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 |
4,207.75 |
4,191.00 |
-16.75 |
-0.4% |
4,249.50 |
High |
4,243.00 |
4,254.75 |
11.75 |
0.3% |
4,278.25 |
Low |
4,187.50 |
4,181.50 |
-6.00 |
-0.1% |
4,095.75 |
Close |
4,204.00 |
4,247.50 |
43.50 |
1.0% |
4,141.25 |
Range |
55.50 |
73.25 |
17.75 |
32.0% |
182.50 |
ATR |
77.03 |
76.76 |
-0.27 |
-0.4% |
0.00 |
Volume |
269,497 |
200,569 |
-68,928 |
-25.6% |
1,618,721 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,447.75 |
4,420.75 |
4,287.75 |
|
R3 |
4,374.50 |
4,347.50 |
4,267.75 |
|
R2 |
4,301.25 |
4,301.25 |
4,261.00 |
|
R1 |
4,274.25 |
4,274.25 |
4,254.25 |
4,287.75 |
PP |
4,228.00 |
4,228.00 |
4,228.00 |
4,234.50 |
S1 |
4,201.00 |
4,201.00 |
4,240.75 |
4,214.50 |
S2 |
4,154.75 |
4,154.75 |
4,234.00 |
|
S3 |
4,081.50 |
4,127.75 |
4,227.25 |
|
S4 |
4,008.25 |
4,054.50 |
4,207.25 |
|
|
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 |
4,254.75 |
4,085.50 |
169.25 |
4.0% |
72.00 |
1.7% |
96% |
True |
False |
290,578 |
10 |
4,286.25 |
4,085.50 |
200.75 |
4.7% |
79.00 |
1.9% |
81% |
False |
False |
295,320 |
20 |
4,286.25 |
4,041.50 |
244.75 |
5.8% |
84.00 |
2.0% |
84% |
False |
False |
332,109 |
40 |
4,322.00 |
4,041.50 |
280.50 |
6.6% |
75.25 |
1.8% |
73% |
False |
False |
292,245 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.1% |
62.25 |
1.5% |
68% |
False |
False |
195,240 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
62.75 |
1.5% |
86% |
False |
False |
146,516 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
61.75 |
1.5% |
86% |
False |
False |
117,238 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
54.00 |
1.3% |
86% |
False |
False |
97,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,566.00 |
2.618 |
4,446.50 |
1.618 |
4,373.25 |
1.000 |
4,328.00 |
0.618 |
4,300.00 |
HIGH |
4,254.75 |
0.618 |
4,226.75 |
0.500 |
4,218.00 |
0.382 |
4,209.50 |
LOW |
4,181.50 |
0.618 |
4,136.25 |
1.000 |
4,108.25 |
1.618 |
4,063.00 |
2.618 |
3,989.75 |
4.250 |
3,870.25 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,237.75 |
4,235.00 |
PP |
4,228.00 |
4,222.75 |
S1 |
4,218.00 |
4,210.25 |
|