
3,206.0 |
225.0 |
6.6% |
76.5 |
2.2% |
94% |
True |
False |
1,334,880 |
20 |
3,431.0 |
2,981.0 |
450.0 |
13.2% |
81.6 |
2.4% |
97% |
True |
False |
1,404,172 |
40 |
3,431.0 |
2,913.0 |
518.0 |
15.2% |
79.3 |
2.3% |
97% |
True |
False |
1,088,340 |
60 |
3,431.0 |
2,913.0 |
518.0 |
15.2% |
68.6 |
2.0% |
97% |
True |
False |
732,952 |
80 |
3,431.0 |
2,768.0 |
663.0 |
19.4% |
69.3 |
2.0% |
98% |
True |
False |
552,947 |
100 |
3,431.0 |
2,768.0 |
663.0 |
19.4% |
63.7 |
1.9% |
98% |
True |
False |
442,750 |
120 |
3,431.0 |
2,768.0 |
663.0 |
19.4% |
58.1 |
1.7% |
98% |
True |
False |
369,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,643.5 |
2.618 |
3,561.9 |
1.618 |
3,511.9 |
1.000 |
3,481.0 |
0.618 |
3,461.9 |
HIGH |
3,431.0 |
0.618 |
3,411.9 |
0.500 |
3,406.0 |
0.382 |
3,400.1 |
LOW |
3,381.0 |
0.618 |
3,350.1 |
1.000 |
3,331.0 |
1.618 |
3,300.1 |
2.618 |
3,250.1 |
4.250 |
3,168.5 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,413.3 |
3,404.3 |
PP |
3,409.7 |
3,391.7 |
S1 |
3,406.0 |
3,379.0 |
|