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 |
3,384.0 |
3,427.0 |
43.0 |
1.3% |
3,347.0 |
High |
3,431.0 |
3,427.0 |
-4.0 |
-0.1% |
3,430.0 |
Low |
3,381.0 |
3,372.0 |
-9.0 |
-0.3% |
3,309.0 |
Close |
3,417.0 |
3,411.0 |
-6.0 |
-0.2% |
3,349.0 |
Range |
50.0 |
55.0 |
5.0 |
10.0% |
121.0 |
ATR |
82.3 |
80.4 |
-2.0 |
-2.4% |
0.0 |
Volume |
1,012,161 |
994,904 |
-17,257 |
-1.7% |
6,338,454 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.3 |
3,544.7 |
3,441.3 |
|
R3 |
3,513.3 |
3,489.7 |
3,426.1 |
|
R2 |
3,458.3 |
3,458.3 |
3,421.1 |
|
R1 |
3,434.7 |
3,434.7 |
3,416.0 |
3,419.0 |
PP |
3,403.3 |
3,403.3 |
3,403.3 |
3,395.5 |
S1 |
3,379.7 |
3,379.7 |
3,406.0 |
3,364.0 |
S2 |
3,348.3 |
3,348.3 |
3,400.9 |
|
S3 |
3,293.3 |
3,324.7 |
3,395.9 |
|
S4 |
3,238.3 |
3,269.7 |
3,380.8 |
|
|
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% |
66.8 |
2.0% |
84% |
False |
False |
1,105,242 |
10 |
3,431.0 |
3,257.0 |
174.0 |
5.1% |
75.4 |
2.2% |
89% |
False |
False |
1,236,073 |
20 |
3,431.0 |
2,994.0 |
437.0 |
12.8% |
80.6 |
2.4% |
95% |
False |
False |
1,393,741 |
40 |
3,431.0 |
2,913.0 |
518.0 |
15.2% |
79.7 |
2.3% |
96% |
False |
False |
1,112,018 |
60 |
3,431.0 |
2,913.0 |
518.0 |
15.2% |
68.5 |
2.0% |
96% |
False |
False |
749,360 |
80 |
3,431.0 |
2,768.0 |
663.0 |
19.4% |
69.1 |
2.0% |
97% |
False |
False |
565,379 |
100 |
3,431.0 |
2,768.0 |
663.0 |
19.4% |
64.0 |
1.9% |
97% |
False |
False |
452,693 |
120 |
3,431.0 |
2,768.0 |
663.0 |
19.4% |
58.4 |
1.7% |
97% |
False |
False |
377,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,660.8 |
2.618 |
3,571.0 |
1.618 |
3,516.0 |
1.000 |
3,482.0 |
0.618 |
3,461.0 |
HIGH |
3,427.0 |
0.618 |
3,406.0 |
0.500 |
3,399.5 |
0.382 |
3,393.0 |
LOW |
3,372.0 |
0.618 |
3,338.0 |
1.000 |
3,317.0 |
1.618 |
3,283.0 |
2.618 |
3,228.0 |
4.250 |
3,138.3 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,407.2 |
3,400.3 |
PP |
3,403.3 |
3,389.7 |
S1 |
3,399.5 |
3,379.0 |
|