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 |
6,756.5 |
6,819.0 |
62.5 |
0.9% |
6,744.0 |
High |
6,849.0 |
6,828.0 |
-21.0 |
-0.3% |
6,832.0 |
Low |
6,749.0 |
6,746.0 |
-3.0 |
0.0% |
6,671.5 |
Close |
6,810.0 |
6,797.0 |
-13.0 |
-0.2% |
6,706.0 |
Range |
100.0 |
82.0 |
-18.0 |
-18.0% |
160.5 |
ATR |
108.7 |
106.8 |
-1.9 |
-1.8% |
0.0 |
Volume |
119,766 |
97,814 |
-21,952 |
-18.3% |
542,498 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,036.5 |
6,998.5 |
6,842.0 |
|
R3 |
6,954.5 |
6,916.5 |
6,819.5 |
|
R2 |
6,872.5 |
6,872.5 |
6,812.0 |
|
R1 |
6,834.5 |
6,834.5 |
6,804.5 |
6,812.5 |
PP |
6,790.5 |
6,790.5 |
6,790.5 |
6,779.0 |
S1 |
6,752.5 |
6,752.5 |
6,789.5 |
6,730.5 |
S2 |
6,708.5 |
6,708.5 |
6,782.0 |
|
S3 |
6,626.5 |
6,670.5 |
6,774.5 |
|
S4 |
6,544.5 |
6,588.5 |
6,752.0 |
|
|
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% |
95.0 |
1.4% |
71% |
False |
False |
116,623 |
10 |
6,849.0 |
6,668.5 |
180.5 |
2.7% |
94.5 |
1.4% |
71% |
False |
False |
109,931 |
20 |
6,849.0 |
6,234.5 |
614.5 |
9.0% |
103.0 |
1.5% |
92% |
False |
False |
108,781 |
40 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
111.0 |
1.6% |
93% |
False |
False |
90,944 |
60 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
86.5 |
1.3% |
93% |
False |
False |
60,852 |
80 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
78.5 |
1.2% |
94% |
False |
False |
45,692 |
100 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
67.5 |
1.0% |
94% |
False |
False |
36,556 |
120 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
57.5 |
0.8% |
94% |
False |
False |
30,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,176.5 |
2.618 |
7,042.5 |
1.618 |
6,960.5 |
1.000 |
6,910.0 |
0.618 |
6,878.5 |
HIGH |
6,828.0 |
0.618 |
6,796.5 |
0.500 |
6,787.0 |
0.382 |
6,777.5 |
LOW |
6,746.0 |
0.618 |
6,695.5 |
1.000 |
6,664.0 |
1.618 |
6,613.5 |
2.618 |
6,531.5 |
4.250 |
6,397.5 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
6,793.5 |
6,785.0 |
PP |
6,790.5 |
6,773.5 |
S1 |
6,787.0 |
6,761.5 |
|