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 |
5,742.0 |
5,715.0 |
-27.0 |
-0.5% |
5,452.0 |
High |
5,755.0 |
5,768.0 |
13.0 |
0.2% |
5,570.0 |
Low |
5,683.0 |
5,704.0 |
21.0 |
0.4% |
5,439.0 |
Close |
5,726.0 |
5,755.0 |
29.0 |
0.5% |
5,542.0 |
Range |
72.0 |
64.0 |
-8.0 |
-11.1% |
131.0 |
ATR |
71.5 |
70.9 |
-0.5 |
-0.7% |
0.0 |
Volume |
32,036 |
31,615 |
-421 |
-1.3% |
99,235 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,934.3 |
5,908.7 |
5,790.2 |
|
R3 |
5,870.3 |
5,844.7 |
5,772.6 |
|
R2 |
5,806.3 |
5,806.3 |
5,766.7 |
|
R1 |
5,780.7 |
5,780.7 |
5,760.9 |
5,793.5 |
PP |
5,742.3 |
5,742.3 |
5,742.3 |
5,748.8 |
S1 |
5,716.7 |
5,716.7 |
5,749.1 |
5,729.5 |
S2 |
5,678.3 |
5,678.3 |
5,743.3 |
|
S3 |
5,614.3 |
5,652.7 |
5,737.4 |
|
S4 |
5,550.3 |
5,588.7 |
5,719.8 |
|
|
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 |
5,768.0 |
5,527.0 |
241.0 |
4.2% |
65.6 |
1.1% |
95% |
True |
False |
28,799 |
10 |
5,768.0 |
5,354.0 |
414.0 |
7.2% |
57.7 |
1.0% |
97% |
True |
False |
25,643 |
20 |
5,768.0 |
5,213.0 |
555.0 |
9.6% |
56.0 |
1.0% |
98% |
True |
False |
24,331 |
40 |
5,768.0 |
5,081.0 |
687.0 |
11.9% |
62.5 |
1.1% |
98% |
True |
False |
25,681 |
60 |
5,768.0 |
5,081.0 |
687.0 |
11.9% |
48.7 |
0.8% |
98% |
True |
False |
17,139 |
80 |
5,768.0 |
5,081.0 |
687.0 |
11.9% |
37.2 |
0.6% |
98% |
True |
False |
12,869 |
100 |
5,768.0 |
5,081.0 |
687.0 |
11.9% |
29.9 |
0.5% |
98% |
True |
False |
10,298 |
120 |
5,768.0 |
5,081.0 |
687.0 |
11.9% |
25.0 |
0.4% |
98% |
True |
False |
8,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,040.0 |
2.618 |
5,935.6 |
1.618 |
5,871.6 |
1.000 |
5,832.0 |
0.618 |
5,807.6 |
HIGH |
5,768.0 |
0.618 |
5,743.6 |
0.500 |
5,736.0 |
0.382 |
5,728.4 |
LOW |
5,704.0 |
0.618 |
5,664.4 |
1.000 |
5,640.0 |
1.618 |
5,600.4 |
2.618 |
5,536.4 |
4.250 |
5,432.0 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,748.7 |
5,727.5 |
PP |
5,742.3 |
5,700.0 |
S1 |
5,736.0 |
5,672.5 |
|