| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,283.0 |
1,275.6 |
-7.4 |
-0.6% |
1,294.0 |
| High |
1,283.9 |
1,286.5 |
2.6 |
0.2% |
1,300.2 |
| Low |
1,266.5 |
1,255.8 |
-10.7 |
-0.8% |
1,252.1 |
| Close |
1,276.9 |
1,260.3 |
-16.6 |
-1.3% |
1,279.2 |
| Range |
17.4 |
30.7 |
13.3 |
76.4% |
48.1 |
| ATR |
22.9 |
23.5 |
0.6 |
2.4% |
0.0 |
| Volume |
119,882 |
181,991 |
62,109 |
51.8% |
707,320 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.6 |
1,340.7 |
1,277.2 |
|
| R3 |
1,328.9 |
1,310.0 |
1,268.7 |
|
| R2 |
1,298.2 |
1,298.2 |
1,265.9 |
|
| R1 |
1,279.3 |
1,279.3 |
1,263.1 |
1,273.4 |
| PP |
1,267.5 |
1,267.5 |
1,267.5 |
1,264.6 |
| S1 |
1,248.6 |
1,248.6 |
1,257.5 |
1,242.7 |
| S2 |
1,236.8 |
1,236.8 |
1,254.7 |
|
| S3 |
1,206.1 |
1,217.9 |
1,251.9 |
|
| S4 |
1,175.4 |
1,187.2 |
1,243.4 |
|
|
| 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 |
1,294.6 |
1,252.1 |
42.5 |
3.4% |
25.0 |
2.0% |
19% |
False |
False |
172,075 |
| 10 |
1,308.8 |
1,252.1 |
56.7 |
4.5% |
24.3 |
1.9% |
14% |
False |
False |
111,010 |
| 20 |
1,308.8 |
1,203.4 |
105.4 |
8.4% |
22.3 |
1.8% |
54% |
False |
False |
65,098 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.1% |
22.1 |
1.8% |
65% |
False |
False |
34,514 |
| 60 |
1,308.8 |
1,132.1 |
176.7 |
14.0% |
22.3 |
1.8% |
73% |
False |
False |
24,628 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
14.0% |
19.9 |
1.6% |
73% |
False |
False |
18,907 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
14.0% |
18.5 |
1.5% |
73% |
False |
False |
15,369 |
| 120 |
1,319.3 |
1,132.1 |
187.2 |
14.9% |
16.9 |
1.3% |
68% |
False |
False |
13,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,417.0 |
|
2.618 |
1,366.9 |
|
1.618 |
1,336.2 |
|
1.000 |
1,317.2 |
|
0.618 |
1,305.5 |
|
HIGH |
1,286.5 |
|
0.618 |
1,274.8 |
|
0.500 |
1,271.2 |
|
0.382 |
1,267.5 |
|
LOW |
1,255.8 |
|
0.618 |
1,236.8 |
|
1.000 |
1,225.1 |
|
1.618 |
1,206.1 |
|
2.618 |
1,175.4 |
|
4.250 |
1,125.3 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,271.2 |
1,271.2 |
| PP |
1,267.5 |
1,267.5 |
| S1 |
1,263.9 |
1,263.9 |
|