Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,191.00 |
4,251.00 |
60.00 |
1.4% |
4,143.50 |
High |
4,254.75 |
4,268.25 |
13.50 |
0.3% |
4,268.25 |
Low |
4,181.50 |
4,209.75 |
28.25 |
0.7% |
4,085.50 |
Close |
4,247.50 |
4,227.50 |
-20.00 |
-0.5% |
4,227.50 |
Range |
73.25 |
58.50 |
-14.75 |
-20.1% |
182.75 |
ATR |
76.76 |
75.46 |
-1.30 |
-1.7% |
0.00 |
Volume |
200,569 |
253,335 |
52,766 |
26.3% |
1,360,623 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,410.75 |
4,377.50 |
4,259.75 |
|
R3 |
4,352.25 |
4,319.00 |
4,243.50 |
|
R2 |
4,293.75 |
4,293.75 |
4,238.25 |
|
R1 |
4,260.50 |
4,260.50 |
4,232.75 |
4,248.00 |
PP |
4,235.25 |
4,235.25 |
4,235.25 |
4,228.75 |
S1 |
4,202.00 |
4,202.00 |
4,222.25 |
4,189.50 |
S2 |
4,176.75 |
4,176.75 |
4,216.75 |
|
S3 |
4,118.25 |
4,143.50 |
4,211.50 |
|
S4 |
4,059.75 |
4,085.00 |
4,195.25 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,742.00 |
4,667.50 |
4,328.00 |
|
R3 |
4,559.25 |
4,484.75 |
4,277.75 |
|
R2 |
4,376.50 |
4,376.50 |
4,261.00 |
|
R1 |
4,302.00 |
4,302.00 |
4,244.25 |
4,339.25 |
PP |
4,193.75 |
4,193.75 |
4,193.75 |
4,212.50 |
S1 |
4,119.25 |
4,119.25 |
4,210.75 |
4,156.50 |
S2 |
4,011.00 |
4,011.00 |
4,194.00 |
|
S3 |
3,828.25 |
3,936.50 |
4,177.25 |
|
S4 |
3,645.50 |
3,753.75 |
4,127.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,268.25 |
4,085.50 |
182.75 |
4.3% |
69.25 |
1.6% |
78% |
True |
False |
272,124 |
10 |
4,278.25 |
4,085.50 |
192.75 |
4.6% |
81.25 |
1.9% |
74% |
False |
False |
297,934 |
20 |
4,286.25 |
4,041.50 |
244.75 |
5.8% |
82.25 |
1.9% |
76% |
False |
False |
331,173 |
40 |
4,322.00 |
4,041.50 |
280.50 |
6.6% |
74.75 |
1.8% |
66% |
False |
False |
298,289 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.1% |
62.50 |
1.5% |
62% |
False |
False |
199,457 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
62.25 |
1.5% |
82% |
False |
False |
149,680 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
61.75 |
1.5% |
82% |
False |
False |
119,771 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
54.50 |
1.3% |
82% |
False |
False |
99,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,517.00 |
2.618 |
4,421.50 |
1.618 |
4,363.00 |
1.000 |
4,326.75 |
0.618 |
4,304.50 |
HIGH |
4,268.25 |
0.618 |
4,246.00 |
0.500 |
4,239.00 |
0.382 |
4,232.00 |
LOW |
4,209.75 |
0.618 |
4,173.50 |
1.000 |
4,151.25 |
1.618 |
4,115.00 |
2.618 |
4,056.50 |
4.250 |
3,961.00 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,239.00 |
4,226.50 |
PP |
4,235.25 |
4,225.75 |
S1 |
4,231.25 |
4,225.00 |
|