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 |
17,690 |
17,585 |
-105 |
-0.6% |
17,400 |
High |
17,695 |
17,775 |
80 |
0.5% |
17,910 |
Low |
17,305 |
17,535 |
230 |
1.3% |
17,320 |
Close |
17,610 |
17,590 |
-20 |
-0.1% |
17,520 |
Range |
390 |
240 |
-150 |
-38.5% |
590 |
ATR |
388 |
378 |
-11 |
-2.7% |
0 |
Volume |
14,569 |
12,044 |
-2,525 |
-17.3% |
70,237 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,353 |
18,212 |
17,722 |
|
R3 |
18,113 |
17,972 |
17,656 |
|
R2 |
17,873 |
17,873 |
17,634 |
|
R1 |
17,732 |
17,732 |
17,612 |
17,803 |
PP |
17,633 |
17,633 |
17,633 |
17,669 |
S1 |
17,492 |
17,492 |
17,568 |
17,563 |
S2 |
17,393 |
17,393 |
17,546 |
|
S3 |
17,153 |
17,252 |
17,524 |
|
S4 |
16,913 |
17,012 |
17,458 |
|
|
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 |
17,895 |
17,305 |
590 |
3.4% |
329 |
1.9% |
48% |
False |
False |
14,590 |
10 |
17,910 |
17,185 |
725 |
4.1% |
342 |
1.9% |
56% |
False |
False |
14,267 |
20 |
17,910 |
16,580 |
1,330 |
7.6% |
401 |
2.3% |
76% |
False |
False |
19,057 |
40 |
18,190 |
16,525 |
1,665 |
9.5% |
407 |
2.3% |
64% |
False |
False |
19,196 |
60 |
18,205 |
16,525 |
1,680 |
9.6% |
359 |
2.0% |
63% |
False |
False |
13,058 |
80 |
18,205 |
14,600 |
3,605 |
20.5% |
326 |
1.9% |
83% |
False |
False |
9,843 |
100 |
18,205 |
14,600 |
3,605 |
20.5% |
277 |
1.6% |
83% |
False |
False |
7,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,795 |
2.618 |
18,403 |
1.618 |
18,163 |
1.000 |
18,015 |
0.618 |
17,923 |
HIGH |
17,775 |
0.618 |
17,683 |
0.500 |
17,655 |
0.382 |
17,627 |
LOW |
17,535 |
0.618 |
17,387 |
1.000 |
17,295 |
1.618 |
17,147 |
2.618 |
16,907 |
4.250 |
16,515 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,655 |
17,573 |
PP |
17,633 |
17,557 |
S1 |
17,612 |
17,540 |
|