| 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 |
10,871.5 |
10,946.0 |
74.5 |
0.7% |
10,611.0 |
| High |
11,000.0 |
10,950.0 |
-50.0 |
-0.5% |
10,867.5 |
| Low |
10,871.5 |
10,828.5 |
-43.0 |
-0.4% |
10,569.5 |
| Close |
10,916.0 |
10,917.0 |
1.0 |
0.0% |
10,708.0 |
| Range |
128.5 |
121.5 |
-7.0 |
-5.4% |
298.0 |
| ATR |
209.5 |
203.3 |
-6.3 |
-3.0% |
0.0 |
| Volume |
507 |
2,003 |
1,496 |
295.1% |
3,398 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,263.0 |
11,211.5 |
10,983.8 |
|
| R3 |
11,141.5 |
11,090.0 |
10,950.4 |
|
| R2 |
11,020.0 |
11,020.0 |
10,939.3 |
|
| R1 |
10,968.5 |
10,968.5 |
10,928.1 |
10,933.5 |
| PP |
10,898.5 |
10,898.5 |
10,898.5 |
10,881.0 |
| S1 |
10,847.0 |
10,847.0 |
10,905.9 |
10,812.0 |
| S2 |
10,777.0 |
10,777.0 |
10,894.7 |
|
| S3 |
10,655.5 |
10,725.5 |
10,883.6 |
|
| S4 |
10,534.0 |
10,604.0 |
10,850.2 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,609.0 |
11,456.5 |
10,871.9 |
|
| R3 |
11,311.0 |
11,158.5 |
10,790.0 |
|
| R2 |
11,013.0 |
11,013.0 |
10,762.6 |
|
| R1 |
10,860.5 |
10,860.5 |
10,735.3 |
10,936.8 |
| PP |
10,715.0 |
10,715.0 |
10,715.0 |
10,753.1 |
| S1 |
10,562.5 |
10,562.5 |
10,680.7 |
10,638.8 |
| S2 |
10,417.0 |
10,417.0 |
10,653.4 |
|
| S3 |
10,119.0 |
10,264.5 |
10,626.1 |
|
| S4 |
9,821.0 |
9,966.5 |
10,544.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,000.0 |
10,600.0 |
400.0 |
3.7% |
167.6 |
1.5% |
79% |
False |
False |
911 |
| 10 |
11,000.0 |
10,267.0 |
733.0 |
6.7% |
202.5 |
1.9% |
89% |
False |
False |
822 |
| 20 |
11,000.0 |
9,630.0 |
1,370.0 |
12.5% |
210.8 |
1.9% |
94% |
False |
False |
745 |
| 40 |
11,000.0 |
9,251.0 |
1,749.0 |
16.0% |
197.0 |
1.8% |
95% |
False |
False |
477 |
| 60 |
11,000.0 |
9,158.5 |
1,841.5 |
16.9% |
162.1 |
1.5% |
95% |
False |
False |
339 |
| 80 |
11,000.0 |
8,419.0 |
2,581.0 |
23.6% |
157.0 |
1.4% |
97% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,466.4 |
|
2.618 |
11,268.1 |
|
1.618 |
11,146.6 |
|
1.000 |
11,071.5 |
|
0.618 |
11,025.1 |
|
HIGH |
10,950.0 |
|
0.618 |
10,903.6 |
|
0.500 |
10,889.3 |
|
0.382 |
10,874.9 |
|
LOW |
10,828.5 |
|
0.618 |
10,753.4 |
|
1.000 |
10,707.0 |
|
1.618 |
10,631.9 |
|
2.618 |
10,510.4 |
|
4.250 |
10,312.1 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,907.8 |
10,894.7 |
| PP |
10,898.5 |
10,872.3 |
| S1 |
10,889.3 |
10,850.0 |
|