| 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 |
10,854.5 |
10,933.0 |
78.5 |
0.7% |
10,576.0 |
| High |
10,989.5 |
10,942.0 |
-47.5 |
-0.4% |
10,857.5 |
| Low |
10,846.5 |
10,805.0 |
-41.5 |
-0.4% |
10,553.0 |
| Close |
10,902.5 |
10,903.0 |
0.5 |
0.0% |
10,695.0 |
| Range |
143.0 |
137.0 |
-6.0 |
-4.2% |
304.5 |
| ATR |
228.6 |
222.1 |
-6.5 |
-2.9% |
0.0 |
| Volume |
113,277 |
101,818 |
-11,459 |
-10.1% |
634,611 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,294.3 |
11,235.7 |
10,978.4 |
|
| R3 |
11,157.3 |
11,098.7 |
10,940.7 |
|
| R2 |
11,020.3 |
11,020.3 |
10,928.1 |
|
| R1 |
10,961.7 |
10,961.7 |
10,915.6 |
10,922.5 |
| PP |
10,883.3 |
10,883.3 |
10,883.3 |
10,863.8 |
| S1 |
10,824.7 |
10,824.7 |
10,890.4 |
10,785.5 |
| S2 |
10,746.3 |
10,746.3 |
10,877.9 |
|
| S3 |
10,609.3 |
10,687.7 |
10,865.3 |
|
| S4 |
10,472.3 |
10,550.7 |
10,827.7 |
|
|
| 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 |
10,989.5 |
10,599.0 |
390.5 |
3.6% |
178.8 |
1.6% |
78% |
False |
False |
115,896 |
| 10 |
10,989.5 |
10,229.0 |
760.5 |
7.0% |
215.9 |
2.0% |
89% |
False |
False |
126,700 |
| 20 |
10,989.5 |
9,463.0 |
1,526.5 |
14.0% |
229.0 |
2.1% |
94% |
False |
False |
139,776 |
| 40 |
10,989.5 |
9,227.0 |
1,762.5 |
16.2% |
218.8 |
2.0% |
95% |
False |
False |
102,412 |
| 60 |
10,989.5 |
9,145.5 |
1,844.0 |
16.9% |
187.9 |
1.7% |
95% |
False |
False |
68,952 |
| 80 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
191.0 |
1.8% |
97% |
False |
False |
51,860 |
| 100 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
175.6 |
1.6% |
97% |
False |
False |
41,535 |
| 120 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
158.4 |
1.5% |
97% |
False |
False |
34,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,524.3 |
|
2.618 |
11,300.7 |
|
1.618 |
11,163.7 |
|
1.000 |
11,079.0 |
|
0.618 |
11,026.7 |
|
HIGH |
10,942.0 |
|
0.618 |
10,889.7 |
|
0.500 |
10,873.5 |
|
0.382 |
10,857.3 |
|
LOW |
10,805.0 |
|
0.618 |
10,720.3 |
|
1.000 |
10,668.0 |
|
1.618 |
10,583.3 |
|
2.618 |
10,446.3 |
|
4.250 |
10,222.8 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,893.2 |
10,880.4 |
| PP |
10,883.3 |
10,857.8 |
| S1 |
10,873.5 |
10,835.3 |
|