| 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 |
17,108 |
17,282 |
174 |
1.0% |
17,518 |
| High |
17,315 |
17,600 |
285 |
1.6% |
17,631 |
| Low |
16,962 |
17,214 |
252 |
1.5% |
17,062 |
| Close |
17,299 |
17,572 |
273 |
1.6% |
17,097 |
| Range |
353 |
386 |
33 |
9.3% |
569 |
| ATR |
294 |
300 |
7 |
2.2% |
0 |
| Volume |
229,318 |
184,061 |
-45,257 |
-19.7% |
1,020,954 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,620 |
18,482 |
17,784 |
|
| R3 |
18,234 |
18,096 |
17,678 |
|
| R2 |
17,848 |
17,848 |
17,643 |
|
| R1 |
17,710 |
17,710 |
17,608 |
17,779 |
| PP |
17,462 |
17,462 |
17,462 |
17,497 |
| S1 |
17,324 |
17,324 |
17,537 |
17,393 |
| S2 |
17,076 |
17,076 |
17,501 |
|
| S3 |
16,690 |
16,938 |
17,466 |
|
| S4 |
16,304 |
16,552 |
17,360 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,970 |
18,603 |
17,410 |
|
| R3 |
18,401 |
18,034 |
17,254 |
|
| R2 |
17,832 |
17,832 |
17,201 |
|
| R1 |
17,465 |
17,465 |
17,149 |
17,364 |
| PP |
17,263 |
17,263 |
17,263 |
17,213 |
| S1 |
16,896 |
16,896 |
17,045 |
16,795 |
| S2 |
16,694 |
16,694 |
16,993 |
|
| S3 |
16,125 |
16,327 |
16,941 |
|
| S4 |
15,556 |
15,758 |
16,784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,600 |
16,962 |
638 |
3.6% |
371 |
2.1% |
96% |
True |
False |
219,426 |
| 10 |
17,795 |
16,962 |
833 |
4.7% |
326 |
1.9% |
73% |
False |
False |
193,470 |
| 20 |
17,864 |
16,962 |
902 |
5.1% |
321 |
1.8% |
68% |
False |
False |
212,647 |
| 40 |
18,051 |
16,962 |
1,089 |
6.2% |
273 |
1.6% |
56% |
False |
False |
163,058 |
| 60 |
18,051 |
16,962 |
1,089 |
6.2% |
213 |
1.2% |
56% |
False |
False |
108,819 |
| 80 |
18,051 |
15,740 |
2,311 |
13.2% |
214 |
1.2% |
79% |
False |
False |
81,624 |
| 100 |
18,051 |
15,740 |
2,311 |
13.2% |
198 |
1.1% |
79% |
False |
False |
65,301 |
| 120 |
18,051 |
15,740 |
2,311 |
13.2% |
170 |
1.0% |
79% |
False |
False |
54,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,241 |
|
2.618 |
18,611 |
|
1.618 |
18,225 |
|
1.000 |
17,986 |
|
0.618 |
17,839 |
|
HIGH |
17,600 |
|
0.618 |
17,453 |
|
0.500 |
17,407 |
|
0.382 |
17,362 |
|
LOW |
17,214 |
|
0.618 |
16,976 |
|
1.000 |
16,828 |
|
1.618 |
16,590 |
|
2.618 |
16,204 |
|
4.250 |
15,574 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,517 |
17,475 |
| PP |
17,462 |
17,378 |
| S1 |
17,407 |
17,281 |
|