| 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 |
10,946.0 |
10,815.0 |
-131.0 |
-1.2% |
10,611.0 |
| High |
10,950.0 |
10,941.0 |
-9.0 |
-0.1% |
10,867.5 |
| Low |
10,828.5 |
10,815.0 |
-13.5 |
-0.1% |
10,569.5 |
| Close |
10,917.0 |
10,918.5 |
1.5 |
0.0% |
10,708.0 |
| Range |
121.5 |
126.0 |
4.5 |
3.7% |
298.0 |
| ATR |
203.3 |
197.7 |
-5.5 |
-2.7% |
0.0 |
| Volume |
2,003 |
748 |
-1,255 |
-62.7% |
3,398 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,269.5 |
11,220.0 |
10,987.8 |
|
| R3 |
11,143.5 |
11,094.0 |
10,953.2 |
|
| R2 |
11,017.5 |
11,017.5 |
10,941.6 |
|
| R1 |
10,968.0 |
10,968.0 |
10,930.1 |
10,992.8 |
| PP |
10,891.5 |
10,891.5 |
10,891.5 |
10,903.9 |
| S1 |
10,842.0 |
10,842.0 |
10,907.0 |
10,866.8 |
| S2 |
10,765.5 |
10,765.5 |
10,895.4 |
|
| S3 |
10,639.5 |
10,716.0 |
10,883.9 |
|
| S4 |
10,513.5 |
10,590.0 |
10,849.2 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,609.0 |
11,456.5 |
10,871.9 |
|
| R3 |
11,311.0 |
11,158.5 |
10,790.0 |
|
| R2 |
11,013.0 |
11,013.0 |
10,762.6 |
|
| R1 |
10,860.5 |
10,860.5 |
10,735.3 |
10,936.8 |
| PP |
10,715.0 |
10,715.0 |
10,715.0 |
10,753.1 |
| S1 |
10,562.5 |
10,562.5 |
10,680.7 |
10,638.8 |
| S2 |
10,417.0 |
10,417.0 |
10,653.4 |
|
| S3 |
10,119.0 |
10,264.5 |
10,626.1 |
|
| S4 |
9,821.0 |
9,966.5 |
10,544.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,000.0 |
10,664.5 |
335.5 |
3.1% |
144.5 |
1.3% |
76% |
False |
False |
897 |
| 10 |
11,000.0 |
10,505.0 |
495.0 |
4.5% |
185.7 |
1.7% |
84% |
False |
False |
814 |
| 20 |
11,000.0 |
9,630.0 |
1,370.0 |
12.5% |
205.3 |
1.9% |
94% |
False |
False |
768 |
| 40 |
11,000.0 |
9,251.0 |
1,749.0 |
16.0% |
195.2 |
1.8% |
95% |
False |
False |
494 |
| 60 |
11,000.0 |
9,158.5 |
1,841.5 |
16.9% |
161.5 |
1.5% |
96% |
False |
False |
350 |
| 80 |
11,000.0 |
8,419.0 |
2,581.0 |
23.6% |
156.3 |
1.4% |
97% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,476.5 |
|
2.618 |
11,270.9 |
|
1.618 |
11,144.9 |
|
1.000 |
11,067.0 |
|
0.618 |
11,018.9 |
|
HIGH |
10,941.0 |
|
0.618 |
10,892.9 |
|
0.500 |
10,878.0 |
|
0.382 |
10,863.1 |
|
LOW |
10,815.0 |
|
0.618 |
10,737.1 |
|
1.000 |
10,689.0 |
|
1.618 |
10,611.1 |
|
2.618 |
10,485.1 |
|
4.250 |
10,279.5 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,905.0 |
10,914.8 |
| PP |
10,891.5 |
10,911.2 |
| S1 |
10,878.0 |
10,907.5 |
|