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 |
5,538.0 |
5,608.0 |
70.0 |
1.3% |
5,452.0 |
High |
5,587.0 |
5,666.0 |
79.0 |
1.4% |
5,570.0 |
Low |
5,527.0 |
5,577.0 |
50.0 |
0.9% |
5,439.0 |
Close |
5,571.0 |
5,643.0 |
72.0 |
1.3% |
5,542.0 |
Range |
60.0 |
89.0 |
29.0 |
48.3% |
131.0 |
ATR |
66.3 |
68.4 |
2.0 |
3.1% |
0.0 |
Volume |
23,065 |
31,361 |
8,296 |
36.0% |
99,235 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,895.7 |
5,858.3 |
5,692.0 |
|
R3 |
5,806.7 |
5,769.3 |
5,667.5 |
|
R2 |
5,717.7 |
5,717.7 |
5,659.3 |
|
R1 |
5,680.3 |
5,680.3 |
5,651.2 |
5,699.0 |
PP |
5,628.7 |
5,628.7 |
5,628.7 |
5,638.0 |
S1 |
5,591.3 |
5,591.3 |
5,634.8 |
5,610.0 |
S2 |
5,539.7 |
5,539.7 |
5,626.7 |
|
S3 |
5,450.7 |
5,502.3 |
5,618.5 |
|
S4 |
5,361.7 |
5,413.3 |
5,594.1 |
|
|
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 |
5,666.0 |
5,456.0 |
210.0 |
3.7% |
61.8 |
1.1% |
89% |
True |
False |
25,408 |
10 |
5,666.0 |
5,231.0 |
435.0 |
7.7% |
54.6 |
1.0% |
95% |
True |
False |
23,778 |
20 |
5,666.0 |
5,213.0 |
453.0 |
8.0% |
55.1 |
1.0% |
95% |
True |
False |
23,927 |
40 |
5,666.0 |
5,081.0 |
585.0 |
10.4% |
61.7 |
1.1% |
96% |
True |
False |
24,103 |
60 |
5,666.0 |
5,081.0 |
585.0 |
10.4% |
46.4 |
0.8% |
96% |
True |
False |
16,078 |
80 |
5,666.0 |
5,081.0 |
585.0 |
10.4% |
35.5 |
0.6% |
96% |
True |
False |
12,076 |
100 |
5,666.0 |
5,081.0 |
585.0 |
10.4% |
28.6 |
0.5% |
96% |
True |
False |
9,662 |
120 |
5,666.0 |
5,081.0 |
585.0 |
10.4% |
23.8 |
0.4% |
96% |
True |
False |
8,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,044.3 |
2.618 |
5,899.0 |
1.618 |
5,810.0 |
1.000 |
5,755.0 |
0.618 |
5,721.0 |
HIGH |
5,666.0 |
0.618 |
5,632.0 |
0.500 |
5,621.5 |
0.382 |
5,611.0 |
LOW |
5,577.0 |
0.618 |
5,522.0 |
1.000 |
5,488.0 |
1.618 |
5,433.0 |
2.618 |
5,344.0 |
4.250 |
5,198.8 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,635.8 |
5,627.5 |
PP |
5,628.7 |
5,612.0 |
S1 |
5,621.5 |
5,596.5 |
|