| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,261.5 |
1,270.4 |
8.9 |
0.7% |
1,294.0 |
| High |
1,273.3 |
1,274.6 |
1.3 |
0.1% |
1,300.2 |
| Low |
1,256.9 |
1,256.1 |
-0.8 |
-0.1% |
1,252.1 |
| Close |
1,264.5 |
1,262.7 |
-1.8 |
-0.1% |
1,279.2 |
| Range |
16.4 |
18.5 |
2.1 |
12.8% |
48.1 |
| ATR |
23.0 |
22.6 |
-0.3 |
-1.4% |
0.0 |
| Volume |
136,182 |
113,827 |
-22,355 |
-16.4% |
707,320 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.0 |
1,309.8 |
1,272.9 |
|
| R3 |
1,301.5 |
1,291.3 |
1,267.8 |
|
| R2 |
1,283.0 |
1,283.0 |
1,266.1 |
|
| R1 |
1,272.8 |
1,272.8 |
1,264.4 |
1,268.7 |
| PP |
1,264.5 |
1,264.5 |
1,264.5 |
1,262.4 |
| S1 |
1,254.3 |
1,254.3 |
1,261.0 |
1,250.2 |
| S2 |
1,246.0 |
1,246.0 |
1,259.3 |
|
| S3 |
1,227.5 |
1,235.8 |
1,257.6 |
|
| S4 |
1,209.0 |
1,217.3 |
1,252.5 |
|
|
| 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 |
1,286.5 |
1,255.8 |
30.7 |
2.4% |
22.2 |
1.8% |
22% |
False |
False |
143,152 |
| 10 |
1,303.0 |
1,252.1 |
50.9 |
4.0% |
22.7 |
1.8% |
21% |
False |
False |
129,967 |
| 20 |
1,308.8 |
1,205.5 |
103.3 |
8.2% |
22.5 |
1.8% |
55% |
False |
False |
76,088 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.1% |
21.9 |
1.7% |
67% |
False |
False |
40,626 |
| 60 |
1,308.8 |
1,143.4 |
165.4 |
13.1% |
22.1 |
1.7% |
72% |
False |
False |
28,704 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
14.0% |
20.2 |
1.6% |
74% |
False |
False |
21,984 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
14.0% |
18.7 |
1.5% |
74% |
False |
False |
17,841 |
| 120 |
1,315.9 |
1,132.1 |
183.8 |
14.6% |
17.1 |
1.4% |
71% |
False |
False |
15,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,353.2 |
|
2.618 |
1,323.0 |
|
1.618 |
1,304.5 |
|
1.000 |
1,293.1 |
|
0.618 |
1,286.0 |
|
HIGH |
1,274.6 |
|
0.618 |
1,267.5 |
|
0.500 |
1,265.4 |
|
0.382 |
1,263.2 |
|
LOW |
1,256.1 |
|
0.618 |
1,244.7 |
|
1.000 |
1,237.6 |
|
1.618 |
1,226.2 |
|
2.618 |
1,207.7 |
|
4.250 |
1,177.5 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,265.4 |
1,271.2 |
| PP |
1,264.5 |
1,268.3 |
| S1 |
1,263.6 |
1,265.5 |
|