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 |
17,585 |
17,745 |
160 |
0.9% |
17,530 |
High |
17,770 |
17,950 |
180 |
1.0% |
17,950 |
Low |
17,485 |
17,635 |
150 |
0.9% |
17,305 |
Close |
17,755 |
17,835 |
80 |
0.5% |
17,835 |
Range |
285 |
315 |
30 |
10.5% |
645 |
ATR |
371 |
367 |
-4 |
-1.1% |
0 |
Volume |
11,005 |
12,241 |
1,236 |
11.2% |
63,917 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,752 |
18,608 |
18,008 |
|
R3 |
18,437 |
18,293 |
17,922 |
|
R2 |
18,122 |
18,122 |
17,893 |
|
R1 |
17,978 |
17,978 |
17,864 |
18,050 |
PP |
17,807 |
17,807 |
17,807 |
17,843 |
S1 |
17,663 |
17,663 |
17,806 |
17,735 |
S2 |
17,492 |
17,492 |
17,777 |
|
S3 |
17,177 |
17,348 |
17,749 |
|
S4 |
16,862 |
17,033 |
17,662 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,632 |
19,378 |
18,190 |
|
R3 |
18,987 |
18,733 |
18,013 |
|
R2 |
18,342 |
18,342 |
17,953 |
|
R1 |
18,088 |
18,088 |
17,894 |
18,215 |
PP |
17,697 |
17,697 |
17,697 |
17,760 |
S1 |
17,443 |
17,443 |
17,776 |
17,570 |
S2 |
17,052 |
17,052 |
17,717 |
|
S3 |
16,407 |
16,798 |
17,658 |
|
S4 |
15,762 |
16,153 |
17,480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,950 |
17,305 |
645 |
3.6% |
308 |
1.7% |
82% |
True |
False |
12,783 |
10 |
17,950 |
17,305 |
645 |
3.6% |
332 |
1.9% |
82% |
True |
False |
13,415 |
20 |
17,950 |
16,580 |
1,370 |
7.7% |
386 |
2.2% |
92% |
True |
False |
18,469 |
40 |
18,050 |
16,525 |
1,525 |
8.6% |
398 |
2.2% |
86% |
False |
False |
18,137 |
60 |
18,205 |
16,525 |
1,680 |
9.4% |
362 |
2.0% |
78% |
False |
False |
13,444 |
80 |
18,205 |
14,600 |
3,605 |
20.2% |
330 |
1.9% |
90% |
False |
False |
10,133 |
100 |
18,205 |
14,600 |
3,605 |
20.2% |
283 |
1.6% |
90% |
False |
False |
8,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,289 |
2.618 |
18,775 |
1.618 |
18,460 |
1.000 |
18,265 |
0.618 |
18,145 |
HIGH |
17,950 |
0.618 |
17,830 |
0.500 |
17,793 |
0.382 |
17,755 |
LOW |
17,635 |
0.618 |
17,440 |
1.000 |
17,320 |
1.618 |
17,125 |
2.618 |
16,810 |
4.250 |
16,296 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,821 |
17,796 |
PP |
17,807 |
17,757 |
S1 |
17,793 |
17,718 |
|