| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,015.00 |
2,040.50 |
25.50 |
1.3% |
2,035.00 |
| High |
2,044.00 |
2,049.25 |
5.25 |
0.3% |
2,055.00 |
| Low |
2,007.00 |
2,022.75 |
15.75 |
0.8% |
1,982.00 |
| Close |
2,042.00 |
2,030.00 |
-12.00 |
-0.6% |
1,988.50 |
| Range |
37.00 |
26.50 |
-10.50 |
-28.4% |
73.00 |
| ATR |
34.79 |
34.20 |
-0.59 |
-1.7% |
0.00 |
| Volume |
1,705,780 |
1,696,963 |
-8,817 |
-0.5% |
9,787,380 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.50 |
2,098.25 |
2,044.50 |
|
| R3 |
2,087.00 |
2,071.75 |
2,037.25 |
|
| R2 |
2,060.50 |
2,060.50 |
2,034.75 |
|
| R1 |
2,045.25 |
2,045.25 |
2,032.50 |
2,039.50 |
| PP |
2,034.00 |
2,034.00 |
2,034.00 |
2,031.25 |
| S1 |
2,018.75 |
2,018.75 |
2,027.50 |
2,013.00 |
| S2 |
2,007.50 |
2,007.50 |
2,025.25 |
|
| S3 |
1,981.00 |
1,992.25 |
2,022.75 |
|
| S4 |
1,954.50 |
1,965.75 |
2,015.50 |
|
|
| 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 |
2,049.25 |
1,973.75 |
75.50 |
3.7% |
36.00 |
1.8% |
75% |
True |
False |
1,984,040 |
| 10 |
2,062.50 |
1,973.75 |
88.75 |
4.4% |
36.75 |
1.8% |
63% |
False |
False |
1,841,639 |
| 20 |
2,062.50 |
1,970.25 |
92.25 |
4.5% |
36.75 |
1.8% |
65% |
False |
False |
1,900,013 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
32.75 |
1.6% |
54% |
False |
False |
1,625,803 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
26.25 |
1.3% |
54% |
False |
False |
1,088,254 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
27.50 |
1.4% |
79% |
False |
False |
817,488 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
27.00 |
1.3% |
79% |
False |
False |
654,344 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
24.25 |
1.2% |
79% |
False |
False |
545,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.00 |
|
2.618 |
2,118.75 |
|
1.618 |
2,092.25 |
|
1.000 |
2,075.75 |
|
0.618 |
2,065.75 |
|
HIGH |
2,049.25 |
|
0.618 |
2,039.25 |
|
0.500 |
2,036.00 |
|
0.382 |
2,032.75 |
|
LOW |
2,022.75 |
|
0.618 |
2,006.25 |
|
1.000 |
1,996.25 |
|
1.618 |
1,979.75 |
|
2.618 |
1,953.25 |
|
4.250 |
1,910.00 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.00 |
2,023.75 |
| PP |
2,034.00 |
2,017.75 |
| S1 |
2,032.00 |
2,011.50 |
|