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 |
17,500 |
17,484 |
-16 |
-0.1% |
17,345 |
High |
17,600 |
17,742 |
142 |
0.8% |
17,545 |
Low |
17,448 |
17,410 |
-38 |
-0.2% |
17,016 |
Close |
17,492 |
17,707 |
215 |
1.2% |
17,022 |
Range |
152 |
332 |
180 |
118.4% |
529 |
ATR |
245 |
252 |
6 |
2.5% |
0 |
Volume |
160 |
48 |
-112 |
-70.0% |
150 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,616 |
18,493 |
17,890 |
|
R3 |
18,284 |
18,161 |
17,798 |
|
R2 |
17,952 |
17,952 |
17,768 |
|
R1 |
17,829 |
17,829 |
17,738 |
17,891 |
PP |
17,620 |
17,620 |
17,620 |
17,650 |
S1 |
17,497 |
17,497 |
17,677 |
17,559 |
S2 |
17,288 |
17,288 |
17,646 |
|
S3 |
16,956 |
17,165 |
17,616 |
|
S4 |
16,624 |
16,833 |
17,525 |
|
|
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 |
17,742 |
16,880 |
862 |
4.9% |
287 |
1.6% |
96% |
True |
False |
60 |
10 |
17,742 |
16,880 |
862 |
4.9% |
290 |
1.6% |
96% |
True |
False |
45 |
20 |
17,762 |
16,880 |
882 |
5.0% |
256 |
1.4% |
94% |
False |
False |
42 |
40 |
17,960 |
16,880 |
1,080 |
6.1% |
214 |
1.2% |
77% |
False |
False |
37 |
60 |
17,960 |
16,880 |
1,080 |
6.1% |
148 |
0.8% |
77% |
False |
False |
25 |
80 |
17,960 |
15,850 |
2,110 |
11.9% |
125 |
0.7% |
88% |
False |
False |
22 |
100 |
17,960 |
15,850 |
2,110 |
11.9% |
105 |
0.6% |
88% |
False |
False |
18 |
120 |
17,960 |
15,850 |
2,110 |
11.9% |
87 |
0.5% |
88% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,153 |
2.618 |
18,611 |
1.618 |
18,279 |
1.000 |
18,074 |
0.618 |
17,947 |
HIGH |
17,742 |
0.618 |
17,615 |
0.500 |
17,576 |
0.382 |
17,537 |
LOW |
17,410 |
0.618 |
17,205 |
1.000 |
17,078 |
1.618 |
16,873 |
2.618 |
16,541 |
4.250 |
15,999 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,663 |
17,628 |
PP |
17,620 |
17,549 |
S1 |
17,576 |
17,471 |
|