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 |
6,819.0 |
6,773.0 |
-46.0 |
-0.7% |
6,744.0 |
High |
6,828.0 |
6,815.0 |
-13.0 |
-0.2% |
6,832.0 |
Low |
6,746.0 |
6,752.0 |
6.0 |
0.1% |
6,671.5 |
Close |
6,797.0 |
6,803.0 |
6.0 |
0.1% |
6,706.0 |
Range |
82.0 |
63.0 |
-19.0 |
-23.2% |
160.5 |
ATR |
106.8 |
103.7 |
-3.1 |
-2.9% |
0.0 |
Volume |
97,814 |
77,338 |
-20,476 |
-20.9% |
542,498 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,979.0 |
6,954.0 |
6,837.5 |
|
R3 |
6,916.0 |
6,891.0 |
6,820.5 |
|
R2 |
6,853.0 |
6,853.0 |
6,814.5 |
|
R1 |
6,828.0 |
6,828.0 |
6,809.0 |
6,840.5 |
PP |
6,790.0 |
6,790.0 |
6,790.0 |
6,796.0 |
S1 |
6,765.0 |
6,765.0 |
6,797.0 |
6,777.5 |
S2 |
6,727.0 |
6,727.0 |
6,791.5 |
|
S3 |
6,664.0 |
6,702.0 |
6,785.5 |
|
S4 |
6,601.0 |
6,639.0 |
6,768.5 |
|
|
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 |
6,849.0 |
6,671.5 |
177.5 |
2.6% |
88.0 |
1.3% |
74% |
False |
False |
107,463 |
10 |
6,849.0 |
6,671.5 |
177.5 |
2.6% |
89.0 |
1.3% |
74% |
False |
False |
104,624 |
20 |
6,849.0 |
6,234.5 |
614.5 |
9.0% |
100.5 |
1.5% |
93% |
False |
False |
107,360 |
40 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
110.0 |
1.6% |
94% |
False |
False |
92,809 |
60 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
87.5 |
1.3% |
94% |
False |
False |
62,141 |
80 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
79.0 |
1.2% |
95% |
False |
False |
46,658 |
100 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
68.5 |
1.0% |
95% |
False |
False |
37,329 |
120 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
58.0 |
0.9% |
95% |
False |
False |
31,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,083.0 |
2.618 |
6,980.0 |
1.618 |
6,917.0 |
1.000 |
6,878.0 |
0.618 |
6,854.0 |
HIGH |
6,815.0 |
0.618 |
6,791.0 |
0.500 |
6,783.5 |
0.382 |
6,776.0 |
LOW |
6,752.0 |
0.618 |
6,713.0 |
1.000 |
6,689.0 |
1.618 |
6,650.0 |
2.618 |
6,587.0 |
4.250 |
6,484.0 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
6,796.5 |
6,801.0 |
PP |
6,790.0 |
6,799.5 |
S1 |
6,783.5 |
6,797.5 |
|