| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,007.25 |
2,033.00 |
25.75 |
1.3% |
2,026.25 |
| High |
2,036.50 |
2,041.50 |
5.00 |
0.2% |
2,047.25 |
| Low |
2,000.50 |
2,015.50 |
15.00 |
0.7% |
1,974.75 |
| Close |
2,034.50 |
2,022.50 |
-12.00 |
-0.6% |
1,980.75 |
| Range |
36.00 |
26.00 |
-10.00 |
-27.8% |
72.50 |
| ATR |
33.89 |
33.33 |
-0.56 |
-1.7% |
0.00 |
| Volume |
3,628 |
3,438 |
-190 |
-5.2% |
14,527 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.50 |
2,089.50 |
2,036.75 |
|
| R3 |
2,078.50 |
2,063.50 |
2,029.75 |
|
| R2 |
2,052.50 |
2,052.50 |
2,027.25 |
|
| R1 |
2,037.50 |
2,037.50 |
2,025.00 |
2,032.00 |
| PP |
2,026.50 |
2,026.50 |
2,026.50 |
2,023.75 |
| S1 |
2,011.50 |
2,011.50 |
2,020.00 |
2,006.00 |
| S2 |
2,000.50 |
2,000.50 |
2,017.75 |
|
| S3 |
1,974.50 |
1,985.50 |
2,015.25 |
|
| S4 |
1,948.50 |
1,959.50 |
2,008.25 |
|
|
| 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 |
2,041.50 |
1,966.00 |
75.50 |
3.7% |
35.50 |
1.8% |
75% |
True |
False |
3,604 |
| 10 |
2,054.25 |
1,966.00 |
88.25 |
4.4% |
36.00 |
1.8% |
64% |
False |
False |
3,310 |
| 20 |
2,054.75 |
1,963.50 |
91.25 |
4.5% |
36.00 |
1.8% |
65% |
False |
False |
3,219 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
31.50 |
1.6% |
54% |
False |
False |
2,216 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
24.75 |
1.2% |
54% |
False |
False |
1,574 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
25.25 |
1.3% |
79% |
False |
False |
1,236 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
24.25 |
1.2% |
79% |
False |
False |
999 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
21.25 |
1.1% |
79% |
False |
False |
834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.00 |
|
2.618 |
2,109.50 |
|
1.618 |
2,083.50 |
|
1.000 |
2,067.50 |
|
0.618 |
2,057.50 |
|
HIGH |
2,041.50 |
|
0.618 |
2,031.50 |
|
0.500 |
2,028.50 |
|
0.382 |
2,025.50 |
|
LOW |
2,015.50 |
|
0.618 |
1,999.50 |
|
1.000 |
1,989.50 |
|
1.618 |
1,973.50 |
|
2.618 |
1,947.50 |
|
4.250 |
1,905.00 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.50 |
2,016.25 |
| PP |
2,026.50 |
2,010.00 |
| S1 |
2,024.50 |
2,003.75 |
|