Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,275.6 |
1,261.5 |
-14.1 |
-1.1% |
1,294.0 |
High |
1,286.5 |
1,273.3 |
-13.2 |
-1.0% |
1,300.2 |
Low |
1,255.8 |
1,256.9 |
1.1 |
0.1% |
1,252.1 |
Close |
1,260.3 |
1,264.5 |
4.2 |
0.3% |
1,279.2 |
Range |
30.7 |
16.4 |
-14.3 |
-46.6% |
48.1 |
ATR |
23.5 |
23.0 |
-0.5 |
-2.1% |
0.0 |
Volume |
181,991 |
136,182 |
-45,809 |
-25.2% |
707,320 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.1 |
1,305.7 |
1,273.5 |
|
R3 |
1,297.7 |
1,289.3 |
1,269.0 |
|
R2 |
1,281.3 |
1,281.3 |
1,267.5 |
|
R1 |
1,272.9 |
1,272.9 |
1,266.0 |
1,277.1 |
PP |
1,264.9 |
1,264.9 |
1,264.9 |
1,267.0 |
S1 |
1,256.5 |
1,256.5 |
1,263.0 |
1,260.7 |
S2 |
1,248.5 |
1,248.5 |
1,261.5 |
|
S3 |
1,232.1 |
1,240.1 |
1,260.0 |
|
S4 |
1,215.7 |
1,223.7 |
1,255.5 |
|
|
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 |
1,286.6 |
1,252.1 |
34.5 |
2.7% |
25.4 |
2.0% |
36% |
False |
False |
169,117 |
10 |
1,308.8 |
1,252.1 |
56.7 |
4.5% |
23.7 |
1.9% |
22% |
False |
False |
122,335 |
20 |
1,308.8 |
1,205.5 |
103.3 |
8.2% |
22.1 |
1.8% |
57% |
False |
False |
71,610 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.1% |
22.0 |
1.7% |
68% |
False |
False |
37,863 |
60 |
1,308.8 |
1,132.1 |
176.7 |
14.0% |
22.4 |
1.8% |
75% |
False |
False |
26,839 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.0% |
20.0 |
1.6% |
75% |
False |
False |
20,575 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.0% |
18.6 |
1.5% |
75% |
False |
False |
16,712 |
120 |
1,319.3 |
1,132.1 |
187.2 |
14.8% |
17.0 |
1.3% |
71% |
False |
False |
14,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.0 |
2.618 |
1,316.2 |
1.618 |
1,299.8 |
1.000 |
1,289.7 |
0.618 |
1,283.4 |
HIGH |
1,273.3 |
0.618 |
1,267.0 |
0.500 |
1,265.1 |
0.382 |
1,263.2 |
LOW |
1,256.9 |
0.618 |
1,246.8 |
1.000 |
1,240.5 |
1.618 |
1,230.4 |
2.618 |
1,214.0 |
4.250 |
1,187.2 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,265.1 |
1,271.2 |
PP |
1,264.9 |
1,268.9 |
S1 |
1,264.7 |
1,266.7 |
|