Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,550.0 |
5,538.0 |
-12.0 |
-0.2% |
5,452.0 |
High |
5,570.0 |
5,587.0 |
17.0 |
0.3% |
5,570.0 |
Low |
5,527.0 |
5,527.0 |
0.0 |
0.0% |
5,439.0 |
Close |
5,542.0 |
5,571.0 |
29.0 |
0.5% |
5,542.0 |
Range |
43.0 |
60.0 |
17.0 |
39.5% |
131.0 |
ATR |
66.8 |
66.3 |
-0.5 |
-0.7% |
0.0 |
Volume |
25,918 |
23,065 |
-2,853 |
-11.0% |
99,235 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,741.7 |
5,716.3 |
5,604.0 |
|
R3 |
5,681.7 |
5,656.3 |
5,587.5 |
|
R2 |
5,621.7 |
5,621.7 |
5,582.0 |
|
R1 |
5,596.3 |
5,596.3 |
5,576.5 |
5,609.0 |
PP |
5,561.7 |
5,561.7 |
5,561.7 |
5,568.0 |
S1 |
5,536.3 |
5,536.3 |
5,565.5 |
5,549.0 |
S2 |
5,501.7 |
5,501.7 |
5,560.0 |
|
S3 |
5,441.7 |
5,476.3 |
5,554.5 |
|
S4 |
5,381.7 |
5,416.3 |
5,538.0 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,910.0 |
5,857.0 |
5,614.1 |
|
R3 |
5,779.0 |
5,726.0 |
5,578.0 |
|
R2 |
5,648.0 |
5,648.0 |
5,566.0 |
|
R1 |
5,595.0 |
5,595.0 |
5,554.0 |
5,621.5 |
PP |
5,517.0 |
5,517.0 |
5,517.0 |
5,530.3 |
S1 |
5,464.0 |
5,464.0 |
5,530.0 |
5,490.5 |
S2 |
5,386.0 |
5,386.0 |
5,518.0 |
|
S3 |
5,255.0 |
5,333.0 |
5,506.0 |
|
S4 |
5,124.0 |
5,202.0 |
5,470.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,587.0 |
5,439.0 |
148.0 |
2.7% |
56.2 |
1.0% |
89% |
True |
False |
24,460 |
10 |
5,587.0 |
5,231.0 |
356.0 |
6.4% |
53.5 |
1.0% |
96% |
True |
False |
23,254 |
20 |
5,587.0 |
5,213.0 |
374.0 |
6.7% |
54.0 |
1.0% |
96% |
True |
False |
23,467 |
40 |
5,587.0 |
5,081.0 |
506.0 |
9.1% |
61.2 |
1.1% |
97% |
True |
False |
23,321 |
60 |
5,587.0 |
5,081.0 |
506.0 |
9.1% |
45.0 |
0.8% |
97% |
True |
False |
15,558 |
80 |
5,587.0 |
5,081.0 |
506.0 |
9.1% |
34.5 |
0.6% |
97% |
True |
False |
11,685 |
100 |
5,587.0 |
5,081.0 |
506.0 |
9.1% |
27.7 |
0.5% |
97% |
True |
False |
9,348 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.5% |
23.1 |
0.4% |
92% |
False |
False |
7,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,842.0 |
2.618 |
5,744.1 |
1.618 |
5,684.1 |
1.000 |
5,647.0 |
0.618 |
5,624.1 |
HIGH |
5,587.0 |
0.618 |
5,564.1 |
0.500 |
5,557.0 |
0.382 |
5,549.9 |
LOW |
5,527.0 |
0.618 |
5,489.9 |
1.000 |
5,467.0 |
1.618 |
5,429.9 |
2.618 |
5,369.9 |
4.250 |
5,272.0 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,566.3 |
5,554.5 |
PP |
5,561.7 |
5,538.0 |
S1 |
5,557.0 |
5,521.5 |
|