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 |
17,208 |
17,500 |
292 |
1.7% |
17,345 |
High |
17,525 |
17,600 |
75 |
0.4% |
17,545 |
Low |
17,199 |
17,448 |
249 |
1.4% |
17,016 |
Close |
17,496 |
17,492 |
-4 |
0.0% |
17,022 |
Range |
326 |
152 |
-174 |
-53.4% |
529 |
ATR |
253 |
245 |
-7 |
-2.8% |
0 |
Volume |
32 |
160 |
128 |
400.0% |
150 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,969 |
17,883 |
17,576 |
|
R3 |
17,817 |
17,731 |
17,534 |
|
R2 |
17,665 |
17,665 |
17,520 |
|
R1 |
17,579 |
17,579 |
17,506 |
17,546 |
PP |
17,513 |
17,513 |
17,513 |
17,497 |
S1 |
17,427 |
17,427 |
17,478 |
17,394 |
S2 |
17,361 |
17,361 |
17,464 |
|
S3 |
17,209 |
17,275 |
17,450 |
|
S4 |
17,057 |
17,123 |
17,409 |
|
|
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 |
17,600 |
16,880 |
720 |
4.1% |
291 |
1.7% |
85% |
True |
False |
56 |
10 |
17,703 |
16,880 |
823 |
4.7% |
274 |
1.6% |
74% |
False |
False |
41 |
20 |
17,762 |
16,880 |
882 |
5.0% |
250 |
1.4% |
69% |
False |
False |
46 |
40 |
17,960 |
16,880 |
1,080 |
6.2% |
207 |
1.2% |
57% |
False |
False |
36 |
60 |
17,960 |
16,880 |
1,080 |
6.2% |
142 |
0.8% |
57% |
False |
False |
24 |
80 |
17,960 |
15,850 |
2,110 |
12.1% |
123 |
0.7% |
78% |
False |
False |
21 |
100 |
17,960 |
15,850 |
2,110 |
12.1% |
102 |
0.6% |
78% |
False |
False |
17 |
120 |
17,960 |
15,850 |
2,110 |
12.1% |
85 |
0.5% |
78% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,246 |
2.618 |
17,998 |
1.618 |
17,846 |
1.000 |
17,752 |
0.618 |
17,694 |
HIGH |
17,600 |
0.618 |
17,542 |
0.500 |
17,524 |
0.382 |
17,506 |
LOW |
17,448 |
0.618 |
17,354 |
1.000 |
17,296 |
1.618 |
17,202 |
2.618 |
17,050 |
4.250 |
16,802 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,524 |
17,408 |
PP |
17,513 |
17,324 |
S1 |
17,503 |
17,240 |
|