| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
17,582 |
17,524 |
-58 |
-0.3% |
17,518 |
| High |
17,712 |
17,821 |
109 |
0.6% |
17,631 |
| Low |
17,507 |
17,492 |
-15 |
-0.1% |
17,062 |
| Close |
17,568 |
17,784 |
216 |
1.2% |
17,097 |
| Range |
205 |
329 |
124 |
60.5% |
569 |
| ATR |
293 |
296 |
3 |
0.9% |
0 |
| Volume |
176,016 |
132,143 |
-43,873 |
-24.9% |
1,020,954 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,686 |
18,564 |
17,965 |
|
| R3 |
18,357 |
18,235 |
17,875 |
|
| R2 |
18,028 |
18,028 |
17,844 |
|
| R1 |
17,906 |
17,906 |
17,814 |
17,967 |
| PP |
17,699 |
17,699 |
17,699 |
17,730 |
| S1 |
17,577 |
17,577 |
17,754 |
17,638 |
| S2 |
17,370 |
17,370 |
17,724 |
|
| S3 |
17,041 |
17,248 |
17,694 |
|
| S4 |
16,712 |
16,919 |
17,603 |
|
|
| 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 |
17,821 |
16,962 |
859 |
4.8% |
323 |
1.8% |
96% |
True |
False |
192,690 |
| 10 |
17,821 |
16,962 |
859 |
4.8% |
322 |
1.8% |
96% |
True |
False |
187,637 |
| 20 |
17,864 |
16,962 |
902 |
5.1% |
320 |
1.8% |
91% |
False |
False |
206,019 |
| 40 |
18,051 |
16,962 |
1,089 |
6.1% |
280 |
1.6% |
75% |
False |
False |
170,639 |
| 60 |
18,051 |
16,962 |
1,089 |
6.1% |
218 |
1.2% |
75% |
False |
False |
113,953 |
| 80 |
18,051 |
15,740 |
2,311 |
13.0% |
214 |
1.2% |
88% |
False |
False |
85,475 |
| 100 |
18,051 |
15,740 |
2,311 |
13.0% |
202 |
1.1% |
88% |
False |
False |
68,382 |
| 120 |
18,051 |
15,740 |
2,311 |
13.0% |
174 |
1.0% |
88% |
False |
False |
56,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,219 |
|
2.618 |
18,682 |
|
1.618 |
18,353 |
|
1.000 |
18,150 |
|
0.618 |
18,024 |
|
HIGH |
17,821 |
|
0.618 |
17,695 |
|
0.500 |
17,657 |
|
0.382 |
17,618 |
|
LOW |
17,492 |
|
0.618 |
17,289 |
|
1.000 |
17,163 |
|
1.618 |
16,960 |
|
2.618 |
16,631 |
|
4.250 |
16,094 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,742 |
17,695 |
| PP |
17,699 |
17,606 |
| S1 |
17,657 |
17,518 |
|