| 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 |
10,933.0 |
10,798.0 |
-135.0 |
-1.2% |
10,576.0 |
| High |
10,942.0 |
10,932.5 |
-9.5 |
-0.1% |
10,857.5 |
| Low |
10,805.0 |
10,793.0 |
-12.0 |
-0.1% |
10,553.0 |
| Close |
10,903.0 |
10,904.5 |
1.5 |
0.0% |
10,695.0 |
| Range |
137.0 |
139.5 |
2.5 |
1.8% |
304.5 |
| ATR |
222.1 |
216.2 |
-5.9 |
-2.7% |
0.0 |
| Volume |
101,818 |
98,051 |
-3,767 |
-3.7% |
634,611 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,295.2 |
11,239.3 |
10,981.2 |
|
| R3 |
11,155.7 |
11,099.8 |
10,942.9 |
|
| R2 |
11,016.2 |
11,016.2 |
10,930.1 |
|
| R1 |
10,960.3 |
10,960.3 |
10,917.3 |
10,988.3 |
| PP |
10,876.7 |
10,876.7 |
10,876.7 |
10,890.6 |
| S1 |
10,820.8 |
10,820.8 |
10,891.7 |
10,848.8 |
| S2 |
10,737.2 |
10,737.2 |
10,878.9 |
|
| S3 |
10,597.7 |
10,681.3 |
10,866.1 |
|
| S4 |
10,458.2 |
10,541.8 |
10,827.8 |
|
|
| 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 |
10,643.5 |
346.0 |
3.2% |
160.1 |
1.5% |
75% |
False |
False |
111,375 |
| 10 |
10,989.5 |
10,486.5 |
503.0 |
4.6% |
197.9 |
1.8% |
83% |
False |
False |
120,648 |
| 20 |
10,989.5 |
9,582.5 |
1,407.0 |
12.9% |
228.6 |
2.1% |
94% |
False |
False |
138,037 |
| 40 |
10,989.5 |
9,227.0 |
1,762.5 |
16.2% |
220.6 |
2.0% |
95% |
False |
False |
104,740 |
| 60 |
10,989.5 |
9,145.5 |
1,844.0 |
16.9% |
188.5 |
1.7% |
95% |
False |
False |
70,559 |
| 80 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
190.8 |
1.7% |
97% |
False |
False |
53,073 |
| 100 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
176.4 |
1.6% |
97% |
False |
False |
42,515 |
| 120 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
159.2 |
1.5% |
97% |
False |
False |
35,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,525.4 |
|
2.618 |
11,297.7 |
|
1.618 |
11,158.2 |
|
1.000 |
11,072.0 |
|
0.618 |
11,018.7 |
|
HIGH |
10,932.5 |
|
0.618 |
10,879.2 |
|
0.500 |
10,862.8 |
|
0.382 |
10,846.3 |
|
LOW |
10,793.0 |
|
0.618 |
10,706.8 |
|
1.000 |
10,653.5 |
|
1.618 |
10,567.3 |
|
2.618 |
10,427.8 |
|
4.250 |
10,200.1 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,890.6 |
10,900.1 |
| PP |
10,876.7 |
10,895.7 |
| S1 |
10,862.8 |
10,891.3 |
|