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 |
17,294 |
17,000 |
-294 |
-1.7% |
17,345 |
High |
17,294 |
17,233 |
-61 |
-0.4% |
17,545 |
Low |
17,022 |
16,880 |
-142 |
-0.8% |
17,016 |
Close |
17,022 |
17,224 |
202 |
1.2% |
17,022 |
Range |
272 |
353 |
81 |
29.8% |
529 |
ATR |
239 |
247 |
8 |
3.4% |
0 |
Volume |
27 |
34 |
7 |
25.9% |
150 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,171 |
18,051 |
17,418 |
|
R3 |
17,818 |
17,698 |
17,321 |
|
R2 |
17,465 |
17,465 |
17,289 |
|
R1 |
17,345 |
17,345 |
17,256 |
17,405 |
PP |
17,112 |
17,112 |
17,112 |
17,143 |
S1 |
16,992 |
16,992 |
17,192 |
17,052 |
S2 |
16,759 |
16,759 |
17,159 |
|
S3 |
16,406 |
16,639 |
17,127 |
|
S4 |
16,053 |
16,286 |
17,030 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,781 |
18,431 |
17,313 |
|
R3 |
18,252 |
17,902 |
17,168 |
|
R2 |
17,723 |
17,723 |
17,119 |
|
R1 |
17,373 |
17,373 |
17,071 |
17,284 |
PP |
17,194 |
17,194 |
17,194 |
17,150 |
S1 |
16,844 |
16,844 |
16,974 |
16,755 |
S2 |
16,665 |
16,665 |
16,925 |
|
S3 |
16,136 |
16,315 |
16,877 |
|
S4 |
15,607 |
15,786 |
16,731 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,545 |
16,880 |
665 |
3.9% |
340 |
2.0% |
52% |
False |
True |
30 |
10 |
17,703 |
16,880 |
823 |
4.8% |
263 |
1.5% |
42% |
False |
True |
39 |
20 |
17,762 |
16,880 |
882 |
5.1% |
255 |
1.5% |
39% |
False |
True |
38 |
40 |
17,960 |
16,880 |
1,080 |
6.3% |
197 |
1.1% |
32% |
False |
True |
32 |
60 |
17,960 |
16,880 |
1,080 |
6.3% |
134 |
0.8% |
32% |
False |
True |
21 |
80 |
17,960 |
15,850 |
2,110 |
12.3% |
119 |
0.7% |
65% |
False |
False |
19 |
100 |
17,960 |
15,850 |
2,110 |
12.3% |
97 |
0.6% |
65% |
False |
False |
15 |
120 |
17,960 |
15,850 |
2,110 |
12.3% |
81 |
0.5% |
65% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,733 |
2.618 |
18,157 |
1.618 |
17,804 |
1.000 |
17,586 |
0.618 |
17,451 |
HIGH |
17,233 |
0.618 |
17,098 |
0.500 |
17,057 |
0.382 |
17,015 |
LOW |
16,880 |
0.618 |
16,662 |
1.000 |
16,527 |
1.618 |
16,309 |
2.618 |
15,956 |
4.250 |
15,380 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,168 |
17,190 |
PP |
17,112 |
17,156 |
S1 |
17,057 |
17,123 |
|