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 |
17,585 |
17,585 |
0 |
0.0% |
17,400 |
High |
17,775 |
17,770 |
-5 |
0.0% |
17,910 |
Low |
17,535 |
17,485 |
-50 |
-0.3% |
17,320 |
Close |
17,590 |
17,755 |
165 |
0.9% |
17,520 |
Range |
240 |
285 |
45 |
18.8% |
590 |
ATR |
378 |
371 |
-7 |
-1.8% |
0 |
Volume |
12,044 |
11,005 |
-1,039 |
-8.6% |
70,237 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,525 |
18,425 |
17,912 |
|
R3 |
18,240 |
18,140 |
17,834 |
|
R2 |
17,955 |
17,955 |
17,807 |
|
R1 |
17,855 |
17,855 |
17,781 |
17,905 |
PP |
17,670 |
17,670 |
17,670 |
17,695 |
S1 |
17,570 |
17,570 |
17,729 |
17,620 |
S2 |
17,385 |
17,385 |
17,703 |
|
S3 |
17,100 |
17,285 |
17,677 |
|
S4 |
16,815 |
17,000 |
17,598 |
|
|
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 |
3.3% |
327 |
1.8% |
76% |
False |
False |
13,866 |
10 |
17,910 |
17,305 |
605 |
3.4% |
325 |
1.8% |
74% |
False |
False |
13,533 |
20 |
17,910 |
16,580 |
1,330 |
7.5% |
392 |
2.2% |
88% |
False |
False |
18,639 |
40 |
18,050 |
16,525 |
1,525 |
8.6% |
405 |
2.3% |
81% |
False |
False |
18,747 |
60 |
18,205 |
16,525 |
1,680 |
9.5% |
360 |
2.0% |
73% |
False |
False |
13,242 |
80 |
18,205 |
14,600 |
3,605 |
20.3% |
326 |
1.8% |
88% |
False |
False |
9,980 |
100 |
18,205 |
14,600 |
3,605 |
20.3% |
280 |
1.6% |
88% |
False |
False |
7,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,981 |
2.618 |
18,516 |
1.618 |
18,231 |
1.000 |
18,055 |
0.618 |
17,946 |
HIGH |
17,770 |
0.618 |
17,661 |
0.500 |
17,628 |
0.382 |
17,594 |
LOW |
17,485 |
0.618 |
17,309 |
1.000 |
17,200 |
1.618 |
17,024 |
2.618 |
16,739 |
4.250 |
16,274 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,713 |
17,683 |
PP |
17,670 |
17,612 |
S1 |
17,628 |
17,540 |
|