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 |
3,427.0 |
3,361.0 |
-66.0 |
-1.9% |
3,347.0 |
High |
3,427.0 |
3,415.0 |
-12.0 |
-0.4% |
3,430.0 |
Low |
3,372.0 |
3,357.0 |
-15.0 |
-0.4% |
3,309.0 |
Close |
3,411.0 |
3,410.0 |
-1.0 |
0.0% |
3,349.0 |
Range |
55.0 |
58.0 |
3.0 |
5.5% |
121.0 |
ATR |
80.4 |
78.8 |
-1.6 |
-2.0% |
0.0 |
Volume |
994,904 |
875,367 |
-119,537 |
-12.0% |
6,338,454 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.0 |
3,547.0 |
3,441.9 |
|
R3 |
3,510.0 |
3,489.0 |
3,426.0 |
|
R2 |
3,452.0 |
3,452.0 |
3,420.6 |
|
R1 |
3,431.0 |
3,431.0 |
3,415.3 |
3,441.5 |
PP |
3,394.0 |
3,394.0 |
3,394.0 |
3,399.3 |
S1 |
3,373.0 |
3,373.0 |
3,404.7 |
3,383.5 |
S2 |
3,336.0 |
3,336.0 |
3,399.4 |
|
S3 |
3,278.0 |
3,315.0 |
3,394.1 |
|
S4 |
3,220.0 |
3,257.0 |
3,378.1 |
|
|
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 |
3,327.0 |
104.0 |
3.0% |
59.4 |
1.7% |
80% |
False |
False |
1,004,950 |
10 |
3,431.0 |
3,309.0 |
122.0 |
3.6% |
70.7 |
2.1% |
83% |
False |
False |
1,147,829 |
20 |
3,431.0 |
2,996.0 |
435.0 |
12.8% |
80.4 |
2.4% |
95% |
False |
False |
1,370,247 |
40 |
3,431.0 |
2,913.0 |
518.0 |
15.2% |
80.5 |
2.4% |
96% |
False |
False |
1,131,596 |
60 |
3,431.0 |
2,913.0 |
518.0 |
15.2% |
68.7 |
2.0% |
96% |
False |
False |
763,793 |
80 |
3,431.0 |
2,768.0 |
663.0 |
19.4% |
69.1 |
2.0% |
97% |
False |
False |
576,319 |
100 |
3,431.0 |
2,768.0 |
663.0 |
19.4% |
64.3 |
1.9% |
97% |
False |
False |
461,441 |
120 |
3,431.0 |
2,768.0 |
663.0 |
19.4% |
58.7 |
1.7% |
97% |
False |
False |
384,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,661.5 |
2.618 |
3,566.8 |
1.618 |
3,508.8 |
1.000 |
3,473.0 |
0.618 |
3,450.8 |
HIGH |
3,415.0 |
0.618 |
3,392.8 |
0.500 |
3,386.0 |
0.382 |
3,379.2 |
LOW |
3,357.0 |
0.618 |
3,321.2 |
1.000 |
3,299.0 |
1.618 |
3,263.2 |
2.618 |
3,205.2 |
4.250 |
3,110.5 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,402.0 |
3,404.7 |
PP |
3,394.0 |
3,399.3 |
S1 |
3,386.0 |
3,394.0 |
|