Trading Metrics calculated at close of trading on 03-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,143.50 |
4,180.75 |
37.25 |
0.9% |
4,249.50 |
High |
4,188.00 |
4,222.75 |
34.75 |
0.8% |
4,278.25 |
Low |
4,085.50 |
4,165.75 |
80.25 |
2.0% |
4,095.75 |
Close |
4,185.50 |
4,216.25 |
30.75 |
0.7% |
4,141.25 |
Range |
102.50 |
57.00 |
-45.50 |
-44.4% |
182.50 |
ATR |
80.35 |
78.69 |
-1.67 |
-2.1% |
0.00 |
Volume |
353,848 |
283,374 |
-70,474 |
-19.9% |
1,618,721 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,372.50 |
4,351.50 |
4,247.50 |
|
R3 |
4,315.50 |
4,294.50 |
4,232.00 |
|
R2 |
4,258.50 |
4,258.50 |
4,226.75 |
|
R1 |
4,237.50 |
4,237.50 |
4,221.50 |
4,248.00 |
PP |
4,201.50 |
4,201.50 |
4,201.50 |
4,207.00 |
S1 |
4,180.50 |
4,180.50 |
4,211.00 |
4,191.00 |
S2 |
4,144.50 |
4,144.50 |
4,205.75 |
|
S3 |
4,087.50 |
4,123.50 |
4,200.50 |
|
S4 |
4,030.50 |
4,066.50 |
4,185.00 |
|
|
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 |
4,234.50 |
4,085.50 |
149.00 |
3.5% |
90.00 |
2.1% |
88% |
False |
False |
340,902 |
10 |
4,286.25 |
4,085.50 |
200.75 |
4.8% |
83.50 |
2.0% |
65% |
False |
False |
314,869 |
20 |
4,286.25 |
4,041.50 |
244.75 |
5.8% |
85.00 |
2.0% |
71% |
False |
False |
346,322 |
40 |
4,322.00 |
4,041.50 |
280.50 |
6.7% |
74.25 |
1.8% |
62% |
False |
False |
280,641 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.1% |
61.25 |
1.5% |
58% |
False |
False |
187,426 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
63.75 |
1.5% |
81% |
False |
False |
140,644 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
61.00 |
1.4% |
81% |
False |
False |
112,537 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
53.00 |
1.3% |
81% |
False |
False |
93,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,465.00 |
2.618 |
4,372.00 |
1.618 |
4,315.00 |
1.000 |
4,279.75 |
0.618 |
4,258.00 |
HIGH |
4,222.75 |
0.618 |
4,201.00 |
0.500 |
4,194.25 |
0.382 |
4,187.50 |
LOW |
4,165.75 |
0.618 |
4,130.50 |
1.000 |
4,108.75 |
1.618 |
4,073.50 |
2.618 |
4,016.50 |
4.250 |
3,923.50 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,209.00 |
4,195.50 |
PP |
4,201.50 |
4,174.75 |
S1 |
4,194.25 |
4,154.00 |
|