| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,020.00 |
2,049.25 |
29.25 |
1.4% |
1,984.50 |
| High |
2,050.75 |
2,060.00 |
9.25 |
0.5% |
2,060.00 |
| Low |
2,013.75 |
2,037.75 |
24.00 |
1.2% |
1,966.00 |
| Close |
2,047.50 |
2,045.50 |
-2.00 |
-0.1% |
2,045.50 |
| Range |
37.00 |
22.25 |
-14.75 |
-39.9% |
94.00 |
| ATR |
33.59 |
32.78 |
-0.81 |
-2.4% |
0.00 |
| Volume |
4,025 |
2,957 |
-1,068 |
-26.5% |
18,398 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.50 |
2,102.25 |
2,057.75 |
|
| R3 |
2,092.25 |
2,080.00 |
2,051.50 |
|
| R2 |
2,070.00 |
2,070.00 |
2,049.50 |
|
| R1 |
2,057.75 |
2,057.75 |
2,047.50 |
2,052.75 |
| PP |
2,047.75 |
2,047.75 |
2,047.75 |
2,045.25 |
| S1 |
2,035.50 |
2,035.50 |
2,043.50 |
2,030.50 |
| S2 |
2,025.50 |
2,025.50 |
2,041.50 |
|
| S3 |
2,003.25 |
2,013.25 |
2,039.50 |
|
| S4 |
1,981.00 |
1,991.00 |
2,033.25 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,305.75 |
2,269.75 |
2,097.25 |
|
| R3 |
2,211.75 |
2,175.75 |
2,071.25 |
|
| R2 |
2,117.75 |
2,117.75 |
2,062.75 |
|
| R1 |
2,081.75 |
2,081.75 |
2,054.00 |
2,099.75 |
| PP |
2,023.75 |
2,023.75 |
2,023.75 |
2,033.00 |
| S1 |
1,987.75 |
1,987.75 |
2,037.00 |
2,005.75 |
| S2 |
1,929.75 |
1,929.75 |
2,028.25 |
|
| S3 |
1,835.75 |
1,893.75 |
2,019.75 |
|
| S4 |
1,741.75 |
1,799.75 |
1,993.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,060.00 |
1,966.00 |
94.00 |
4.6% |
33.25 |
1.6% |
85% |
True |
False |
3,679 |
| 10 |
2,060.00 |
1,966.00 |
94.00 |
4.6% |
36.00 |
1.8% |
85% |
True |
False |
3,292 |
| 20 |
2,060.00 |
1,963.50 |
96.50 |
4.7% |
35.75 |
1.7% |
85% |
True |
False |
3,360 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
32.00 |
1.6% |
72% |
False |
False |
2,377 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
25.25 |
1.2% |
72% |
False |
False |
1,686 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
25.25 |
1.2% |
87% |
False |
False |
1,322 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
24.50 |
1.2% |
87% |
False |
False |
1,069 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
21.50 |
1.1% |
87% |
False |
False |
892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.50 |
|
2.618 |
2,118.25 |
|
1.618 |
2,096.00 |
|
1.000 |
2,082.25 |
|
0.618 |
2,073.75 |
|
HIGH |
2,060.00 |
|
0.618 |
2,051.50 |
|
0.500 |
2,049.00 |
|
0.382 |
2,046.25 |
|
LOW |
2,037.75 |
|
0.618 |
2,024.00 |
|
1.000 |
2,015.50 |
|
1.618 |
2,001.75 |
|
2.618 |
1,979.50 |
|
4.250 |
1,943.25 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.00 |
2,042.50 |
| PP |
2,047.75 |
2,039.75 |
| S1 |
2,046.50 |
2,037.00 |
|