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 |
17,524 |
17,795 |
271 |
1.5% |
17,108 |
High |
17,821 |
17,893 |
72 |
0.4% |
17,893 |
Low |
17,492 |
17,704 |
212 |
1.2% |
16,962 |
Close |
17,784 |
17,782 |
-2 |
0.0% |
17,782 |
Range |
329 |
189 |
-140 |
-42.6% |
931 |
ATR |
296 |
288 |
-8 |
-2.6% |
0 |
Volume |
132,143 |
147,162 |
15,019 |
11.4% |
868,700 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,360 |
18,260 |
17,886 |
|
R3 |
18,171 |
18,071 |
17,834 |
|
R2 |
17,982 |
17,982 |
17,817 |
|
R1 |
17,882 |
17,882 |
17,799 |
17,838 |
PP |
17,793 |
17,793 |
17,793 |
17,771 |
S1 |
17,693 |
17,693 |
17,765 |
17,649 |
S2 |
17,604 |
17,604 |
17,747 |
|
S3 |
17,415 |
17,504 |
17,730 |
|
S4 |
17,226 |
17,315 |
17,678 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,339 |
19,991 |
18,294 |
|
R3 |
19,408 |
19,060 |
18,038 |
|
R2 |
18,477 |
18,477 |
17,953 |
|
R1 |
18,129 |
18,129 |
17,867 |
18,303 |
PP |
17,546 |
17,546 |
17,546 |
17,633 |
S1 |
17,198 |
17,198 |
17,697 |
17,372 |
S2 |
16,615 |
16,615 |
17,611 |
|
S3 |
15,684 |
16,267 |
17,526 |
|
S4 |
14,753 |
15,336 |
17,270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,893 |
16,962 |
931 |
5.2% |
293 |
1.6% |
88% |
True |
False |
173,740 |
10 |
17,893 |
16,962 |
931 |
5.2% |
319 |
1.8% |
88% |
True |
False |
188,965 |
20 |
17,893 |
16,962 |
931 |
5.2% |
313 |
1.8% |
88% |
True |
False |
205,796 |
40 |
18,051 |
16,962 |
1,089 |
6.1% |
278 |
1.6% |
75% |
False |
False |
174,201 |
60 |
18,051 |
16,962 |
1,089 |
6.1% |
220 |
1.2% |
75% |
False |
False |
116,405 |
80 |
18,051 |
15,740 |
2,311 |
13.0% |
212 |
1.2% |
88% |
False |
False |
87,314 |
100 |
18,051 |
15,740 |
2,311 |
13.0% |
203 |
1.1% |
88% |
False |
False |
69,854 |
120 |
18,051 |
15,740 |
2,311 |
13.0% |
175 |
1.0% |
88% |
False |
False |
58,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,696 |
2.618 |
18,388 |
1.618 |
18,199 |
1.000 |
18,082 |
0.618 |
18,010 |
HIGH |
17,893 |
0.618 |
17,821 |
0.500 |
17,799 |
0.382 |
17,776 |
LOW |
17,704 |
0.618 |
17,587 |
1.000 |
17,515 |
1.618 |
17,398 |
2.618 |
17,209 |
4.250 |
16,901 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,799 |
17,752 |
PP |
17,793 |
17,722 |
S1 |
17,788 |
17,693 |
|