| 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 |
2,019.25 |
1,990.50 |
-28.75 |
-1.4% |
2,035.00 |
| High |
2,020.50 |
2,018.50 |
-2.00 |
-0.1% |
2,055.00 |
| Low |
1,986.25 |
1,973.75 |
-12.50 |
-0.6% |
1,982.00 |
| Close |
1,988.50 |
2,017.00 |
28.50 |
1.4% |
1,988.50 |
| Range |
34.25 |
44.75 |
10.50 |
30.7% |
73.00 |
| ATR |
33.84 |
34.62 |
0.78 |
2.3% |
0.00 |
| Volume |
2,353,992 |
2,038,824 |
-315,168 |
-13.4% |
9,787,380 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.25 |
2,122.00 |
2,041.50 |
|
| R3 |
2,092.50 |
2,077.25 |
2,029.25 |
|
| R2 |
2,047.75 |
2,047.75 |
2,025.25 |
|
| R1 |
2,032.50 |
2,032.50 |
2,021.00 |
2,040.00 |
| PP |
2,003.00 |
2,003.00 |
2,003.00 |
2,007.00 |
| S1 |
1,987.75 |
1,987.75 |
2,013.00 |
1,995.50 |
| S2 |
1,958.25 |
1,958.25 |
2,008.75 |
|
| S3 |
1,913.50 |
1,943.00 |
2,004.75 |
|
| S4 |
1,868.75 |
1,898.25 |
1,992.50 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.50 |
2,181.00 |
2,028.75 |
|
| R3 |
2,154.50 |
2,108.00 |
2,008.50 |
|
| R2 |
2,081.50 |
2,081.50 |
2,002.00 |
|
| R1 |
2,035.00 |
2,035.00 |
1,995.25 |
2,021.75 |
| PP |
2,008.50 |
2,008.50 |
2,008.50 |
2,002.00 |
| S1 |
1,962.00 |
1,962.00 |
1,981.75 |
1,948.75 |
| S2 |
1,935.50 |
1,935.50 |
1,975.00 |
|
| S3 |
1,862.50 |
1,889.00 |
1,968.50 |
|
| S4 |
1,789.50 |
1,816.00 |
1,948.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,054.75 |
1,973.75 |
81.00 |
4.0% |
42.75 |
2.1% |
53% |
False |
True |
2,112,347 |
| 10 |
2,062.50 |
1,973.75 |
88.75 |
4.4% |
36.00 |
1.8% |
49% |
False |
True |
1,846,068 |
| 20 |
2,062.50 |
1,970.25 |
92.25 |
4.6% |
37.50 |
1.9% |
51% |
False |
False |
1,948,833 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
31.75 |
1.6% |
44% |
False |
False |
1,542,320 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
25.75 |
1.3% |
44% |
False |
False |
1,031,628 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
28.00 |
1.4% |
75% |
False |
False |
775,048 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
26.50 |
1.3% |
75% |
False |
False |
620,328 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
24.00 |
1.2% |
75% |
False |
False |
516,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.75 |
|
2.618 |
2,135.75 |
|
1.618 |
2,091.00 |
|
1.000 |
2,063.25 |
|
0.618 |
2,046.25 |
|
HIGH |
2,018.50 |
|
0.618 |
2,001.50 |
|
0.500 |
1,996.00 |
|
0.382 |
1,990.75 |
|
LOW |
1,973.75 |
|
0.618 |
1,946.00 |
|
1.000 |
1,929.00 |
|
1.618 |
1,901.25 |
|
2.618 |
1,856.50 |
|
4.250 |
1,783.50 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.00 |
2,010.50 |
| PP |
2,003.00 |
2,003.75 |
| S1 |
1,996.00 |
1,997.00 |
|