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 |
1,276.1 |
1,263.4 |
-12.7 |
-1.0% |
1,293.2 |
High |
1,286.5 |
1,273.6 |
-12.9 |
-1.0% |
1,300.6 |
Low |
1,256.5 |
1,258.0 |
1.5 |
0.1% |
1,253.0 |
Close |
1,261.1 |
1,265.3 |
4.2 |
0.3% |
1,280.0 |
Range |
30.0 |
15.6 |
-14.4 |
-48.0% |
47.6 |
ATR |
22.7 |
22.2 |
-0.5 |
-2.2% |
0.0 |
Volume |
1,994 |
2,796 |
802 |
40.2% |
33,116 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.4 |
1,304.5 |
1,273.9 |
|
R3 |
1,296.8 |
1,288.9 |
1,269.6 |
|
R2 |
1,281.2 |
1,281.2 |
1,268.2 |
|
R1 |
1,273.3 |
1,273.3 |
1,266.7 |
1,277.3 |
PP |
1,265.6 |
1,265.6 |
1,265.6 |
1,267.6 |
S1 |
1,257.7 |
1,257.7 |
1,263.9 |
1,261.7 |
S2 |
1,250.0 |
1,250.0 |
1,262.4 |
|
S3 |
1,234.4 |
1,242.1 |
1,261.0 |
|
S4 |
1,218.8 |
1,226.5 |
1,256.7 |
|
|
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 |
1,287.2 |
1,253.0 |
34.2 |
2.7% |
24.8 |
2.0% |
36% |
False |
False |
5,922 |
10 |
1,309.0 |
1,253.0 |
56.0 |
4.4% |
22.9 |
1.8% |
22% |
False |
False |
5,776 |
20 |
1,309.0 |
1,207.4 |
101.6 |
8.0% |
21.3 |
1.7% |
57% |
False |
False |
4,664 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.1% |
21.1 |
1.7% |
69% |
False |
False |
3,503 |
60 |
1,309.0 |
1,134.1 |
174.9 |
13.8% |
21.9 |
1.7% |
75% |
False |
False |
3,508 |
80 |
1,309.0 |
1,134.1 |
174.9 |
13.8% |
19.7 |
1.6% |
75% |
False |
False |
3,010 |
100 |
1,309.0 |
1,134.1 |
174.9 |
13.8% |
18.2 |
1.4% |
75% |
False |
False |
2,583 |
120 |
1,320.0 |
1,134.1 |
185.9 |
14.7% |
16.4 |
1.3% |
71% |
False |
False |
2,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.9 |
2.618 |
1,314.4 |
1.618 |
1,298.8 |
1.000 |
1,289.2 |
0.618 |
1,283.2 |
HIGH |
1,273.6 |
0.618 |
1,267.6 |
0.500 |
1,265.8 |
0.382 |
1,264.0 |
LOW |
1,258.0 |
0.618 |
1,248.4 |
1.000 |
1,242.4 |
1.618 |
1,232.8 |
2.618 |
1,217.2 |
4.250 |
1,191.7 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,265.8 |
1,271.5 |
PP |
1,265.6 |
1,269.4 |
S1 |
1,265.5 |
1,267.4 |
|