Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,180.75 |
4,207.75 |
27.00 |
0.6% |
4,249.50 |
High |
4,222.75 |
4,243.00 |
20.25 |
0.5% |
4,278.25 |
Low |
4,165.75 |
4,187.50 |
21.75 |
0.5% |
4,095.75 |
Close |
4,216.25 |
4,204.00 |
-12.25 |
-0.3% |
4,141.25 |
Range |
57.00 |
55.50 |
-1.50 |
-2.6% |
182.50 |
ATR |
78.69 |
77.03 |
-1.66 |
-2.1% |
0.00 |
Volume |
283,374 |
269,497 |
-13,877 |
-4.9% |
1,618,721 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,378.00 |
4,346.50 |
4,234.50 |
|
R3 |
4,322.50 |
4,291.00 |
4,219.25 |
|
R2 |
4,267.00 |
4,267.00 |
4,214.25 |
|
R1 |
4,235.50 |
4,235.50 |
4,209.00 |
4,223.50 |
PP |
4,211.50 |
4,211.50 |
4,211.50 |
4,205.50 |
S1 |
4,180.00 |
4,180.00 |
4,199.00 |
4,168.00 |
S2 |
4,156.00 |
4,156.00 |
4,193.75 |
|
S3 |
4,100.50 |
4,124.50 |
4,188.75 |
|
S4 |
4,045.00 |
4,069.00 |
4,173.50 |
|
|
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 |
4,243.00 |
4,085.50 |
157.50 |
3.7% |
78.25 |
1.9% |
75% |
True |
False |
322,179 |
10 |
4,286.25 |
4,085.50 |
200.75 |
4.8% |
82.25 |
2.0% |
59% |
False |
False |
309,099 |
20 |
4,286.25 |
4,041.50 |
244.75 |
5.8% |
83.25 |
2.0% |
66% |
False |
False |
338,489 |
40 |
4,322.00 |
4,041.50 |
280.50 |
6.7% |
75.00 |
1.8% |
58% |
False |
False |
287,338 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.2% |
61.75 |
1.5% |
54% |
False |
False |
191,902 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.6% |
63.25 |
1.5% |
79% |
False |
False |
144,011 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.6% |
61.25 |
1.5% |
79% |
False |
False |
115,232 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.6% |
53.50 |
1.3% |
79% |
False |
False |
96,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,479.00 |
2.618 |
4,388.25 |
1.618 |
4,332.75 |
1.000 |
4,298.50 |
0.618 |
4,277.25 |
HIGH |
4,243.00 |
0.618 |
4,221.75 |
0.500 |
4,215.25 |
0.382 |
4,208.75 |
LOW |
4,187.50 |
0.618 |
4,153.25 |
1.000 |
4,132.00 |
1.618 |
4,097.75 |
2.618 |
4,042.25 |
4.250 |
3,951.50 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,215.25 |
4,190.75 |
PP |
4,211.50 |
4,177.50 |
S1 |
4,207.75 |
4,164.25 |
|