Trading Metrics calculated at close of trading on 10-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,747.0 |
5,760.0 |
13.0 |
0.2% |
5,538.0 |
High |
5,762.0 |
5,767.0 |
5.0 |
0.1% |
5,796.0 |
Low |
5,725.0 |
5,723.0 |
-2.0 |
0.0% |
5,527.0 |
Close |
5,760.0 |
5,753.0 |
-7.0 |
-0.1% |
5,752.0 |
Range |
37.0 |
44.0 |
7.0 |
18.9% |
269.0 |
ATR |
66.9 |
65.3 |
-1.6 |
-2.4% |
0.0 |
Volume |
19,180 |
24,083 |
4,903 |
25.6% |
143,213 |
|
Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,879.7 |
5,860.3 |
5,777.2 |
|
R3 |
5,835.7 |
5,816.3 |
5,765.1 |
|
R2 |
5,791.7 |
5,791.7 |
5,761.1 |
|
R1 |
5,772.3 |
5,772.3 |
5,757.0 |
5,760.0 |
PP |
5,747.7 |
5,747.7 |
5,747.7 |
5,741.5 |
S1 |
5,728.3 |
5,728.3 |
5,749.0 |
5,716.0 |
S2 |
5,703.7 |
5,703.7 |
5,744.9 |
|
S3 |
5,659.7 |
5,684.3 |
5,740.9 |
|
S4 |
5,615.7 |
5,640.3 |
5,728.8 |
|
|
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 |
5,683.0 |
113.0 |
2.0% |
52.8 |
0.9% |
62% |
False |
False |
26,410 |
10 |
5,796.0 |
5,456.0 |
340.0 |
5.9% |
57.3 |
1.0% |
87% |
False |
False |
25,909 |
20 |
5,796.0 |
5,213.0 |
583.0 |
10.1% |
55.9 |
1.0% |
93% |
False |
False |
24,777 |
40 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
60.7 |
1.1% |
94% |
False |
False |
27,297 |
60 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
50.6 |
0.9% |
94% |
False |
False |
18,279 |
80 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
38.7 |
0.7% |
94% |
False |
False |
13,722 |
100 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
31.2 |
0.5% |
94% |
False |
False |
10,982 |
120 |
5,796.0 |
5,081.0 |
715.0 |
12.4% |
26.0 |
0.5% |
94% |
False |
False |
9,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,954.0 |
2.618 |
5,882.2 |
1.618 |
5,838.2 |
1.000 |
5,811.0 |
0.618 |
5,794.2 |
HIGH |
5,767.0 |
0.618 |
5,750.2 |
0.500 |
5,745.0 |
0.382 |
5,739.8 |
LOW |
5,723.0 |
0.618 |
5,695.8 |
1.000 |
5,679.0 |
1.618 |
5,651.8 |
2.618 |
5,607.8 |
4.250 |
5,536.0 |
|
|
Fisher Pivots for day following 10-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,750.3 |
5,759.5 |
PP |
5,747.7 |
5,757.3 |
S1 |
5,745.0 |
5,755.2 |
|