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 |
3,361.0 |
3,403.0 |
42.0 |
1.2% |
3,347.0 |
High |
3,415.0 |
3,411.0 |
-4.0 |
-0.1% |
3,431.0 |
Low |
3,357.0 |
3,363.0 |
6.0 |
0.2% |
3,327.0 |
Close |
3,410.0 |
3,398.0 |
-12.0 |
-0.4% |
3,398.0 |
Range |
58.0 |
48.0 |
-10.0 |
-17.2% |
104.0 |
ATR |
78.8 |
76.6 |
-2.2 |
-2.8% |
0.0 |
Volume |
875,367 |
1,094,747 |
219,380 |
25.1% |
5,085,819 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,534.7 |
3,514.3 |
3,424.4 |
|
R3 |
3,486.7 |
3,466.3 |
3,411.2 |
|
R2 |
3,438.7 |
3,438.7 |
3,406.8 |
|
R1 |
3,418.3 |
3,418.3 |
3,402.4 |
3,404.5 |
PP |
3,390.7 |
3,390.7 |
3,390.7 |
3,383.8 |
S1 |
3,370.3 |
3,370.3 |
3,393.6 |
3,356.5 |
S2 |
3,342.7 |
3,342.7 |
3,389.2 |
|
S3 |
3,294.7 |
3,322.3 |
3,384.8 |
|
S4 |
3,246.7 |
3,274.3 |
3,371.6 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,697.3 |
3,651.7 |
3,455.2 |
|
R3 |
3,593.3 |
3,547.7 |
3,426.6 |
|
R2 |
3,489.3 |
3,489.3 |
3,417.1 |
|
R1 |
3,443.7 |
3,443.7 |
3,407.5 |
3,466.5 |
PP |
3,385.3 |
3,385.3 |
3,385.3 |
3,396.8 |
S1 |
3,339.7 |
3,339.7 |
3,388.5 |
3,362.5 |
S2 |
3,281.3 |
3,281.3 |
3,378.9 |
|
S3 |
3,177.3 |
3,235.7 |
3,369.4 |
|
S4 |
3,073.3 |
3,131.7 |
3,340.8 |
|
|
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 |
3.1% |
55.6 |
1.6% |
68% |
False |
False |
1,017,163 |
10 |
3,431.0 |
3,309.0 |
122.0 |
3.6% |
68.7 |
2.0% |
73% |
False |
False |
1,142,427 |
20 |
3,431.0 |
2,996.0 |
435.0 |
12.8% |
78.6 |
2.3% |
92% |
False |
False |
1,351,326 |
40 |
3,431.0 |
2,913.0 |
518.0 |
15.2% |
79.3 |
2.3% |
94% |
False |
False |
1,156,912 |
60 |
3,431.0 |
2,913.0 |
518.0 |
15.2% |
68.4 |
2.0% |
94% |
False |
False |
781,658 |
80 |
3,431.0 |
2,768.0 |
663.0 |
19.5% |
68.6 |
2.0% |
95% |
False |
False |
589,995 |
100 |
3,431.0 |
2,768.0 |
663.0 |
19.5% |
64.5 |
1.9% |
95% |
False |
False |
472,361 |
120 |
3,431.0 |
2,768.0 |
663.0 |
19.5% |
58.8 |
1.7% |
95% |
False |
False |
393,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,615.0 |
2.618 |
3,536.7 |
1.618 |
3,488.7 |
1.000 |
3,459.0 |
0.618 |
3,440.7 |
HIGH |
3,411.0 |
0.618 |
3,392.7 |
0.500 |
3,387.0 |
0.382 |
3,381.3 |
LOW |
3,363.0 |
0.618 |
3,333.3 |
1.000 |
3,315.0 |
1.618 |
3,285.3 |
2.618 |
3,237.3 |
4.250 |
3,159.0 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,394.3 |
3,396.0 |
PP |
3,390.7 |
3,394.0 |
S1 |
3,387.0 |
3,392.0 |
|