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 |
17,530 |
17,690 |
160 |
0.9% |
17,400 |
High |
17,715 |
17,695 |
-20 |
-0.1% |
17,910 |
Low |
17,405 |
17,305 |
-100 |
-0.6% |
17,320 |
Close |
17,670 |
17,610 |
-60 |
-0.3% |
17,520 |
Range |
310 |
390 |
80 |
25.8% |
590 |
ATR |
388 |
388 |
0 |
0.0% |
0 |
Volume |
14,058 |
14,569 |
511 |
3.6% |
70,237 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,707 |
18,548 |
17,825 |
|
R3 |
18,317 |
18,158 |
17,717 |
|
R2 |
17,927 |
17,927 |
17,682 |
|
R1 |
17,768 |
17,768 |
17,646 |
17,653 |
PP |
17,537 |
17,537 |
17,537 |
17,479 |
S1 |
17,378 |
17,378 |
17,574 |
17,263 |
S2 |
17,147 |
17,147 |
17,539 |
|
S3 |
16,757 |
16,988 |
17,503 |
|
S4 |
16,367 |
16,598 |
17,396 |
|
|
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 |
17,305 |
605 |
3.4% |
352 |
2.0% |
50% |
False |
True |
14,804 |
10 |
17,910 |
17,125 |
785 |
4.5% |
352 |
2.0% |
62% |
False |
False |
15,173 |
20 |
17,910 |
16,580 |
1,330 |
7.6% |
417 |
2.4% |
77% |
False |
False |
20,022 |
40 |
18,205 |
16,525 |
1,680 |
9.5% |
410 |
2.3% |
65% |
False |
False |
18,977 |
60 |
18,205 |
16,525 |
1,680 |
9.5% |
359 |
2.0% |
65% |
False |
False |
12,858 |
80 |
18,205 |
14,600 |
3,605 |
20.5% |
328 |
1.9% |
83% |
False |
False |
9,692 |
100 |
18,205 |
14,600 |
3,605 |
20.5% |
275 |
1.6% |
83% |
False |
False |
7,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,353 |
2.618 |
18,716 |
1.618 |
18,326 |
1.000 |
18,085 |
0.618 |
17,936 |
HIGH |
17,695 |
0.618 |
17,546 |
0.500 |
17,500 |
0.382 |
17,454 |
LOW |
17,305 |
0.618 |
17,064 |
1.000 |
16,915 |
1.618 |
16,674 |
2.618 |
16,284 |
4.250 |
15,648 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,573 |
17,607 |
PP |
17,537 |
17,603 |
S1 |
17,500 |
17,600 |
|