| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,259.0 |
1,283.0 |
24.0 |
1.9% |
1,294.0 |
| High |
1,285.4 |
1,283.9 |
-1.5 |
-0.1% |
1,300.2 |
| Low |
1,257.5 |
1,266.5 |
9.0 |
0.7% |
1,252.1 |
| Close |
1,279.2 |
1,276.9 |
-2.3 |
-0.2% |
1,279.2 |
| Range |
27.9 |
17.4 |
-10.5 |
-37.6% |
48.1 |
| ATR |
23.3 |
22.9 |
-0.4 |
-1.8% |
0.0 |
| Volume |
163,882 |
119,882 |
-44,000 |
-26.8% |
707,320 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.0 |
1,319.8 |
1,286.5 |
|
| R3 |
1,310.6 |
1,302.4 |
1,281.7 |
|
| R2 |
1,293.2 |
1,293.2 |
1,280.1 |
|
| R1 |
1,285.0 |
1,285.0 |
1,278.5 |
1,280.4 |
| PP |
1,275.8 |
1,275.8 |
1,275.8 |
1,273.5 |
| S1 |
1,267.6 |
1,267.6 |
1,275.3 |
1,263.0 |
| S2 |
1,258.4 |
1,258.4 |
1,273.7 |
|
| S3 |
1,241.0 |
1,250.2 |
1,272.1 |
|
| S4 |
1,223.6 |
1,232.8 |
1,267.3 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.5 |
1,398.4 |
1,305.7 |
|
| R3 |
1,373.4 |
1,350.3 |
1,292.4 |
|
| R2 |
1,325.3 |
1,325.3 |
1,288.0 |
|
| R1 |
1,302.2 |
1,302.2 |
1,283.6 |
1,289.7 |
| PP |
1,277.2 |
1,277.2 |
1,277.2 |
1,270.9 |
| S1 |
1,254.1 |
1,254.1 |
1,274.8 |
1,241.6 |
| S2 |
1,229.1 |
1,229.1 |
1,270.4 |
|
| S3 |
1,181.0 |
1,206.0 |
1,266.0 |
|
| S4 |
1,132.9 |
1,157.9 |
1,252.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,298.6 |
1,252.1 |
46.5 |
3.6% |
24.0 |
1.9% |
53% |
False |
False |
153,684 |
| 10 |
1,308.8 |
1,252.1 |
56.7 |
4.4% |
23.7 |
1.9% |
44% |
False |
False |
94,987 |
| 20 |
1,308.8 |
1,179.3 |
129.5 |
10.1% |
22.2 |
1.7% |
75% |
False |
False |
56,269 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.0% |
21.6 |
1.7% |
77% |
False |
False |
30,020 |
| 60 |
1,308.8 |
1,132.1 |
176.7 |
13.8% |
22.2 |
1.7% |
82% |
False |
False |
21,613 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
13.8% |
19.8 |
1.5% |
82% |
False |
False |
16,658 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
13.8% |
18.3 |
1.4% |
82% |
False |
False |
13,584 |
| 120 |
1,320.2 |
1,132.1 |
188.1 |
14.7% |
16.7 |
1.3% |
77% |
False |
False |
11,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,357.9 |
|
2.618 |
1,329.5 |
|
1.618 |
1,312.1 |
|
1.000 |
1,301.3 |
|
0.618 |
1,294.7 |
|
HIGH |
1,283.9 |
|
0.618 |
1,277.3 |
|
0.500 |
1,275.2 |
|
0.382 |
1,273.1 |
|
LOW |
1,266.5 |
|
0.618 |
1,255.7 |
|
1.000 |
1,249.1 |
|
1.618 |
1,238.3 |
|
2.618 |
1,220.9 |
|
4.250 |
1,192.6 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.3 |
1,274.4 |
| PP |
1,275.8 |
1,271.9 |
| S1 |
1,275.2 |
1,269.4 |
|