| 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 |
17,369.97 |
17,664.99 |
295.02 |
1.7% |
17,668.11 |
| High |
17,670.76 |
17,782.22 |
111.46 |
0.6% |
17,696.36 |
| Low |
17,369.97 |
17,603.21 |
233.24 |
1.3% |
17,136.30 |
| Close |
17,666.40 |
17,673.02 |
6.62 |
0.0% |
17,164.95 |
| Range |
300.79 |
179.01 |
-121.78 |
-40.5% |
560.06 |
| ATR |
257.58 |
251.97 |
-5.61 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,223.18 |
18,127.11 |
17,771.48 |
|
| R3 |
18,044.17 |
17,948.10 |
17,722.25 |
|
| R2 |
17,865.16 |
17,865.16 |
17,705.84 |
|
| R1 |
17,769.09 |
17,769.09 |
17,689.43 |
17,817.13 |
| PP |
17,686.15 |
17,686.15 |
17,686.15 |
17,710.17 |
| S1 |
17,590.08 |
17,590.08 |
17,656.61 |
17,638.12 |
| S2 |
17,507.14 |
17,507.14 |
17,640.20 |
|
| S3 |
17,328.13 |
17,411.07 |
17,623.79 |
|
| S4 |
17,149.12 |
17,232.06 |
17,574.56 |
|
|
| 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 |
17,782.22 |
17,037.76 |
744.46 |
4.2% |
273.93 |
1.5% |
85% |
True |
False |
|
| 10 |
17,840.89 |
17,037.76 |
803.13 |
4.5% |
264.73 |
1.5% |
79% |
False |
False |
|
| 20 |
17,923.01 |
17,037.76 |
885.25 |
5.0% |
268.19 |
1.5% |
72% |
False |
False |
|
| 40 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
241.86 |
1.4% |
60% |
False |
False |
|
| 60 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
190.67 |
1.1% |
60% |
False |
False |
|
| 80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
194.37 |
1.1% |
81% |
False |
False |
|
| 100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
192.62 |
1.1% |
81% |
False |
False |
|
| 120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
177.31 |
1.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,543.01 |
|
2.618 |
18,250.87 |
|
1.618 |
18,071.86 |
|
1.000 |
17,961.23 |
|
0.618 |
17,892.85 |
|
HIGH |
17,782.22 |
|
0.618 |
17,713.84 |
|
0.500 |
17,692.72 |
|
0.382 |
17,671.59 |
|
LOW |
17,603.21 |
|
0.618 |
17,492.58 |
|
1.000 |
17,424.20 |
|
1.618 |
17,313.57 |
|
2.618 |
17,134.56 |
|
4.250 |
16,842.42 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,692.72 |
17,585.34 |
| PP |
17,686.15 |
17,497.67 |
| S1 |
17,679.59 |
17,409.99 |
|