| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,040.50 |
2,025.00 |
-15.50 |
-0.8% |
2,035.00 |
| High |
2,049.25 |
2,058.75 |
9.50 |
0.5% |
2,055.00 |
| Low |
2,022.75 |
2,020.75 |
-2.00 |
-0.1% |
1,982.00 |
| Close |
2,030.00 |
2,055.00 |
25.00 |
1.2% |
1,988.50 |
| Range |
26.50 |
38.00 |
11.50 |
43.4% |
73.00 |
| ATR |
34.20 |
34.47 |
0.27 |
0.8% |
0.00 |
| Volume |
1,696,963 |
1,343,547 |
-353,416 |
-20.8% |
9,787,380 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.75 |
2,145.00 |
2,076.00 |
|
| R3 |
2,120.75 |
2,107.00 |
2,065.50 |
|
| R2 |
2,082.75 |
2,082.75 |
2,062.00 |
|
| R1 |
2,069.00 |
2,069.00 |
2,058.50 |
2,076.00 |
| PP |
2,044.75 |
2,044.75 |
2,044.75 |
2,048.25 |
| S1 |
2,031.00 |
2,031.00 |
2,051.50 |
2,038.00 |
| S2 |
2,006.75 |
2,006.75 |
2,048.00 |
|
| S3 |
1,968.75 |
1,993.00 |
2,044.50 |
|
| S4 |
1,930.75 |
1,955.00 |
2,034.00 |
|
|
| 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 |
2,058.75 |
1,973.75 |
85.00 |
4.1% |
36.00 |
1.8% |
96% |
True |
False |
1,827,821 |
| 10 |
2,062.50 |
1,973.75 |
88.75 |
4.3% |
36.50 |
1.8% |
92% |
False |
False |
1,792,558 |
| 20 |
2,062.50 |
1,970.25 |
92.25 |
4.5% |
37.25 |
1.8% |
92% |
False |
False |
1,879,158 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
33.25 |
1.6% |
73% |
False |
False |
1,657,864 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
26.75 |
1.3% |
73% |
False |
False |
1,110,613 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
27.50 |
1.3% |
88% |
False |
False |
834,230 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
27.25 |
1.3% |
88% |
False |
False |
667,776 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
24.50 |
1.2% |
88% |
False |
False |
556,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,220.25 |
|
2.618 |
2,158.25 |
|
1.618 |
2,120.25 |
|
1.000 |
2,096.75 |
|
0.618 |
2,082.25 |
|
HIGH |
2,058.75 |
|
0.618 |
2,044.25 |
|
0.500 |
2,039.75 |
|
0.382 |
2,035.25 |
|
LOW |
2,020.75 |
|
0.618 |
1,997.25 |
|
1.000 |
1,982.75 |
|
1.618 |
1,959.25 |
|
2.618 |
1,921.25 |
|
4.250 |
1,859.25 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.00 |
2,047.50 |
| PP |
2,044.75 |
2,040.25 |
| S1 |
2,039.75 |
2,033.00 |
|