| 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 |
17,282 |
17,582 |
300 |
1.7% |
17,518 |
| High |
17,600 |
17,712 |
112 |
0.6% |
17,631 |
| Low |
17,214 |
17,507 |
293 |
1.7% |
17,062 |
| Close |
17,572 |
17,568 |
-4 |
0.0% |
17,097 |
| Range |
386 |
205 |
-181 |
-46.9% |
569 |
| ATR |
300 |
293 |
-7 |
-2.3% |
0 |
| Volume |
184,061 |
176,016 |
-8,045 |
-4.4% |
1,020,954 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,211 |
18,094 |
17,681 |
|
| R3 |
18,006 |
17,889 |
17,625 |
|
| R2 |
17,801 |
17,801 |
17,606 |
|
| R1 |
17,684 |
17,684 |
17,587 |
17,640 |
| PP |
17,596 |
17,596 |
17,596 |
17,574 |
| S1 |
17,479 |
17,479 |
17,549 |
17,435 |
| S2 |
17,391 |
17,391 |
17,531 |
|
| S3 |
17,186 |
17,274 |
17,512 |
|
| S4 |
16,981 |
17,069 |
17,455 |
|
|
| 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 |
17,712 |
16,962 |
750 |
4.3% |
333 |
1.9% |
81% |
True |
False |
212,783 |
| 10 |
17,795 |
16,962 |
833 |
4.7% |
326 |
1.9% |
73% |
False |
False |
193,169 |
| 20 |
17,864 |
16,962 |
902 |
5.1% |
315 |
1.8% |
67% |
False |
False |
208,590 |
| 40 |
18,051 |
16,962 |
1,089 |
6.2% |
276 |
1.6% |
56% |
False |
False |
167,438 |
| 60 |
18,051 |
16,962 |
1,089 |
6.2% |
214 |
1.2% |
56% |
False |
False |
111,752 |
| 80 |
18,051 |
15,740 |
2,311 |
13.2% |
213 |
1.2% |
79% |
False |
False |
83,824 |
| 100 |
18,051 |
15,740 |
2,311 |
13.2% |
199 |
1.1% |
79% |
False |
False |
67,061 |
| 120 |
18,051 |
15,740 |
2,311 |
13.2% |
172 |
1.0% |
79% |
False |
False |
55,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,583 |
|
2.618 |
18,249 |
|
1.618 |
18,044 |
|
1.000 |
17,917 |
|
0.618 |
17,839 |
|
HIGH |
17,712 |
|
0.618 |
17,634 |
|
0.500 |
17,610 |
|
0.382 |
17,585 |
|
LOW |
17,507 |
|
0.618 |
17,380 |
|
1.000 |
17,302 |
|
1.618 |
17,175 |
|
2.618 |
16,970 |
|
4.250 |
16,636 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,610 |
17,491 |
| PP |
17,596 |
17,414 |
| S1 |
17,582 |
17,337 |
|