Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,421 |
17,108 |
-313 |
-1.8% |
17,518 |
High |
17,424 |
17,315 |
-109 |
-0.6% |
17,631 |
Low |
17,082 |
16,962 |
-120 |
-0.7% |
17,062 |
Close |
17,097 |
17,299 |
202 |
1.2% |
17,097 |
Range |
342 |
353 |
11 |
3.2% |
569 |
ATR |
289 |
294 |
5 |
1.6% |
0 |
Volume |
241,912 |
229,318 |
-12,594 |
-5.2% |
1,020,954 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,251 |
18,128 |
17,493 |
|
R3 |
17,898 |
17,775 |
17,396 |
|
R2 |
17,545 |
17,545 |
17,364 |
|
R1 |
17,422 |
17,422 |
17,331 |
17,484 |
PP |
17,192 |
17,192 |
17,192 |
17,223 |
S1 |
17,069 |
17,069 |
17,267 |
17,131 |
S2 |
16,839 |
16,839 |
17,234 |
|
S3 |
16,486 |
16,716 |
17,202 |
|
S4 |
16,133 |
16,363 |
17,105 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,970 |
18,603 |
17,410 |
|
R3 |
18,401 |
18,034 |
17,254 |
|
R2 |
17,832 |
17,832 |
17,201 |
|
R1 |
17,465 |
17,465 |
17,149 |
17,364 |
PP |
17,263 |
17,263 |
17,263 |
17,213 |
S1 |
16,896 |
16,896 |
17,045 |
16,795 |
S2 |
16,694 |
16,694 |
16,993 |
|
S3 |
16,125 |
16,327 |
16,941 |
|
S4 |
15,556 |
15,758 |
16,784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,629 |
16,962 |
667 |
3.9% |
376 |
2.2% |
51% |
False |
True |
225,132 |
10 |
17,795 |
16,962 |
833 |
4.8% |
314 |
1.8% |
40% |
False |
True |
198,209 |
20 |
17,864 |
16,962 |
902 |
5.2% |
320 |
1.8% |
37% |
False |
True |
212,511 |
40 |
18,051 |
16,962 |
1,089 |
6.3% |
267 |
1.5% |
31% |
False |
True |
158,494 |
60 |
18,051 |
16,962 |
1,089 |
6.3% |
208 |
1.2% |
31% |
False |
True |
105,755 |
80 |
18,051 |
15,740 |
2,311 |
13.4% |
214 |
1.2% |
67% |
False |
False |
79,323 |
100 |
18,051 |
15,740 |
2,311 |
13.4% |
195 |
1.1% |
67% |
False |
False |
63,461 |
120 |
18,051 |
15,740 |
2,311 |
13.4% |
167 |
1.0% |
67% |
False |
False |
52,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,815 |
2.618 |
18,239 |
1.618 |
17,886 |
1.000 |
17,668 |
0.618 |
17,533 |
HIGH |
17,315 |
0.618 |
17,180 |
0.500 |
17,139 |
0.382 |
17,097 |
LOW |
16,962 |
0.618 |
16,744 |
1.000 |
16,609 |
1.618 |
16,391 |
2.618 |
16,038 |
4.250 |
15,462 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,246 |
17,266 |
PP |
17,192 |
17,233 |
S1 |
17,139 |
17,200 |
|