Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,251.00 |
4,226.50 |
-24.50 |
-0.6% |
4,143.50 |
High |
4,268.25 |
4,232.00 |
-36.25 |
-0.8% |
4,268.25 |
Low |
4,209.75 |
4,201.50 |
-8.25 |
-0.2% |
4,085.50 |
Close |
4,227.50 |
4,214.25 |
-13.25 |
-0.3% |
4,227.50 |
Range |
58.50 |
30.50 |
-28.00 |
-47.9% |
182.75 |
ATR |
75.46 |
72.25 |
-3.21 |
-4.3% |
0.00 |
Volume |
253,335 |
198,223 |
-55,112 |
-21.8% |
1,360,623 |
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,307.50 |
4,291.25 |
4,231.00 |
|
R3 |
4,277.00 |
4,260.75 |
4,222.75 |
|
R2 |
4,246.50 |
4,246.50 |
4,219.75 |
|
R1 |
4,230.25 |
4,230.25 |
4,217.00 |
4,223.00 |
PP |
4,216.00 |
4,216.00 |
4,216.00 |
4,212.25 |
S1 |
4,199.75 |
4,199.75 |
4,211.50 |
4,192.50 |
S2 |
4,185.50 |
4,185.50 |
4,208.75 |
|
S3 |
4,155.00 |
4,169.25 |
4,205.75 |
|
S4 |
4,124.50 |
4,138.75 |
4,197.50 |
|
|
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 |
4,165.75 |
102.50 |
2.4% |
55.00 |
1.3% |
47% |
False |
False |
240,999 |
10 |
4,271.00 |
4,085.50 |
185.50 |
4.4% |
79.75 |
1.9% |
69% |
False |
False |
298,995 |
20 |
4,286.25 |
4,041.50 |
244.75 |
5.8% |
80.25 |
1.9% |
71% |
False |
False |
323,985 |
40 |
4,322.00 |
4,041.50 |
280.50 |
6.7% |
73.50 |
1.7% |
62% |
False |
False |
302,312 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.1% |
62.75 |
1.5% |
57% |
False |
False |
202,755 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
62.00 |
1.5% |
80% |
False |
False |
152,154 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
61.50 |
1.5% |
80% |
False |
False |
121,753 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
54.75 |
1.3% |
80% |
False |
False |
101,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,361.50 |
2.618 |
4,311.75 |
1.618 |
4,281.25 |
1.000 |
4,262.50 |
0.618 |
4,250.75 |
HIGH |
4,232.00 |
0.618 |
4,220.25 |
0.500 |
4,216.75 |
0.382 |
4,213.25 |
LOW |
4,201.50 |
0.618 |
4,182.75 |
1.000 |
4,171.00 |
1.618 |
4,152.25 |
2.618 |
4,121.75 |
4.250 |
4,072.00 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,216.75 |
4,225.00 |
PP |
4,216.00 |
4,221.25 |
S1 |
4,215.00 |
4,217.75 |
|