| 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 |
17,169.99 |
17,369.97 |
199.98 |
1.2% |
17,668.11 |
| High |
17,367.68 |
17,670.76 |
303.08 |
1.7% |
17,696.36 |
| Low |
17,037.76 |
17,369.97 |
332.21 |
1.9% |
17,136.30 |
| Close |
17,361.04 |
17,666.40 |
305.36 |
1.8% |
17,164.95 |
| Range |
329.92 |
300.79 |
-29.13 |
-8.8% |
560.06 |
| ATR |
253.57 |
257.58 |
4.01 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,471.41 |
18,369.70 |
17,831.83 |
|
| R3 |
18,170.62 |
18,068.91 |
17,749.12 |
|
| R2 |
17,869.83 |
17,869.83 |
17,721.54 |
|
| R1 |
17,768.12 |
17,768.12 |
17,693.97 |
17,818.98 |
| PP |
17,569.04 |
17,569.04 |
17,569.04 |
17,594.47 |
| S1 |
17,467.33 |
17,467.33 |
17,638.83 |
17,518.19 |
| S2 |
17,268.25 |
17,268.25 |
17,611.26 |
|
| S3 |
16,967.46 |
17,166.54 |
17,583.68 |
|
| S4 |
16,666.67 |
16,865.75 |
17,500.97 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,012.72 |
18,648.89 |
17,472.98 |
|
| R3 |
18,452.66 |
18,088.83 |
17,318.97 |
|
| R2 |
17,892.60 |
17,892.60 |
17,267.63 |
|
| R1 |
17,528.77 |
17,528.77 |
17,216.29 |
17,430.66 |
| PP |
17,332.54 |
17,332.54 |
17,332.54 |
17,283.48 |
| S1 |
16,968.71 |
16,968.71 |
17,113.61 |
16,870.60 |
| S2 |
16,772.48 |
16,772.48 |
17,062.27 |
|
| S3 |
16,212.42 |
16,408.65 |
17,010.93 |
|
| S4 |
15,652.36 |
15,848.59 |
16,856.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,670.76 |
17,037.76 |
633.00 |
3.6% |
297.21 |
1.7% |
99% |
True |
False |
|
| 10 |
17,840.89 |
17,037.76 |
803.13 |
4.5% |
267.19 |
1.5% |
78% |
False |
False |
|
| 20 |
17,923.01 |
17,037.76 |
885.25 |
5.0% |
275.18 |
1.6% |
71% |
False |
False |
|
| 40 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
239.59 |
1.4% |
59% |
False |
False |
|
| 60 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
189.68 |
1.1% |
59% |
False |
False |
|
| 80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
196.38 |
1.1% |
81% |
False |
False |
|
| 100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
191.56 |
1.1% |
81% |
False |
False |
|
| 120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
176.67 |
1.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,949.12 |
|
2.618 |
18,458.23 |
|
1.618 |
18,157.44 |
|
1.000 |
17,971.55 |
|
0.618 |
17,856.65 |
|
HIGH |
17,670.76 |
|
0.618 |
17,555.86 |
|
0.500 |
17,520.37 |
|
0.382 |
17,484.87 |
|
LOW |
17,369.97 |
|
0.618 |
17,184.08 |
|
1.000 |
17,069.18 |
|
1.618 |
16,883.29 |
|
2.618 |
16,582.50 |
|
4.250 |
16,091.61 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,617.72 |
17,562.35 |
| PP |
17,569.04 |
17,458.31 |
| S1 |
17,520.37 |
17,354.26 |
|