| 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 |
2,033.00 |
2,020.00 |
-13.00 |
-0.6% |
2,026.25 |
| High |
2,041.50 |
2,050.75 |
9.25 |
0.5% |
2,047.25 |
| Low |
2,015.50 |
2,013.75 |
-1.75 |
-0.1% |
1,974.75 |
| Close |
2,022.50 |
2,047.50 |
25.00 |
1.2% |
1,980.75 |
| Range |
26.00 |
37.00 |
11.00 |
42.3% |
72.50 |
| ATR |
33.33 |
33.59 |
0.26 |
0.8% |
0.00 |
| Volume |
3,438 |
4,025 |
587 |
17.1% |
14,527 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.25 |
2,135.00 |
2,067.75 |
|
| R3 |
2,111.25 |
2,098.00 |
2,057.75 |
|
| R2 |
2,074.25 |
2,074.25 |
2,054.25 |
|
| R1 |
2,061.00 |
2,061.00 |
2,051.00 |
2,067.50 |
| PP |
2,037.25 |
2,037.25 |
2,037.25 |
2,040.75 |
| S1 |
2,024.00 |
2,024.00 |
2,044.00 |
2,030.50 |
| S2 |
2,000.25 |
2,000.25 |
2,040.75 |
|
| S3 |
1,963.25 |
1,987.00 |
2,037.25 |
|
| S4 |
1,926.25 |
1,950.00 |
2,027.25 |
|
|
| 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 |
2,050.75 |
1,966.00 |
84.75 |
4.1% |
35.50 |
1.7% |
96% |
True |
False |
3,722 |
| 10 |
2,054.25 |
1,966.00 |
88.25 |
4.3% |
35.75 |
1.7% |
92% |
False |
False |
3,452 |
| 20 |
2,054.75 |
1,963.50 |
91.25 |
4.5% |
36.50 |
1.8% |
92% |
False |
False |
3,285 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
32.00 |
1.6% |
73% |
False |
False |
2,311 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
25.25 |
1.2% |
73% |
False |
False |
1,638 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
25.25 |
1.2% |
88% |
False |
False |
1,286 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
24.50 |
1.2% |
88% |
False |
False |
1,040 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
21.50 |
1.1% |
88% |
False |
False |
867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.00 |
|
2.618 |
2,147.50 |
|
1.618 |
2,110.50 |
|
1.000 |
2,087.75 |
|
0.618 |
2,073.50 |
|
HIGH |
2,050.75 |
|
0.618 |
2,036.50 |
|
0.500 |
2,032.25 |
|
0.382 |
2,028.00 |
|
LOW |
2,013.75 |
|
0.618 |
1,991.00 |
|
1.000 |
1,976.75 |
|
1.618 |
1,954.00 |
|
2.618 |
1,917.00 |
|
4.250 |
1,856.50 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.50 |
2,040.25 |
| PP |
2,037.25 |
2,033.00 |
| S1 |
2,032.25 |
2,025.50 |
|