Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
6,773.0 |
6,800.5 |
27.5 |
0.4% |
6,725.5 |
High |
6,815.0 |
6,831.5 |
16.5 |
0.2% |
6,849.0 |
Low |
6,752.0 |
6,760.0 |
8.0 |
0.1% |
6,674.0 |
Close |
6,803.0 |
6,797.5 |
-5.5 |
-0.1% |
6,797.5 |
Range |
63.0 |
71.5 |
8.5 |
13.5% |
175.0 |
ATR |
103.7 |
101.4 |
-2.3 |
-2.2% |
0.0 |
Volume |
77,338 |
78,338 |
1,000 |
1.3% |
486,126 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,011.0 |
6,975.5 |
6,837.0 |
|
R3 |
6,939.5 |
6,904.0 |
6,817.0 |
|
R2 |
6,868.0 |
6,868.0 |
6,810.5 |
|
R1 |
6,832.5 |
6,832.5 |
6,804.0 |
6,814.5 |
PP |
6,796.5 |
6,796.5 |
6,796.5 |
6,787.0 |
S1 |
6,761.0 |
6,761.0 |
6,791.0 |
6,743.0 |
S2 |
6,725.0 |
6,725.0 |
6,784.5 |
|
S3 |
6,653.5 |
6,689.5 |
6,778.0 |
|
S4 |
6,582.0 |
6,618.0 |
6,758.0 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,298.5 |
7,223.0 |
6,894.0 |
|
R3 |
7,123.5 |
7,048.0 |
6,845.5 |
|
R2 |
6,948.5 |
6,948.5 |
6,829.5 |
|
R1 |
6,873.0 |
6,873.0 |
6,813.5 |
6,911.0 |
PP |
6,773.5 |
6,773.5 |
6,773.5 |
6,792.5 |
S1 |
6,698.0 |
6,698.0 |
6,781.5 |
6,736.0 |
S2 |
6,598.5 |
6,598.5 |
6,765.5 |
|
S3 |
6,423.5 |
6,523.0 |
6,749.5 |
|
S4 |
6,248.5 |
6,348.0 |
6,701.0 |
|
|
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 |
6,674.0 |
175.0 |
2.6% |
79.5 |
1.2% |
71% |
False |
False |
97,225 |
10 |
6,849.0 |
6,671.5 |
177.5 |
2.6% |
91.0 |
1.3% |
71% |
False |
False |
102,862 |
20 |
6,849.0 |
6,234.5 |
614.5 |
9.0% |
99.0 |
1.5% |
92% |
False |
False |
106,540 |
40 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
108.5 |
1.6% |
93% |
False |
False |
94,695 |
60 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
88.5 |
1.3% |
93% |
False |
False |
63,447 |
80 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
79.0 |
1.2% |
94% |
False |
False |
47,637 |
100 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
69.0 |
1.0% |
94% |
False |
False |
38,112 |
120 |
6,849.0 |
6,010.0 |
839.0 |
12.3% |
58.5 |
0.9% |
94% |
False |
False |
31,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,135.5 |
2.618 |
7,018.5 |
1.618 |
6,947.0 |
1.000 |
6,903.0 |
0.618 |
6,875.5 |
HIGH |
6,831.5 |
0.618 |
6,804.0 |
0.500 |
6,796.0 |
0.382 |
6,787.5 |
LOW |
6,760.0 |
0.618 |
6,716.0 |
1.000 |
6,688.5 |
1.618 |
6,644.5 |
2.618 |
6,573.0 |
4.250 |
6,456.0 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
6,797.0 |
6,794.5 |
PP |
6,796.5 |
6,791.5 |
S1 |
6,796.0 |
6,789.0 |
|