| 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 |
1,984.50 |
2,007.25 |
22.75 |
1.1% |
2,026.25 |
| High |
2,011.00 |
2,036.50 |
25.50 |
1.3% |
2,047.25 |
| Low |
1,966.00 |
2,000.50 |
34.50 |
1.8% |
1,974.75 |
| Close |
2,009.50 |
2,034.50 |
25.00 |
1.2% |
1,980.75 |
| Range |
45.00 |
36.00 |
-9.00 |
-20.0% |
72.50 |
| ATR |
33.73 |
33.89 |
0.16 |
0.5% |
0.00 |
| Volume |
4,350 |
3,628 |
-722 |
-16.6% |
14,527 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.75 |
2,119.25 |
2,054.25 |
|
| R3 |
2,095.75 |
2,083.25 |
2,044.50 |
|
| R2 |
2,059.75 |
2,059.75 |
2,041.00 |
|
| R1 |
2,047.25 |
2,047.25 |
2,037.75 |
2,053.50 |
| PP |
2,023.75 |
2,023.75 |
2,023.75 |
2,027.00 |
| S1 |
2,011.25 |
2,011.25 |
2,031.25 |
2,017.50 |
| S2 |
1,987.75 |
1,987.75 |
2,028.00 |
|
| S3 |
1,951.75 |
1,975.25 |
2,024.50 |
|
| S4 |
1,915.75 |
1,939.25 |
2,014.75 |
|
|
| 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 |
2,037.75 |
1,966.00 |
71.75 |
3.5% |
41.25 |
2.0% |
95% |
False |
False |
3,723 |
| 10 |
2,054.25 |
1,966.00 |
88.25 |
4.3% |
36.00 |
1.8% |
78% |
False |
False |
3,212 |
| 20 |
2,054.75 |
1,963.50 |
91.25 |
4.5% |
36.75 |
1.8% |
78% |
False |
False |
3,166 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
31.25 |
1.5% |
63% |
False |
False |
2,136 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
24.50 |
1.2% |
63% |
False |
False |
1,519 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
25.75 |
1.3% |
83% |
False |
False |
1,194 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
24.00 |
1.2% |
83% |
False |
False |
965 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
21.00 |
1.0% |
83% |
False |
False |
805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.50 |
|
2.618 |
2,130.75 |
|
1.618 |
2,094.75 |
|
1.000 |
2,072.50 |
|
0.618 |
2,058.75 |
|
HIGH |
2,036.50 |
|
0.618 |
2,022.75 |
|
0.500 |
2,018.50 |
|
0.382 |
2,014.25 |
|
LOW |
2,000.50 |
|
0.618 |
1,978.25 |
|
1.000 |
1,964.50 |
|
1.618 |
1,942.25 |
|
2.618 |
1,906.25 |
|
4.250 |
1,847.50 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.25 |
2,023.50 |
| PP |
2,023.75 |
2,012.25 |
| S1 |
2,018.50 |
2,001.25 |
|