| 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 |
3,319.0 |
3,279.0 |
-40.0 |
-1.2% |
3,283.0 |
| High |
3,319.0 |
3,312.0 |
-7.0 |
-0.2% |
3,354.0 |
| Low |
3,260.0 |
3,260.0 |
0.0 |
0.0% |
3,235.0 |
| Close |
3,276.0 |
3,293.0 |
17.0 |
0.5% |
3,276.0 |
| Range |
59.0 |
52.0 |
-7.0 |
-11.9% |
119.0 |
| ATR |
75.3 |
73.7 |
-1.7 |
-2.2% |
0.0 |
| Volume |
1,068 |
1,768 |
700 |
65.5% |
14,046 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,444.3 |
3,420.7 |
3,321.6 |
|
| R3 |
3,392.3 |
3,368.7 |
3,307.3 |
|
| R2 |
3,340.3 |
3,340.3 |
3,302.5 |
|
| R1 |
3,316.7 |
3,316.7 |
3,297.8 |
3,328.5 |
| PP |
3,288.3 |
3,288.3 |
3,288.3 |
3,294.3 |
| S1 |
3,264.7 |
3,264.7 |
3,288.2 |
3,276.5 |
| S2 |
3,236.3 |
3,236.3 |
3,283.5 |
|
| S3 |
3,184.3 |
3,212.7 |
3,278.7 |
|
| S4 |
3,132.3 |
3,160.7 |
3,264.4 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,645.3 |
3,579.7 |
3,341.5 |
|
| R3 |
3,526.3 |
3,460.7 |
3,308.7 |
|
| R2 |
3,407.3 |
3,407.3 |
3,297.8 |
|
| R1 |
3,341.7 |
3,341.7 |
3,286.9 |
3,315.0 |
| PP |
3,288.3 |
3,288.3 |
3,288.3 |
3,275.0 |
| S1 |
3,222.7 |
3,222.7 |
3,265.1 |
3,196.0 |
| S2 |
3,169.3 |
3,169.3 |
3,254.2 |
|
| S3 |
3,050.3 |
3,103.7 |
3,243.3 |
|
| S4 |
2,931.3 |
2,984.7 |
3,210.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,344.0 |
3,235.0 |
109.0 |
3.3% |
71.8 |
2.2% |
53% |
False |
False |
2,216 |
| 10 |
3,354.0 |
3,137.0 |
217.0 |
6.6% |
68.9 |
2.1% |
72% |
False |
False |
2,118 |
| 20 |
3,354.0 |
2,912.0 |
442.0 |
13.4% |
73.6 |
2.2% |
86% |
False |
False |
1,716 |
| 40 |
3,354.0 |
2,848.0 |
506.0 |
15.4% |
67.3 |
2.0% |
88% |
False |
False |
1,185 |
| 60 |
3,354.0 |
2,848.0 |
506.0 |
15.4% |
52.7 |
1.6% |
88% |
False |
False |
843 |
| 80 |
3,354.0 |
2,710.0 |
644.0 |
19.6% |
50.1 |
1.5% |
91% |
False |
False |
666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,533.0 |
|
2.618 |
3,448.1 |
|
1.618 |
3,396.1 |
|
1.000 |
3,364.0 |
|
0.618 |
3,344.1 |
|
HIGH |
3,312.0 |
|
0.618 |
3,292.1 |
|
0.500 |
3,286.0 |
|
0.382 |
3,279.9 |
|
LOW |
3,260.0 |
|
0.618 |
3,227.9 |
|
1.000 |
3,208.0 |
|
1.618 |
3,175.9 |
|
2.618 |
3,123.9 |
|
4.250 |
3,039.0 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,290.7 |
3,289.3 |
| PP |
3,288.3 |
3,285.7 |
| S1 |
3,286.0 |
3,282.0 |
|