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 |
6,725.5 |
6,756.5 |
31.0 |
0.5% |
6,744.0 |
High |
6,754.0 |
6,849.0 |
95.0 |
1.4% |
6,832.0 |
Low |
6,674.0 |
6,749.0 |
75.0 |
1.1% |
6,671.5 |
Close |
6,714.0 |
6,810.0 |
96.0 |
1.4% |
6,706.0 |
Range |
80.0 |
100.0 |
20.0 |
25.0% |
160.5 |
ATR |
106.7 |
108.7 |
2.0 |
1.9% |
0.0 |
Volume |
112,870 |
119,766 |
6,896 |
6.1% |
542,498 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,102.5 |
7,056.5 |
6,865.0 |
|
R3 |
7,002.5 |
6,956.5 |
6,837.5 |
|
R2 |
6,902.5 |
6,902.5 |
6,828.5 |
|
R1 |
6,856.5 |
6,856.5 |
6,819.0 |
6,879.5 |
PP |
6,802.5 |
6,802.5 |
6,802.5 |
6,814.0 |
S1 |
6,756.5 |
6,756.5 |
6,801.0 |
6,779.5 |
S2 |
6,702.5 |
6,702.5 |
6,791.5 |
|
S3 |
6,602.5 |
6,656.5 |
6,782.5 |
|
S4 |
6,502.5 |
6,556.5 |
6,755.0 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,218.0 |
7,122.5 |
6,794.5 |
|
R3 |
7,057.5 |
6,962.0 |
6,750.0 |
|
R2 |
6,897.0 |
6,897.0 |
6,735.5 |
|
R1 |
6,801.5 |
6,801.5 |
6,720.5 |
6,769.0 |
PP |
6,736.5 |
6,736.5 |
6,736.5 |
6,720.0 |
S1 |
6,641.0 |
6,641.0 |
6,691.5 |
6,608.5 |
S2 |
6,576.0 |
6,576.0 |
6,676.5 |
|
S3 |
6,415.5 |
6,480.5 |
6,662.0 |
|
S4 |
6,255.0 |
6,320.0 |
6,617.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,849.0 |
6,671.5 |
177.5 |
2.6% |
100.5 |
1.5% |
78% |
True |
False |
117,322 |
10 |
6,849.0 |
6,582.0 |
267.0 |
3.9% |
95.5 |
1.4% |
85% |
True |
False |
111,595 |
20 |
6,849.0 |
6,234.5 |
614.5 |
9.0% |
103.5 |
1.5% |
94% |
True |
False |
108,955 |
40 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
109.5 |
1.6% |
95% |
True |
False |
88,516 |
60 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
86.0 |
1.3% |
95% |
True |
False |
59,223 |
80 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
78.5 |
1.2% |
95% |
True |
False |
44,470 |
100 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
67.0 |
1.0% |
95% |
True |
False |
35,578 |
120 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
57.0 |
0.8% |
95% |
True |
False |
29,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,274.0 |
2.618 |
7,111.0 |
1.618 |
7,011.0 |
1.000 |
6,949.0 |
0.618 |
6,911.0 |
HIGH |
6,849.0 |
0.618 |
6,811.0 |
0.500 |
6,799.0 |
0.382 |
6,787.0 |
LOW |
6,749.0 |
0.618 |
6,687.0 |
1.000 |
6,649.0 |
1.618 |
6,587.0 |
2.618 |
6,487.0 |
4.250 |
6,324.0 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
6,806.5 |
6,793.5 |
PP |
6,802.5 |
6,777.0 |
S1 |
6,799.0 |
6,760.0 |
|