Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,403.0 |
3,361.0 |
-42.0 |
-1.2% |
3,347.0 |
High |
3,411.0 |
3,369.0 |
-42.0 |
-1.2% |
3,431.0 |
Low |
3,363.0 |
3,321.0 |
-42.0 |
-1.2% |
3,327.0 |
Close |
3,398.0 |
3,353.0 |
-45.0 |
-1.3% |
3,398.0 |
Range |
48.0 |
48.0 |
0.0 |
0.0% |
104.0 |
ATR |
76.6 |
76.6 |
0.0 |
0.0% |
0.0 |
Volume |
1,094,747 |
1,062,507 |
-32,240 |
-2.9% |
5,085,819 |
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,491.7 |
3,470.3 |
3,379.4 |
|
R3 |
3,443.7 |
3,422.3 |
3,366.2 |
|
R2 |
3,395.7 |
3,395.7 |
3,361.8 |
|
R1 |
3,374.3 |
3,374.3 |
3,357.4 |
3,361.0 |
PP |
3,347.7 |
3,347.7 |
3,347.7 |
3,341.0 |
S1 |
3,326.3 |
3,326.3 |
3,348.6 |
3,313.0 |
S2 |
3,299.7 |
3,299.7 |
3,344.2 |
|
S3 |
3,251.7 |
3,278.3 |
3,339.8 |
|
S4 |
3,203.7 |
3,230.3 |
3,326.6 |
|
|
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 |
3,321.0 |
110.0 |
3.3% |
51.8 |
1.5% |
29% |
False |
True |
1,007,937 |
10 |
3,431.0 |
3,309.0 |
122.0 |
3.6% |
65.1 |
1.9% |
36% |
False |
False |
1,118,801 |
20 |
3,431.0 |
2,996.0 |
435.0 |
13.0% |
75.7 |
2.3% |
82% |
False |
False |
1,348,042 |
40 |
3,431.0 |
2,913.0 |
518.0 |
15.4% |
78.8 |
2.4% |
85% |
False |
False |
1,182,916 |
60 |
3,431.0 |
2,913.0 |
518.0 |
15.4% |
67.9 |
2.0% |
85% |
False |
False |
799,355 |
80 |
3,431.0 |
2,768.0 |
663.0 |
19.8% |
68.6 |
2.0% |
88% |
False |
False |
603,200 |
100 |
3,431.0 |
2,768.0 |
663.0 |
19.8% |
64.8 |
1.9% |
88% |
False |
False |
482,968 |
120 |
3,431.0 |
2,768.0 |
663.0 |
19.8% |
58.6 |
1.7% |
88% |
False |
False |
402,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,573.0 |
2.618 |
3,494.7 |
1.618 |
3,446.7 |
1.000 |
3,417.0 |
0.618 |
3,398.7 |
HIGH |
3,369.0 |
0.618 |
3,350.7 |
0.500 |
3,345.0 |
0.382 |
3,339.3 |
LOW |
3,321.0 |
0.618 |
3,291.3 |
1.000 |
3,273.0 |
1.618 |
3,243.3 |
2.618 |
3,195.3 |
4.250 |
3,117.0 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,350.3 |
3,368.0 |
PP |
3,347.7 |
3,363.0 |
S1 |
3,345.0 |
3,358.0 |
|