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 |
17,000 |
17,208 |
208 |
1.2% |
17,345 |
High |
17,233 |
17,525 |
292 |
1.7% |
17,545 |
Low |
16,880 |
17,199 |
319 |
1.9% |
17,016 |
Close |
17,224 |
17,496 |
272 |
1.6% |
17,022 |
Range |
353 |
326 |
-27 |
-7.6% |
529 |
ATR |
247 |
253 |
6 |
2.3% |
0 |
Volume |
34 |
32 |
-2 |
-5.9% |
150 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,385 |
18,266 |
17,675 |
|
R3 |
18,059 |
17,940 |
17,586 |
|
R2 |
17,733 |
17,733 |
17,556 |
|
R1 |
17,614 |
17,614 |
17,526 |
17,674 |
PP |
17,407 |
17,407 |
17,407 |
17,436 |
S1 |
17,288 |
17,288 |
17,466 |
17,348 |
S2 |
17,081 |
17,081 |
17,436 |
|
S3 |
16,755 |
16,962 |
17,406 |
|
S4 |
16,429 |
16,636 |
17,317 |
|
|
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 |
17,525 |
16,880 |
645 |
3.7% |
327 |
1.9% |
96% |
True |
False |
32 |
10 |
17,703 |
16,880 |
823 |
4.7% |
275 |
1.6% |
75% |
False |
False |
28 |
20 |
17,762 |
16,880 |
882 |
5.0% |
256 |
1.5% |
70% |
False |
False |
39 |
40 |
17,960 |
16,880 |
1,080 |
6.2% |
204 |
1.2% |
57% |
False |
False |
32 |
60 |
17,960 |
16,880 |
1,080 |
6.2% |
140 |
0.8% |
57% |
False |
False |
22 |
80 |
17,960 |
15,850 |
2,110 |
12.1% |
123 |
0.7% |
78% |
False |
False |
19 |
100 |
17,960 |
15,850 |
2,110 |
12.1% |
100 |
0.6% |
78% |
False |
False |
16 |
120 |
17,960 |
15,850 |
2,110 |
12.1% |
84 |
0.5% |
78% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,911 |
2.618 |
18,379 |
1.618 |
18,053 |
1.000 |
17,851 |
0.618 |
17,727 |
HIGH |
17,525 |
0.618 |
17,401 |
0.500 |
17,362 |
0.382 |
17,324 |
LOW |
17,199 |
0.618 |
16,998 |
1.000 |
16,873 |
1.618 |
16,672 |
2.618 |
16,346 |
4.250 |
15,814 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,451 |
17,398 |
PP |
17,407 |
17,300 |
S1 |
17,362 |
17,203 |
|