Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,270.4 |
1,266.4 |
-4.0 |
-0.3% |
1,283.0 |
High |
1,274.6 |
1,269.0 |
-5.6 |
-0.4% |
1,286.5 |
Low |
1,256.1 |
1,228.2 |
-27.9 |
-2.2% |
1,228.2 |
Close |
1,262.7 |
1,234.6 |
-28.1 |
-2.2% |
1,234.6 |
Range |
18.5 |
40.8 |
22.3 |
120.5% |
58.3 |
ATR |
22.6 |
23.9 |
1.3 |
5.7% |
0.0 |
Volume |
113,827 |
205,095 |
91,268 |
80.2% |
756,977 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.3 |
1,341.3 |
1,257.0 |
|
R3 |
1,325.5 |
1,300.5 |
1,245.8 |
|
R2 |
1,284.7 |
1,284.7 |
1,242.1 |
|
R1 |
1,259.7 |
1,259.7 |
1,238.3 |
1,251.8 |
PP |
1,243.9 |
1,243.9 |
1,243.9 |
1,240.0 |
S1 |
1,218.9 |
1,218.9 |
1,230.9 |
1,211.0 |
S2 |
1,203.1 |
1,203.1 |
1,227.1 |
|
S3 |
1,162.3 |
1,178.1 |
1,223.4 |
|
S4 |
1,121.5 |
1,137.3 |
1,212.2 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.7 |
1,387.9 |
1,266.7 |
|
R3 |
1,366.4 |
1,329.6 |
1,250.6 |
|
R2 |
1,308.1 |
1,308.1 |
1,245.3 |
|
R1 |
1,271.3 |
1,271.3 |
1,239.9 |
1,260.6 |
PP |
1,249.8 |
1,249.8 |
1,249.8 |
1,244.4 |
S1 |
1,213.0 |
1,213.0 |
1,229.3 |
1,202.3 |
S2 |
1,191.5 |
1,191.5 |
1,223.9 |
|
S3 |
1,133.2 |
1,154.7 |
1,218.6 |
|
S4 |
1,074.9 |
1,096.4 |
1,202.5 |
|
|
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 |
1,228.2 |
58.3 |
4.7% |
24.8 |
2.0% |
11% |
False |
True |
151,395 |
10 |
1,300.2 |
1,228.2 |
72.0 |
5.8% |
25.0 |
2.0% |
9% |
False |
True |
146,429 |
20 |
1,308.8 |
1,208.7 |
100.1 |
8.1% |
24.0 |
1.9% |
26% |
False |
False |
85,930 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.4% |
22.0 |
1.8% |
47% |
False |
False |
45,637 |
60 |
1,308.8 |
1,143.4 |
165.4 |
13.4% |
22.3 |
1.8% |
55% |
False |
False |
32,048 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.3% |
20.6 |
1.7% |
58% |
False |
False |
24,526 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.3% |
19.0 |
1.5% |
58% |
False |
False |
19,882 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.3% |
17.3 |
1.4% |
58% |
False |
False |
16,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.4 |
2.618 |
1,375.8 |
1.618 |
1,335.0 |
1.000 |
1,309.8 |
0.618 |
1,294.2 |
HIGH |
1,269.0 |
0.618 |
1,253.4 |
0.500 |
1,248.6 |
0.382 |
1,243.8 |
LOW |
1,228.2 |
0.618 |
1,203.0 |
1.000 |
1,187.4 |
1.618 |
1,162.2 |
2.618 |
1,121.4 |
4.250 |
1,054.8 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,248.6 |
1,251.4 |
PP |
1,243.9 |
1,245.8 |
S1 |
1,239.3 |
1,240.2 |
|