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 |
5,715.0 |
5,782.0 |
67.0 |
1.2% |
5,538.0 |
High |
5,768.0 |
5,796.0 |
28.0 |
0.5% |
5,796.0 |
Low |
5,704.0 |
5,749.0 |
45.0 |
0.8% |
5,527.0 |
Close |
5,755.0 |
5,752.0 |
-3.0 |
-0.1% |
5,752.0 |
Range |
64.0 |
47.0 |
-17.0 |
-26.6% |
269.0 |
ATR |
70.9 |
69.2 |
-1.7 |
-2.4% |
0.0 |
Volume |
31,615 |
25,136 |
-6,479 |
-20.5% |
143,213 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,906.7 |
5,876.3 |
5,777.9 |
|
R3 |
5,859.7 |
5,829.3 |
5,764.9 |
|
R2 |
5,812.7 |
5,812.7 |
5,760.6 |
|
R1 |
5,782.3 |
5,782.3 |
5,756.3 |
5,774.0 |
PP |
5,765.7 |
5,765.7 |
5,765.7 |
5,761.5 |
S1 |
5,735.3 |
5,735.3 |
5,747.7 |
5,727.0 |
S2 |
5,718.7 |
5,718.7 |
5,743.4 |
|
S3 |
5,671.7 |
5,688.3 |
5,739.1 |
|
S4 |
5,624.7 |
5,641.3 |
5,726.2 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,498.7 |
6,394.3 |
5,900.0 |
|
R3 |
6,229.7 |
6,125.3 |
5,826.0 |
|
R2 |
5,960.7 |
5,960.7 |
5,801.3 |
|
R1 |
5,856.3 |
5,856.3 |
5,776.7 |
5,908.5 |
PP |
5,691.7 |
5,691.7 |
5,691.7 |
5,717.8 |
S1 |
5,587.3 |
5,587.3 |
5,727.3 |
5,639.5 |
S2 |
5,422.7 |
5,422.7 |
5,702.7 |
|
S3 |
5,153.7 |
5,318.3 |
5,678.0 |
|
S4 |
4,884.7 |
5,049.3 |
5,604.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,796.0 |
5,527.0 |
269.0 |
4.7% |
66.4 |
1.2% |
84% |
True |
False |
28,642 |
10 |
5,796.0 |
5,414.0 |
382.0 |
6.6% |
59.2 |
1.0% |
88% |
True |
False |
26,331 |
20 |
5,796.0 |
5,213.0 |
583.0 |
10.1% |
56.1 |
1.0% |
92% |
True |
False |
24,395 |
40 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
62.2 |
1.1% |
94% |
True |
False |
26,303 |
60 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
49.5 |
0.9% |
94% |
True |
False |
17,558 |
80 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
37.7 |
0.7% |
94% |
True |
False |
13,182 |
100 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
30.4 |
0.5% |
94% |
True |
False |
10,550 |
120 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
25.3 |
0.4% |
94% |
True |
False |
8,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,995.8 |
2.618 |
5,919.0 |
1.618 |
5,872.0 |
1.000 |
5,843.0 |
0.618 |
5,825.0 |
HIGH |
5,796.0 |
0.618 |
5,778.0 |
0.500 |
5,772.5 |
0.382 |
5,767.0 |
LOW |
5,749.0 |
0.618 |
5,720.0 |
1.000 |
5,702.0 |
1.618 |
5,673.0 |
2.618 |
5,626.0 |
4.250 |
5,549.3 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,772.5 |
5,747.8 |
PP |
5,765.7 |
5,743.7 |
S1 |
5,758.8 |
5,739.5 |
|