Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
6,765.5 |
6,725.5 |
-40.0 |
-0.6% |
6,744.0 |
High |
6,787.5 |
6,754.0 |
-33.5 |
-0.5% |
6,832.0 |
Low |
6,671.5 |
6,674.0 |
2.5 |
0.0% |
6,671.5 |
Close |
6,706.0 |
6,714.0 |
8.0 |
0.1% |
6,706.0 |
Range |
116.0 |
80.0 |
-36.0 |
-31.0% |
160.5 |
ATR |
108.8 |
106.7 |
-2.1 |
-1.9% |
0.0 |
Volume |
129,529 |
112,870 |
-16,659 |
-12.9% |
542,498 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,954.0 |
6,914.0 |
6,758.0 |
|
R3 |
6,874.0 |
6,834.0 |
6,736.0 |
|
R2 |
6,794.0 |
6,794.0 |
6,728.5 |
|
R1 |
6,754.0 |
6,754.0 |
6,721.5 |
6,734.0 |
PP |
6,714.0 |
6,714.0 |
6,714.0 |
6,704.0 |
S1 |
6,674.0 |
6,674.0 |
6,706.5 |
6,654.0 |
S2 |
6,634.0 |
6,634.0 |
6,699.5 |
|
S3 |
6,554.0 |
6,594.0 |
6,692.0 |
|
S4 |
6,474.0 |
6,514.0 |
6,670.0 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,218.0 |
7,122.5 |
6,794.5 |
|
R3 |
7,057.5 |
6,962.0 |
6,750.0 |
|
R2 |
6,897.0 |
6,897.0 |
6,735.5 |
|
R1 |
6,801.5 |
6,801.5 |
6,720.5 |
6,769.0 |
PP |
6,736.5 |
6,736.5 |
6,736.5 |
6,720.0 |
S1 |
6,641.0 |
6,641.0 |
6,691.5 |
6,608.5 |
S2 |
6,576.0 |
6,576.0 |
6,676.5 |
|
S3 |
6,415.5 |
6,480.5 |
6,662.0 |
|
S4 |
6,255.0 |
6,320.0 |
6,617.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,810.0 |
6,671.5 |
138.5 |
2.1% |
99.5 |
1.5% |
31% |
False |
False |
113,562 |
10 |
6,832.0 |
6,534.5 |
297.5 |
4.4% |
91.0 |
1.4% |
60% |
False |
False |
107,790 |
20 |
6,832.0 |
6,234.5 |
597.5 |
8.9% |
104.5 |
1.6% |
80% |
False |
False |
110,237 |
40 |
6,832.0 |
6,068.0 |
764.0 |
11.4% |
108.5 |
1.6% |
85% |
False |
False |
85,575 |
60 |
6,832.0 |
6,068.0 |
764.0 |
11.4% |
85.5 |
1.3% |
85% |
False |
False |
57,227 |
80 |
6,832.0 |
6,010.0 |
822.0 |
12.2% |
79.0 |
1.2% |
86% |
False |
False |
42,972 |
100 |
6,832.0 |
6,010.0 |
822.0 |
12.2% |
66.0 |
1.0% |
86% |
False |
False |
34,380 |
120 |
6,832.0 |
6,010.0 |
822.0 |
12.2% |
56.5 |
0.8% |
86% |
False |
False |
28,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,094.0 |
2.618 |
6,963.5 |
1.618 |
6,883.5 |
1.000 |
6,834.0 |
0.618 |
6,803.5 |
HIGH |
6,754.0 |
0.618 |
6,723.5 |
0.500 |
6,714.0 |
0.382 |
6,704.5 |
LOW |
6,674.0 |
0.618 |
6,624.5 |
1.000 |
6,594.0 |
1.618 |
6,544.5 |
2.618 |
6,464.5 |
4.250 |
6,334.0 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
6,714.0 |
6,730.0 |
PP |
6,714.0 |
6,724.5 |
S1 |
6,714.0 |
6,719.5 |
|