| 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 |
2,025.00 |
2,056.25 |
31.25 |
1.5% |
1,990.50 |
| High |
2,058.75 |
2,068.00 |
9.25 |
0.4% |
2,068.00 |
| Low |
2,020.75 |
2,044.50 |
23.75 |
1.2% |
1,973.75 |
| Close |
2,055.00 |
2,053.00 |
-2.00 |
-0.1% |
2,053.00 |
| Range |
38.00 |
23.50 |
-14.50 |
-38.2% |
94.25 |
| ATR |
34.47 |
33.69 |
-0.78 |
-2.3% |
0.00 |
| Volume |
1,343,547 |
1,722,475 |
378,928 |
28.2% |
8,507,589 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.75 |
2,112.75 |
2,066.00 |
|
| R3 |
2,102.25 |
2,089.25 |
2,059.50 |
|
| R2 |
2,078.75 |
2,078.75 |
2,057.25 |
|
| R1 |
2,065.75 |
2,065.75 |
2,055.25 |
2,060.50 |
| PP |
2,055.25 |
2,055.25 |
2,055.25 |
2,052.50 |
| S1 |
2,042.25 |
2,042.25 |
2,050.75 |
2,037.00 |
| S2 |
2,031.75 |
2,031.75 |
2,048.75 |
|
| S3 |
2,008.25 |
2,018.75 |
2,046.50 |
|
| S4 |
1,984.75 |
1,995.25 |
2,040.00 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,314.25 |
2,278.00 |
2,104.75 |
|
| R3 |
2,220.00 |
2,183.75 |
2,079.00 |
|
| R2 |
2,125.75 |
2,125.75 |
2,070.25 |
|
| R1 |
2,089.50 |
2,089.50 |
2,061.75 |
2,107.50 |
| PP |
2,031.50 |
2,031.50 |
2,031.50 |
2,040.75 |
| S1 |
1,995.25 |
1,995.25 |
2,044.25 |
2,013.50 |
| S2 |
1,937.25 |
1,937.25 |
2,035.75 |
|
| S3 |
1,843.00 |
1,901.00 |
2,027.00 |
|
| S4 |
1,748.75 |
1,806.75 |
2,001.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.00 |
1,973.75 |
94.25 |
4.6% |
34.00 |
1.7% |
84% |
True |
False |
1,701,517 |
| 10 |
2,068.00 |
1,973.75 |
94.25 |
4.6% |
36.75 |
1.8% |
84% |
True |
False |
1,829,496 |
| 20 |
2,068.00 |
1,970.25 |
97.75 |
4.8% |
36.50 |
1.8% |
85% |
True |
False |
1,887,495 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
33.00 |
1.6% |
72% |
False |
False |
1,697,180 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
26.75 |
1.3% |
72% |
False |
False |
1,139,234 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
27.25 |
1.3% |
87% |
False |
False |
855,712 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
27.25 |
1.3% |
87% |
False |
False |
684,995 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
24.75 |
1.2% |
87% |
False |
False |
570,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.00 |
|
2.618 |
2,129.50 |
|
1.618 |
2,106.00 |
|
1.000 |
2,091.50 |
|
0.618 |
2,082.50 |
|
HIGH |
2,068.00 |
|
0.618 |
2,059.00 |
|
0.500 |
2,056.25 |
|
0.382 |
2,053.50 |
|
LOW |
2,044.50 |
|
0.618 |
2,030.00 |
|
1.000 |
2,021.00 |
|
1.618 |
2,006.50 |
|
2.618 |
1,983.00 |
|
4.250 |
1,944.50 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.25 |
2,050.00 |
| PP |
2,055.25 |
2,047.25 |
| S1 |
2,054.00 |
2,044.50 |
|