| 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 |
10,798.0 |
10,885.0 |
87.0 |
0.8% |
10,699.0 |
| High |
10,932.5 |
10,891.0 |
-41.5 |
-0.4% |
10,989.5 |
| Low |
10,793.0 |
10,757.0 |
-36.0 |
-0.3% |
10,681.0 |
| Close |
10,904.5 |
10,850.0 |
-54.5 |
-0.5% |
10,850.0 |
| Range |
139.5 |
134.0 |
-5.5 |
-3.9% |
308.5 |
| ATR |
216.2 |
211.3 |
-4.9 |
-2.3% |
0.0 |
| Volume |
98,051 |
117,813 |
19,762 |
20.2% |
555,417 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,234.7 |
11,176.3 |
10,923.7 |
|
| R3 |
11,100.7 |
11,042.3 |
10,886.9 |
|
| R2 |
10,966.7 |
10,966.7 |
10,874.6 |
|
| R1 |
10,908.3 |
10,908.3 |
10,862.3 |
10,870.5 |
| PP |
10,832.7 |
10,832.7 |
10,832.7 |
10,813.8 |
| S1 |
10,774.3 |
10,774.3 |
10,837.7 |
10,736.5 |
| S2 |
10,698.7 |
10,698.7 |
10,825.4 |
|
| S3 |
10,564.7 |
10,640.3 |
10,813.2 |
|
| S4 |
10,430.7 |
10,506.3 |
10,776.3 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,765.7 |
11,616.3 |
11,019.7 |
|
| R3 |
11,457.2 |
11,307.8 |
10,934.8 |
|
| R2 |
11,148.7 |
11,148.7 |
10,906.6 |
|
| R1 |
10,999.3 |
10,999.3 |
10,878.3 |
11,074.0 |
| PP |
10,840.2 |
10,840.2 |
10,840.2 |
10,877.5 |
| S1 |
10,690.8 |
10,690.8 |
10,821.7 |
10,765.5 |
| S2 |
10,531.7 |
10,531.7 |
10,793.4 |
|
| S3 |
10,223.2 |
10,382.3 |
10,765.2 |
|
| S4 |
9,914.7 |
10,073.8 |
10,680.3 |
|
|
| 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 |
10,681.0 |
308.5 |
2.8% |
151.3 |
1.4% |
55% |
False |
False |
111,083 |
| 10 |
10,989.5 |
10,553.0 |
436.5 |
4.0% |
188.8 |
1.7% |
68% |
False |
False |
119,002 |
| 20 |
10,989.5 |
9,582.5 |
1,407.0 |
13.0% |
222.8 |
2.1% |
90% |
False |
False |
136,884 |
| 40 |
10,989.5 |
9,227.0 |
1,762.5 |
16.2% |
217.1 |
2.0% |
92% |
False |
False |
107,603 |
| 60 |
10,989.5 |
9,145.5 |
1,844.0 |
17.0% |
187.7 |
1.7% |
92% |
False |
False |
72,514 |
| 80 |
10,989.5 |
8,367.5 |
2,622.0 |
24.2% |
189.5 |
1.7% |
95% |
False |
False |
54,534 |
| 100 |
10,989.5 |
8,367.5 |
2,622.0 |
24.2% |
177.3 |
1.6% |
95% |
False |
False |
43,693 |
| 120 |
10,989.5 |
8,367.5 |
2,622.0 |
24.2% |
159.6 |
1.5% |
95% |
False |
False |
36,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,460.5 |
|
2.618 |
11,241.8 |
|
1.618 |
11,107.8 |
|
1.000 |
11,025.0 |
|
0.618 |
10,973.8 |
|
HIGH |
10,891.0 |
|
0.618 |
10,839.8 |
|
0.500 |
10,824.0 |
|
0.382 |
10,808.2 |
|
LOW |
10,757.0 |
|
0.618 |
10,674.2 |
|
1.000 |
10,623.0 |
|
1.618 |
10,540.2 |
|
2.618 |
10,406.2 |
|
4.250 |
10,187.5 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,841.3 |
10,849.8 |
| PP |
10,832.7 |
10,849.7 |
| S1 |
10,824.0 |
10,849.5 |
|