| 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 |
1,261.5 |
1,272.2 |
10.7 |
0.8% |
1,295.4 |
| High |
1,272.2 |
1,275.7 |
3.5 |
0.3% |
1,300.2 |
| Low |
1,261.5 |
1,260.0 |
-1.5 |
-0.1% |
1,254.4 |
| Close |
1,266.1 |
1,264.3 |
-1.8 |
-0.1% |
1,280.7 |
| Range |
10.7 |
15.7 |
5.0 |
46.7% |
45.8 |
| ATR |
18.4 |
18.3 |
-0.2 |
-1.1% |
0.0 |
| Volume |
1,296 |
1,286 |
-10 |
-0.8% |
6,667 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.8 |
1,304.7 |
1,272.9 |
|
| R3 |
1,298.1 |
1,289.0 |
1,268.6 |
|
| R2 |
1,282.4 |
1,282.4 |
1,267.2 |
|
| R1 |
1,273.3 |
1,273.3 |
1,265.7 |
1,270.0 |
| PP |
1,266.7 |
1,266.7 |
1,266.7 |
1,265.0 |
| S1 |
1,257.6 |
1,257.6 |
1,262.9 |
1,254.3 |
| S2 |
1,251.0 |
1,251.0 |
1,261.4 |
|
| S3 |
1,235.3 |
1,241.9 |
1,260.0 |
|
| S4 |
1,219.6 |
1,226.2 |
1,255.7 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,415.8 |
1,394.1 |
1,305.9 |
|
| R3 |
1,370.0 |
1,348.3 |
1,293.3 |
|
| R2 |
1,324.2 |
1,324.2 |
1,289.1 |
|
| R1 |
1,302.5 |
1,302.5 |
1,284.9 |
1,290.5 |
| PP |
1,278.4 |
1,278.4 |
1,278.4 |
1,272.4 |
| S1 |
1,256.7 |
1,256.7 |
1,276.5 |
1,244.7 |
| S2 |
1,232.6 |
1,232.6 |
1,272.3 |
|
| S3 |
1,186.8 |
1,210.9 |
1,268.1 |
|
| S4 |
1,141.0 |
1,165.1 |
1,255.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.0 |
1,258.0 |
28.0 |
2.2% |
18.0 |
1.4% |
23% |
False |
False |
1,571 |
| 10 |
1,300.2 |
1,254.4 |
45.8 |
3.6% |
18.1 |
1.4% |
22% |
False |
False |
1,672 |
| 20 |
1,309.0 |
1,208.4 |
100.6 |
8.0% |
17.9 |
1.4% |
56% |
False |
False |
1,381 |
| 40 |
1,309.0 |
1,173.6 |
135.4 |
10.7% |
15.5 |
1.2% |
67% |
False |
False |
1,006 |
| 60 |
1,309.0 |
1,147.8 |
161.2 |
12.8% |
15.0 |
1.2% |
72% |
False |
False |
879 |
| 80 |
1,309.0 |
1,135.3 |
173.7 |
13.7% |
13.5 |
1.1% |
74% |
False |
False |
719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.4 |
|
2.618 |
1,316.8 |
|
1.618 |
1,301.1 |
|
1.000 |
1,291.4 |
|
0.618 |
1,285.4 |
|
HIGH |
1,275.7 |
|
0.618 |
1,269.7 |
|
0.500 |
1,267.9 |
|
0.382 |
1,266.0 |
|
LOW |
1,260.0 |
|
0.618 |
1,250.3 |
|
1.000 |
1,244.3 |
|
1.618 |
1,234.6 |
|
2.618 |
1,218.9 |
|
4.250 |
1,193.3 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,267.9 |
1,272.0 |
| PP |
1,266.7 |
1,269.4 |
| S1 |
1,265.5 |
1,266.9 |
|