| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,990.50 |
2,015.00 |
24.50 |
1.2% |
2,035.00 |
| High |
2,018.50 |
2,044.00 |
25.50 |
1.3% |
2,055.00 |
| Low |
1,973.75 |
2,007.00 |
33.25 |
1.7% |
1,982.00 |
| Close |
2,017.00 |
2,042.00 |
25.00 |
1.2% |
1,988.50 |
| Range |
44.75 |
37.00 |
-7.75 |
-17.3% |
73.00 |
| ATR |
34.62 |
34.79 |
0.17 |
0.5% |
0.00 |
| Volume |
2,038,824 |
1,705,780 |
-333,044 |
-16.3% |
9,787,380 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.00 |
2,129.00 |
2,062.25 |
|
| R3 |
2,105.00 |
2,092.00 |
2,052.25 |
|
| R2 |
2,068.00 |
2,068.00 |
2,048.75 |
|
| R1 |
2,055.00 |
2,055.00 |
2,045.50 |
2,061.50 |
| PP |
2,031.00 |
2,031.00 |
2,031.00 |
2,034.25 |
| S1 |
2,018.00 |
2,018.00 |
2,038.50 |
2,024.50 |
| S2 |
1,994.00 |
1,994.00 |
2,035.25 |
|
| S3 |
1,957.00 |
1,981.00 |
2,031.75 |
|
| S4 |
1,920.00 |
1,944.00 |
2,021.75 |
|
|
| 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 |
2,046.50 |
1,973.75 |
72.75 |
3.6% |
41.75 |
2.0% |
94% |
False |
False |
2,062,103 |
| 10 |
2,062.50 |
1,973.75 |
88.75 |
4.3% |
36.75 |
1.8% |
77% |
False |
False |
1,835,870 |
| 20 |
2,062.50 |
1,970.25 |
92.25 |
4.5% |
37.50 |
1.8% |
78% |
False |
False |
1,932,433 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
32.50 |
1.6% |
63% |
False |
False |
1,584,192 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
26.00 |
1.3% |
63% |
False |
False |
1,060,021 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
28.00 |
1.4% |
84% |
False |
False |
796,340 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
26.75 |
1.3% |
84% |
False |
False |
637,380 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
24.25 |
1.2% |
84% |
False |
False |
531,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.25 |
|
2.618 |
2,140.75 |
|
1.618 |
2,103.75 |
|
1.000 |
2,081.00 |
|
0.618 |
2,066.75 |
|
HIGH |
2,044.00 |
|
0.618 |
2,029.75 |
|
0.500 |
2,025.50 |
|
0.382 |
2,021.25 |
|
LOW |
2,007.00 |
|
0.618 |
1,984.25 |
|
1.000 |
1,970.00 |
|
1.618 |
1,947.25 |
|
2.618 |
1,910.25 |
|
4.250 |
1,849.75 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.50 |
2,031.00 |
| PP |
2,031.00 |
2,020.00 |
| S1 |
2,025.50 |
2,009.00 |
|