Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,782.0 |
5,747.0 |
-35.0 |
-0.6% |
5,538.0 |
High |
5,796.0 |
5,762.0 |
-34.0 |
-0.6% |
5,796.0 |
Low |
5,749.0 |
5,725.0 |
-24.0 |
-0.4% |
5,527.0 |
Close |
5,752.0 |
5,760.0 |
8.0 |
0.1% |
5,752.0 |
Range |
47.0 |
37.0 |
-10.0 |
-21.3% |
269.0 |
ATR |
69.2 |
66.9 |
-2.3 |
-3.3% |
0.0 |
Volume |
25,136 |
19,180 |
-5,956 |
-23.7% |
143,213 |
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,860.0 |
5,847.0 |
5,780.4 |
|
R3 |
5,823.0 |
5,810.0 |
5,770.2 |
|
R2 |
5,786.0 |
5,786.0 |
5,766.8 |
|
R1 |
5,773.0 |
5,773.0 |
5,763.4 |
5,779.5 |
PP |
5,749.0 |
5,749.0 |
5,749.0 |
5,752.3 |
S1 |
5,736.0 |
5,736.0 |
5,756.6 |
5,742.5 |
S2 |
5,712.0 |
5,712.0 |
5,753.2 |
|
S3 |
5,675.0 |
5,699.0 |
5,749.8 |
|
S4 |
5,638.0 |
5,662.0 |
5,739.7 |
|
|
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 |
5,577.0 |
219.0 |
3.8% |
61.8 |
1.1% |
84% |
False |
False |
27,865 |
10 |
5,796.0 |
5,439.0 |
357.0 |
6.2% |
59.0 |
1.0% |
90% |
False |
False |
26,162 |
20 |
5,796.0 |
5,213.0 |
583.0 |
10.1% |
55.5 |
1.0% |
94% |
False |
False |
24,291 |
40 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
61.4 |
1.1% |
95% |
False |
False |
26,758 |
60 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
50.1 |
0.9% |
95% |
False |
False |
17,878 |
80 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
38.2 |
0.7% |
95% |
False |
False |
13,421 |
100 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
30.8 |
0.5% |
95% |
False |
False |
10,741 |
120 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
25.7 |
0.4% |
95% |
False |
False |
8,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,919.3 |
2.618 |
5,858.9 |
1.618 |
5,821.9 |
1.000 |
5,799.0 |
0.618 |
5,784.9 |
HIGH |
5,762.0 |
0.618 |
5,747.9 |
0.500 |
5,743.5 |
0.382 |
5,739.1 |
LOW |
5,725.0 |
0.618 |
5,702.1 |
1.000 |
5,688.0 |
1.618 |
5,665.1 |
2.618 |
5,628.1 |
4.250 |
5,567.8 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,754.5 |
5,756.7 |
PP |
5,749.0 |
5,753.3 |
S1 |
5,743.5 |
5,750.0 |
|