Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,271.3 |
1,267.6 |
-3.7 |
-0.3% |
1,280.2 |
High |
1,275.0 |
1,269.4 |
-5.6 |
-0.4% |
1,286.5 |
Low |
1,257.6 |
1,229.8 |
-27.8 |
-2.2% |
1,229.8 |
Close |
1,263.5 |
1,235.4 |
-28.1 |
-2.2% |
1,235.4 |
Range |
17.4 |
39.6 |
22.2 |
127.6% |
56.7 |
ATR |
21.9 |
23.2 |
1.3 |
5.8% |
0.0 |
Volume |
4,319 |
3,353 |
-966 |
-22.4% |
19,594 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.7 |
1,339.1 |
1,257.2 |
|
R3 |
1,324.1 |
1,299.5 |
1,246.3 |
|
R2 |
1,284.5 |
1,284.5 |
1,242.7 |
|
R1 |
1,259.9 |
1,259.9 |
1,239.0 |
1,252.4 |
PP |
1,244.9 |
1,244.9 |
1,244.9 |
1,241.1 |
S1 |
1,220.3 |
1,220.3 |
1,231.8 |
1,212.8 |
S2 |
1,205.3 |
1,205.3 |
1,228.1 |
|
S3 |
1,165.7 |
1,180.7 |
1,224.5 |
|
S4 |
1,126.1 |
1,141.1 |
1,213.6 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.7 |
1,384.7 |
1,266.6 |
|
R3 |
1,364.0 |
1,328.0 |
1,251.0 |
|
R2 |
1,307.3 |
1,307.3 |
1,245.8 |
|
R1 |
1,271.3 |
1,271.3 |
1,240.6 |
1,261.0 |
PP |
1,250.6 |
1,250.6 |
1,250.6 |
1,245.4 |
S1 |
1,214.6 |
1,214.6 |
1,230.2 |
1,204.3 |
S2 |
1,193.9 |
1,193.9 |
1,225.0 |
|
S3 |
1,137.2 |
1,157.9 |
1,219.8 |
|
S4 |
1,080.5 |
1,101.2 |
1,204.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.5 |
1,229.8 |
56.7 |
4.6% |
23.9 |
1.9% |
10% |
False |
True |
3,918 |
10 |
1,300.6 |
1,229.8 |
70.8 |
5.7% |
24.1 |
1.9% |
8% |
False |
True |
5,271 |
20 |
1,309.0 |
1,209.3 |
99.7 |
8.1% |
23.2 |
1.9% |
26% |
False |
False |
4,750 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.3% |
21.0 |
1.7% |
47% |
False |
False |
3,574 |
60 |
1,309.0 |
1,143.2 |
165.8 |
13.4% |
21.6 |
1.7% |
56% |
False |
False |
3,540 |
80 |
1,309.0 |
1,134.1 |
174.9 |
14.2% |
20.2 |
1.6% |
58% |
False |
False |
3,090 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.2% |
18.6 |
1.5% |
58% |
False |
False |
2,647 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.2% |
16.7 |
1.3% |
58% |
False |
False |
2,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.7 |
2.618 |
1,373.1 |
1.618 |
1,333.5 |
1.000 |
1,309.0 |
0.618 |
1,293.9 |
HIGH |
1,269.4 |
0.618 |
1,254.3 |
0.500 |
1,249.6 |
0.382 |
1,244.9 |
LOW |
1,229.8 |
0.618 |
1,205.3 |
1.000 |
1,190.2 |
1.618 |
1,165.7 |
2.618 |
1,126.1 |
4.250 |
1,061.5 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,249.6 |
1,252.4 |
PP |
1,244.9 |
1,246.7 |
S1 |
1,240.1 |
1,241.1 |
|