| 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 |
5,608.0 |
5,742.0 |
134.0 |
2.4% |
5,452.0 |
| High |
5,666.0 |
5,755.0 |
89.0 |
1.6% |
5,570.0 |
| Low |
5,577.0 |
5,683.0 |
106.0 |
1.9% |
5,439.0 |
| Close |
5,643.0 |
5,726.0 |
83.0 |
1.5% |
5,542.0 |
| Range |
89.0 |
72.0 |
-17.0 |
-19.1% |
131.0 |
| ATR |
68.4 |
71.5 |
3.1 |
4.6% |
0.0 |
| Volume |
31,361 |
32,036 |
675 |
2.2% |
99,235 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,937.3 |
5,903.7 |
5,765.6 |
|
| R3 |
5,865.3 |
5,831.7 |
5,745.8 |
|
| R2 |
5,793.3 |
5,793.3 |
5,739.2 |
|
| R1 |
5,759.7 |
5,759.7 |
5,732.6 |
5,740.5 |
| PP |
5,721.3 |
5,721.3 |
5,721.3 |
5,711.8 |
| S1 |
5,687.7 |
5,687.7 |
5,719.4 |
5,668.5 |
| S2 |
5,649.3 |
5,649.3 |
5,712.8 |
|
| S3 |
5,577.3 |
5,615.7 |
5,706.2 |
|
| S4 |
5,505.3 |
5,543.7 |
5,686.4 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,910.0 |
5,857.0 |
5,614.1 |
|
| R3 |
5,779.0 |
5,726.0 |
5,578.0 |
|
| R2 |
5,648.0 |
5,648.0 |
5,566.0 |
|
| R1 |
5,595.0 |
5,595.0 |
5,554.0 |
5,621.5 |
| PP |
5,517.0 |
5,517.0 |
5,517.0 |
5,530.3 |
| S1 |
5,464.0 |
5,464.0 |
5,530.0 |
5,490.5 |
| S2 |
5,386.0 |
5,386.0 |
5,518.0 |
|
| S3 |
5,255.0 |
5,333.0 |
5,506.0 |
|
| S4 |
5,124.0 |
5,202.0 |
5,470.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,755.0 |
5,456.0 |
299.0 |
5.2% |
66.8 |
1.2% |
90% |
True |
False |
27,810 |
| 10 |
5,755.0 |
5,277.0 |
478.0 |
8.3% |
58.4 |
1.0% |
94% |
True |
False |
24,822 |
| 20 |
5,755.0 |
5,213.0 |
542.0 |
9.5% |
55.8 |
1.0% |
95% |
True |
False |
23,857 |
| 40 |
5,755.0 |
5,081.0 |
674.0 |
11.8% |
62.7 |
1.1% |
96% |
True |
False |
24,891 |
| 60 |
5,755.0 |
5,081.0 |
674.0 |
11.8% |
47.6 |
0.8% |
96% |
True |
False |
16,612 |
| 80 |
5,755.0 |
5,081.0 |
674.0 |
11.8% |
36.4 |
0.6% |
96% |
True |
False |
12,476 |
| 100 |
5,755.0 |
5,081.0 |
674.0 |
11.8% |
29.3 |
0.5% |
96% |
True |
False |
9,982 |
| 120 |
5,755.0 |
5,081.0 |
674.0 |
11.8% |
24.4 |
0.4% |
96% |
True |
False |
8,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,061.0 |
|
2.618 |
5,943.5 |
|
1.618 |
5,871.5 |
|
1.000 |
5,827.0 |
|
0.618 |
5,799.5 |
|
HIGH |
5,755.0 |
|
0.618 |
5,727.5 |
|
0.500 |
5,719.0 |
|
0.382 |
5,710.5 |
|
LOW |
5,683.0 |
|
0.618 |
5,638.5 |
|
1.000 |
5,611.0 |
|
1.618 |
5,566.5 |
|
2.618 |
5,494.5 |
|
4.250 |
5,377.0 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,723.7 |
5,697.7 |
| PP |
5,721.3 |
5,669.3 |
| S1 |
5,719.0 |
5,641.0 |
|