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 |
17,880 |
17,530 |
-350 |
-2.0% |
17,400 |
High |
17,895 |
17,715 |
-180 |
-1.0% |
17,910 |
Low |
17,485 |
17,405 |
-80 |
-0.5% |
17,320 |
Close |
17,520 |
17,670 |
150 |
0.9% |
17,520 |
Range |
410 |
310 |
-100 |
-24.4% |
590 |
ATR |
394 |
388 |
-6 |
-1.5% |
0 |
Volume |
17,657 |
14,058 |
-3,599 |
-20.4% |
70,237 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,527 |
18,408 |
17,841 |
|
R3 |
18,217 |
18,098 |
17,755 |
|
R2 |
17,907 |
17,907 |
17,727 |
|
R1 |
17,788 |
17,788 |
17,699 |
17,848 |
PP |
17,597 |
17,597 |
17,597 |
17,626 |
S1 |
17,478 |
17,478 |
17,642 |
17,538 |
S2 |
17,287 |
17,287 |
17,613 |
|
S3 |
16,977 |
17,168 |
17,585 |
|
S4 |
16,667 |
16,858 |
17,500 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,353 |
19,027 |
17,845 |
|
R3 |
18,763 |
18,437 |
17,682 |
|
R2 |
18,173 |
18,173 |
17,628 |
|
R1 |
17,847 |
17,847 |
17,574 |
18,010 |
PP |
17,583 |
17,583 |
17,583 |
17,665 |
S1 |
17,257 |
17,257 |
17,466 |
17,420 |
S2 |
16,993 |
16,993 |
17,412 |
|
S3 |
16,403 |
16,667 |
17,358 |
|
S4 |
15,813 |
16,077 |
17,196 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,910 |
17,405 |
505 |
2.9% |
331 |
1.9% |
52% |
False |
True |
14,640 |
10 |
17,910 |
16,960 |
950 |
5.4% |
370 |
2.1% |
75% |
False |
False |
16,493 |
20 |
17,910 |
16,580 |
1,330 |
7.5% |
424 |
2.4% |
82% |
False |
False |
20,424 |
40 |
18,205 |
16,525 |
1,680 |
9.5% |
404 |
2.3% |
68% |
False |
False |
18,642 |
60 |
18,205 |
16,525 |
1,680 |
9.5% |
358 |
2.0% |
68% |
False |
False |
12,627 |
80 |
18,205 |
14,600 |
3,605 |
20.4% |
325 |
1.8% |
85% |
False |
False |
9,510 |
100 |
18,205 |
14,600 |
3,605 |
20.4% |
271 |
1.5% |
85% |
False |
False |
7,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,033 |
2.618 |
18,527 |
1.618 |
18,217 |
1.000 |
18,025 |
0.618 |
17,907 |
HIGH |
17,715 |
0.618 |
17,597 |
0.500 |
17,560 |
0.382 |
17,524 |
LOW |
17,405 |
0.618 |
17,214 |
1.000 |
17,095 |
1.618 |
16,904 |
2.618 |
16,594 |
4.250 |
16,088 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,633 |
17,663 |
PP |
17,597 |
17,657 |
S1 |
17,560 |
17,650 |
|