| 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 |
1,262.1 |
1,280.2 |
18.1 |
1.4% |
1,293.2 |
| High |
1,286.0 |
1,284.5 |
-1.5 |
-0.1% |
1,300.6 |
| Low |
1,258.6 |
1,267.7 |
9.1 |
0.7% |
1,253.0 |
| Close |
1,280.0 |
1,277.7 |
-2.3 |
-0.2% |
1,280.0 |
| Range |
27.4 |
16.8 |
-10.6 |
-38.7% |
47.6 |
| ATR |
22.6 |
22.2 |
-0.4 |
-1.8% |
0.0 |
| Volume |
9,575 |
7,132 |
-2,443 |
-25.5% |
33,116 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.0 |
1,319.2 |
1,286.9 |
|
| R3 |
1,310.2 |
1,302.4 |
1,282.3 |
|
| R2 |
1,293.4 |
1,293.4 |
1,280.8 |
|
| R1 |
1,285.6 |
1,285.6 |
1,279.2 |
1,281.1 |
| PP |
1,276.6 |
1,276.6 |
1,276.6 |
1,274.4 |
| S1 |
1,268.8 |
1,268.8 |
1,276.2 |
1,264.3 |
| S2 |
1,259.8 |
1,259.8 |
1,274.6 |
|
| S3 |
1,243.0 |
1,252.0 |
1,273.1 |
|
| S4 |
1,226.2 |
1,235.2 |
1,268.5 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.7 |
1,397.9 |
1,306.2 |
|
| R3 |
1,373.1 |
1,350.3 |
1,293.1 |
|
| R2 |
1,325.5 |
1,325.5 |
1,288.7 |
|
| R1 |
1,302.7 |
1,302.7 |
1,284.4 |
1,290.3 |
| PP |
1,277.9 |
1,277.9 |
1,277.9 |
1,271.7 |
| S1 |
1,255.1 |
1,255.1 |
1,275.6 |
1,242.7 |
| S2 |
1,230.3 |
1,230.3 |
1,271.3 |
|
| S3 |
1,182.7 |
1,207.5 |
1,266.9 |
|
| S4 |
1,135.1 |
1,159.9 |
1,253.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,299.4 |
1,253.0 |
46.4 |
3.6% |
23.0 |
1.8% |
53% |
False |
False |
7,534 |
| 10 |
1,309.0 |
1,253.0 |
56.0 |
4.4% |
22.9 |
1.8% |
44% |
False |
False |
5,864 |
| 20 |
1,309.0 |
1,180.0 |
129.0 |
10.1% |
21.3 |
1.7% |
76% |
False |
False |
4,575 |
| 40 |
1,309.0 |
1,169.0 |
140.0 |
11.0% |
20.7 |
1.6% |
78% |
False |
False |
3,445 |
| 60 |
1,309.0 |
1,134.1 |
174.9 |
13.7% |
21.8 |
1.7% |
82% |
False |
False |
3,530 |
| 80 |
1,309.0 |
1,134.1 |
174.9 |
13.7% |
19.5 |
1.5% |
82% |
False |
False |
3,016 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
13.7% |
17.9 |
1.4% |
82% |
False |
False |
2,551 |
| 120 |
1,320.0 |
1,134.1 |
185.9 |
14.5% |
16.1 |
1.3% |
77% |
False |
False |
2,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,355.9 |
|
2.618 |
1,328.5 |
|
1.618 |
1,311.7 |
|
1.000 |
1,301.3 |
|
0.618 |
1,294.9 |
|
HIGH |
1,284.5 |
|
0.618 |
1,278.1 |
|
0.500 |
1,276.1 |
|
0.382 |
1,274.1 |
|
LOW |
1,267.7 |
|
0.618 |
1,257.3 |
|
1.000 |
1,250.9 |
|
1.618 |
1,240.5 |
|
2.618 |
1,223.7 |
|
4.250 |
1,196.3 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,277.2 |
1,275.2 |
| PP |
1,276.6 |
1,272.6 |
| S1 |
1,276.1 |
1,270.1 |
|