| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,799.0 |
10,699.0 |
-100.0 |
-0.9% |
10,576.0 |
| High |
10,821.5 |
10,884.0 |
62.5 |
0.6% |
10,857.5 |
| Low |
10,643.5 |
10,681.0 |
37.5 |
0.4% |
10,553.0 |
| Close |
10,695.0 |
10,808.5 |
113.5 |
1.1% |
10,695.0 |
| Range |
178.0 |
203.0 |
25.0 |
14.0% |
304.5 |
| ATR |
234.5 |
232.3 |
-2.3 |
-1.0% |
0.0 |
| Volume |
119,275 |
124,458 |
5,183 |
4.3% |
634,611 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,400.2 |
11,307.3 |
10,920.2 |
|
| R3 |
11,197.2 |
11,104.3 |
10,864.3 |
|
| R2 |
10,994.2 |
10,994.2 |
10,845.7 |
|
| R1 |
10,901.3 |
10,901.3 |
10,827.1 |
10,947.8 |
| PP |
10,791.2 |
10,791.2 |
10,791.2 |
10,814.4 |
| S1 |
10,698.3 |
10,698.3 |
10,789.9 |
10,744.8 |
| S2 |
10,588.2 |
10,588.2 |
10,771.3 |
|
| S3 |
10,385.2 |
10,495.3 |
10,752.7 |
|
| S4 |
10,182.2 |
10,292.3 |
10,696.9 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,615.3 |
11,459.7 |
10,862.5 |
|
| R3 |
11,310.8 |
11,155.2 |
10,778.7 |
|
| R2 |
11,006.3 |
11,006.3 |
10,750.8 |
|
| R1 |
10,850.7 |
10,850.7 |
10,722.9 |
10,928.5 |
| PP |
10,701.8 |
10,701.8 |
10,701.8 |
10,740.8 |
| S1 |
10,546.2 |
10,546.2 |
10,667.1 |
10,624.0 |
| S2 |
10,397.3 |
10,397.3 |
10,639.2 |
|
| S3 |
10,092.8 |
10,241.7 |
10,611.3 |
|
| S4 |
9,788.3 |
9,937.2 |
10,527.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,884.0 |
10,553.0 |
331.0 |
3.1% |
209.9 |
1.9% |
77% |
True |
False |
124,388 |
| 10 |
10,884.0 |
10,153.0 |
731.0 |
6.8% |
214.6 |
2.0% |
90% |
True |
False |
135,171 |
| 20 |
10,884.0 |
9,383.5 |
1,500.5 |
13.9% |
244.7 |
2.3% |
95% |
True |
False |
142,332 |
| 40 |
10,884.0 |
9,227.0 |
1,657.0 |
15.3% |
217.0 |
2.0% |
95% |
True |
False |
97,192 |
| 60 |
10,884.0 |
9,145.5 |
1,738.5 |
16.1% |
187.5 |
1.7% |
96% |
True |
False |
65,384 |
| 80 |
10,884.0 |
8,367.5 |
2,516.5 |
23.3% |
192.1 |
1.8% |
97% |
True |
False |
49,179 |
| 100 |
10,884.0 |
8,367.5 |
2,516.5 |
23.3% |
173.5 |
1.6% |
97% |
True |
False |
39,385 |
| 120 |
10,884.0 |
8,367.5 |
2,516.5 |
23.3% |
157.2 |
1.5% |
97% |
True |
False |
32,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,746.8 |
|
2.618 |
11,415.5 |
|
1.618 |
11,212.5 |
|
1.000 |
11,087.0 |
|
0.618 |
11,009.5 |
|
HIGH |
10,884.0 |
|
0.618 |
10,806.5 |
|
0.500 |
10,782.5 |
|
0.382 |
10,758.5 |
|
LOW |
10,681.0 |
|
0.618 |
10,555.5 |
|
1.000 |
10,478.0 |
|
1.618 |
10,352.5 |
|
2.618 |
10,149.5 |
|
4.250 |
9,818.3 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,799.8 |
10,786.2 |
| PP |
10,791.2 |
10,763.8 |
| S1 |
10,782.5 |
10,741.5 |
|