| 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 |
2,011.25 |
1,984.50 |
-26.75 |
-1.3% |
2,026.25 |
| High |
2,012.00 |
2,011.00 |
-1.00 |
0.0% |
2,047.25 |
| Low |
1,978.50 |
1,966.00 |
-12.50 |
-0.6% |
1,974.75 |
| Close |
1,980.75 |
2,009.50 |
28.75 |
1.5% |
1,980.75 |
| Range |
33.50 |
45.00 |
11.50 |
34.3% |
72.50 |
| ATR |
32.86 |
33.73 |
0.87 |
2.6% |
0.00 |
| Volume |
3,171 |
4,350 |
1,179 |
37.2% |
14,527 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.50 |
2,115.00 |
2,034.25 |
|
| R3 |
2,085.50 |
2,070.00 |
2,022.00 |
|
| R2 |
2,040.50 |
2,040.50 |
2,017.75 |
|
| R1 |
2,025.00 |
2,025.00 |
2,013.50 |
2,032.75 |
| PP |
1,995.50 |
1,995.50 |
1,995.50 |
1,999.50 |
| S1 |
1,980.00 |
1,980.00 |
2,005.50 |
1,987.75 |
| S2 |
1,950.50 |
1,950.50 |
2,001.25 |
|
| S3 |
1,905.50 |
1,935.00 |
1,997.00 |
|
| S4 |
1,860.50 |
1,890.00 |
1,984.75 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.50 |
2,172.00 |
2,020.50 |
|
| R3 |
2,146.00 |
2,099.50 |
2,000.75 |
|
| R2 |
2,073.50 |
2,073.50 |
1,994.00 |
|
| R1 |
2,027.00 |
2,027.00 |
1,987.50 |
2,014.00 |
| PP |
2,001.00 |
2,001.00 |
2,001.00 |
1,994.50 |
| S1 |
1,954.50 |
1,954.50 |
1,974.00 |
1,941.50 |
| S2 |
1,928.50 |
1,928.50 |
1,967.50 |
|
| S3 |
1,856.00 |
1,882.00 |
1,960.75 |
|
| S4 |
1,783.50 |
1,809.50 |
1,941.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.25 |
1,966.00 |
81.25 |
4.0% |
42.25 |
2.1% |
54% |
False |
True |
3,247 |
| 10 |
2,054.25 |
1,966.00 |
88.25 |
4.4% |
35.25 |
1.8% |
49% |
False |
True |
3,299 |
| 20 |
2,054.75 |
1,963.50 |
91.25 |
4.5% |
36.75 |
1.8% |
50% |
False |
False |
3,088 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
30.50 |
1.5% |
44% |
False |
False |
2,052 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
24.25 |
1.2% |
44% |
False |
False |
1,467 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
25.75 |
1.3% |
74% |
False |
False |
1,150 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
23.75 |
1.2% |
74% |
False |
False |
929 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
20.75 |
1.0% |
74% |
False |
False |
775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.25 |
|
2.618 |
2,128.75 |
|
1.618 |
2,083.75 |
|
1.000 |
2,056.00 |
|
0.618 |
2,038.75 |
|
HIGH |
2,011.00 |
|
0.618 |
1,993.75 |
|
0.500 |
1,988.50 |
|
0.382 |
1,983.25 |
|
LOW |
1,966.00 |
|
0.618 |
1,938.25 |
|
1.000 |
1,921.00 |
|
1.618 |
1,893.25 |
|
2.618 |
1,848.25 |
|
4.250 |
1,774.75 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.50 |
2,002.75 |
| PP |
1,995.50 |
1,996.00 |
| S1 |
1,988.50 |
1,989.00 |
|