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 |
4,203.50 |
4,143.50 |
-60.00 |
-1.4% |
4,249.50 |
High |
4,208.00 |
4,188.00 |
-20.00 |
-0.5% |
4,278.25 |
Low |
4,136.00 |
4,085.50 |
-50.50 |
-1.2% |
4,095.75 |
Close |
4,141.25 |
4,185.50 |
44.25 |
1.1% |
4,141.25 |
Range |
72.00 |
102.50 |
30.50 |
42.4% |
182.50 |
ATR |
78.65 |
80.35 |
1.70 |
2.2% |
0.00 |
Volume |
345,604 |
353,848 |
8,244 |
2.4% |
1,618,721 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,460.50 |
4,425.50 |
4,242.00 |
|
R3 |
4,358.00 |
4,323.00 |
4,213.75 |
|
R2 |
4,255.50 |
4,255.50 |
4,204.25 |
|
R1 |
4,220.50 |
4,220.50 |
4,195.00 |
4,238.00 |
PP |
4,153.00 |
4,153.00 |
4,153.00 |
4,161.75 |
S1 |
4,118.00 |
4,118.00 |
4,176.00 |
4,135.50 |
S2 |
4,050.50 |
4,050.50 |
4,166.75 |
|
S3 |
3,948.00 |
4,015.50 |
4,157.25 |
|
S4 |
3,845.50 |
3,913.00 |
4,129.00 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,719.25 |
4,612.75 |
4,241.50 |
|
R3 |
4,536.75 |
4,430.25 |
4,191.50 |
|
R2 |
4,354.25 |
4,354.25 |
4,174.75 |
|
R1 |
4,247.75 |
4,247.75 |
4,158.00 |
4,209.75 |
PP |
4,171.75 |
4,171.75 |
4,171.75 |
4,152.75 |
S1 |
4,065.25 |
4,065.25 |
4,124.50 |
4,027.25 |
S2 |
3,989.25 |
3,989.25 |
4,107.75 |
|
S3 |
3,806.75 |
3,882.75 |
4,091.00 |
|
S4 |
3,624.25 |
3,700.25 |
4,041.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,271.00 |
4,085.50 |
185.50 |
4.4% |
104.25 |
2.5% |
54% |
False |
True |
356,991 |
10 |
4,286.25 |
4,085.50 |
200.75 |
4.8% |
84.25 |
2.0% |
50% |
False |
True |
321,276 |
20 |
4,286.25 |
4,041.50 |
244.75 |
5.8% |
86.00 |
2.1% |
59% |
False |
False |
347,842 |
40 |
4,323.50 |
4,041.50 |
282.00 |
6.7% |
73.75 |
1.8% |
51% |
False |
False |
273,592 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.2% |
61.00 |
1.5% |
48% |
False |
False |
182,708 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
64.50 |
1.5% |
76% |
False |
False |
137,103 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
60.75 |
1.5% |
76% |
False |
False |
109,704 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
52.75 |
1.3% |
76% |
False |
False |
91,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,623.50 |
2.618 |
4,456.25 |
1.618 |
4,353.75 |
1.000 |
4,290.50 |
0.618 |
4,251.25 |
HIGH |
4,188.00 |
0.618 |
4,148.75 |
0.500 |
4,136.75 |
0.382 |
4,124.75 |
LOW |
4,085.50 |
0.618 |
4,022.25 |
1.000 |
3,983.00 |
1.618 |
3,919.75 |
2.618 |
3,817.25 |
4.250 |
3,650.00 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,169.25 |
4,172.50 |
PP |
4,153.00 |
4,159.75 |
S1 |
4,136.75 |
4,146.75 |
|