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 |
3,279.0 |
3,308.0 |
29.0 |
0.9% |
3,283.0 |
High |
3,312.0 |
3,356.0 |
44.0 |
1.3% |
3,354.0 |
Low |
3,260.0 |
3,308.0 |
48.0 |
1.5% |
3,235.0 |
Close |
3,293.0 |
3,344.0 |
51.0 |
1.5% |
3,276.0 |
Range |
52.0 |
48.0 |
-4.0 |
-7.7% |
119.0 |
ATR |
73.7 |
72.9 |
-0.8 |
-1.0% |
0.0 |
Volume |
1,768 |
483 |
-1,285 |
-72.7% |
14,046 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,480.0 |
3,460.0 |
3,370.4 |
|
R3 |
3,432.0 |
3,412.0 |
3,357.2 |
|
R2 |
3,384.0 |
3,384.0 |
3,352.8 |
|
R1 |
3,364.0 |
3,364.0 |
3,348.4 |
3,374.0 |
PP |
3,336.0 |
3,336.0 |
3,336.0 |
3,341.0 |
S1 |
3,316.0 |
3,316.0 |
3,339.6 |
3,326.0 |
S2 |
3,288.0 |
3,288.0 |
3,335.2 |
|
S3 |
3,240.0 |
3,268.0 |
3,330.8 |
|
S4 |
3,192.0 |
3,220.0 |
3,317.6 |
|
|
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 |
3,356.0 |
3,235.0 |
121.0 |
3.6% |
68.0 |
2.0% |
90% |
True |
False |
1,578 |
10 |
3,356.0 |
3,137.0 |
219.0 |
6.5% |
70.6 |
2.1% |
95% |
True |
False |
2,133 |
20 |
3,356.0 |
2,940.0 |
416.0 |
12.4% |
72.5 |
2.2% |
97% |
True |
False |
1,723 |
40 |
3,356.0 |
2,848.0 |
508.0 |
15.2% |
68.0 |
2.0% |
98% |
True |
False |
1,197 |
60 |
3,356.0 |
2,848.0 |
508.0 |
15.2% |
52.4 |
1.6% |
98% |
True |
False |
850 |
80 |
3,356.0 |
2,710.0 |
646.0 |
19.3% |
50.2 |
1.5% |
98% |
True |
False |
672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,560.0 |
2.618 |
3,481.7 |
1.618 |
3,433.7 |
1.000 |
3,404.0 |
0.618 |
3,385.7 |
HIGH |
3,356.0 |
0.618 |
3,337.7 |
0.500 |
3,332.0 |
0.382 |
3,326.3 |
LOW |
3,308.0 |
0.618 |
3,278.3 |
1.000 |
3,260.0 |
1.618 |
3,230.3 |
2.618 |
3,182.3 |
4.250 |
3,104.0 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,340.0 |
3,332.0 |
PP |
3,336.0 |
3,320.0 |
S1 |
3,332.0 |
3,308.0 |
|