| 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 |
10,699.0 |
10,854.5 |
155.5 |
1.5% |
10,576.0 |
| High |
10,884.0 |
10,989.5 |
105.5 |
1.0% |
10,857.5 |
| Low |
10,681.0 |
10,846.5 |
165.5 |
1.5% |
10,553.0 |
| Close |
10,808.5 |
10,902.5 |
94.0 |
0.9% |
10,695.0 |
| Range |
203.0 |
143.0 |
-60.0 |
-29.6% |
304.5 |
| ATR |
232.3 |
228.6 |
-3.7 |
-1.6% |
0.0 |
| Volume |
124,458 |
113,277 |
-11,181 |
-9.0% |
634,611 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,341.8 |
11,265.2 |
10,981.2 |
|
| R3 |
11,198.8 |
11,122.2 |
10,941.8 |
|
| R2 |
11,055.8 |
11,055.8 |
10,928.7 |
|
| R1 |
10,979.2 |
10,979.2 |
10,915.6 |
11,017.5 |
| PP |
10,912.8 |
10,912.8 |
10,912.8 |
10,932.0 |
| S1 |
10,836.2 |
10,836.2 |
10,889.4 |
10,874.5 |
| S2 |
10,769.8 |
10,769.8 |
10,876.3 |
|
| S3 |
10,626.8 |
10,693.2 |
10,863.2 |
|
| S4 |
10,483.8 |
10,550.2 |
10,823.9 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,615.3 |
11,459.7 |
10,862.5 |
|
| R3 |
11,310.8 |
11,155.2 |
10,778.7 |
|
| R2 |
11,006.3 |
11,006.3 |
10,750.8 |
|
| R1 |
10,850.7 |
10,850.7 |
10,722.9 |
10,928.5 |
| PP |
10,701.8 |
10,701.8 |
10,701.8 |
10,740.8 |
| S1 |
10,546.2 |
10,546.2 |
10,667.1 |
10,624.0 |
| S2 |
10,397.3 |
10,397.3 |
10,639.2 |
|
| S3 |
10,092.8 |
10,241.7 |
10,611.3 |
|
| S4 |
9,788.3 |
9,937.2 |
10,527.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,989.5 |
10,553.0 |
436.5 |
4.0% |
192.1 |
1.8% |
80% |
True |
False |
119,526 |
| 10 |
10,989.5 |
10,153.0 |
836.5 |
7.7% |
218.9 |
2.0% |
90% |
True |
False |
131,749 |
| 20 |
10,989.5 |
9,383.5 |
1,606.0 |
14.7% |
234.6 |
2.2% |
95% |
True |
False |
140,527 |
| 40 |
10,989.5 |
9,227.0 |
1,762.5 |
16.2% |
218.5 |
2.0% |
95% |
True |
False |
99,962 |
| 60 |
10,989.5 |
9,145.5 |
1,844.0 |
16.9% |
188.2 |
1.7% |
95% |
True |
False |
67,265 |
| 80 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
191.4 |
1.8% |
97% |
True |
False |
50,592 |
| 100 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
174.7 |
1.6% |
97% |
True |
False |
40,517 |
| 120 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
157.8 |
1.4% |
97% |
True |
False |
33,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,597.3 |
|
2.618 |
11,363.9 |
|
1.618 |
11,220.9 |
|
1.000 |
11,132.5 |
|
0.618 |
11,077.9 |
|
HIGH |
10,989.5 |
|
0.618 |
10,934.9 |
|
0.500 |
10,918.0 |
|
0.382 |
10,901.1 |
|
LOW |
10,846.5 |
|
0.618 |
10,758.1 |
|
1.000 |
10,703.5 |
|
1.618 |
10,615.1 |
|
2.618 |
10,472.1 |
|
4.250 |
10,238.8 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,918.0 |
10,873.8 |
| PP |
10,912.8 |
10,845.2 |
| S1 |
10,907.7 |
10,816.5 |
|