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 |
1,280.2 |
1,276.1 |
-4.1 |
-0.3% |
1,293.2 |
High |
1,284.5 |
1,286.5 |
2.0 |
0.2% |
1,300.6 |
Low |
1,267.7 |
1,256.5 |
-11.2 |
-0.9% |
1,253.0 |
Close |
1,277.7 |
1,261.1 |
-16.6 |
-1.3% |
1,280.0 |
Range |
16.8 |
30.0 |
13.2 |
78.6% |
47.6 |
ATR |
22.2 |
22.7 |
0.6 |
2.5% |
0.0 |
Volume |
7,132 |
1,994 |
-5,138 |
-72.0% |
33,116 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.0 |
1,339.6 |
1,277.6 |
|
R3 |
1,328.0 |
1,309.6 |
1,269.4 |
|
R2 |
1,298.0 |
1,298.0 |
1,266.6 |
|
R1 |
1,279.6 |
1,279.6 |
1,263.9 |
1,273.8 |
PP |
1,268.0 |
1,268.0 |
1,268.0 |
1,265.2 |
S1 |
1,249.6 |
1,249.6 |
1,258.4 |
1,243.8 |
S2 |
1,238.0 |
1,238.0 |
1,255.6 |
|
S3 |
1,208.0 |
1,219.6 |
1,252.9 |
|
S4 |
1,178.0 |
1,189.6 |
1,244.6 |
|
|
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 |
1,294.6 |
1,253.0 |
41.6 |
3.3% |
24.0 |
1.9% |
19% |
False |
False |
6,173 |
10 |
1,309.0 |
1,253.0 |
56.0 |
4.4% |
23.5 |
1.9% |
14% |
False |
False |
5,765 |
20 |
1,309.0 |
1,204.8 |
104.2 |
8.3% |
21.4 |
1.7% |
54% |
False |
False |
4,590 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.1% |
21.2 |
1.7% |
66% |
False |
False |
3,454 |
60 |
1,309.0 |
1,134.1 |
174.9 |
13.9% |
21.8 |
1.7% |
73% |
False |
False |
3,556 |
80 |
1,309.0 |
1,134.1 |
174.9 |
13.9% |
19.6 |
1.6% |
73% |
False |
False |
3,023 |
100 |
1,309.0 |
1,134.1 |
174.9 |
13.9% |
18.1 |
1.4% |
73% |
False |
False |
2,562 |
120 |
1,320.0 |
1,134.1 |
185.9 |
14.7% |
16.3 |
1.3% |
68% |
False |
False |
2,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.0 |
2.618 |
1,365.0 |
1.618 |
1,335.0 |
1.000 |
1,316.5 |
0.618 |
1,305.0 |
HIGH |
1,286.5 |
0.618 |
1,275.0 |
0.500 |
1,271.5 |
0.382 |
1,268.0 |
LOW |
1,256.5 |
0.618 |
1,238.0 |
1.000 |
1,226.5 |
1.618 |
1,208.0 |
2.618 |
1,178.0 |
4.250 |
1,129.0 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,271.5 |
1,271.5 |
PP |
1,268.0 |
1,268.0 |
S1 |
1,264.6 |
1,264.6 |
|