| 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 |
1,263.4 |
1,271.3 |
7.9 |
0.6% |
1,293.2 |
| High |
1,273.6 |
1,275.0 |
1.4 |
0.1% |
1,300.6 |
| Low |
1,258.0 |
1,257.6 |
-0.4 |
0.0% |
1,253.0 |
| Close |
1,265.3 |
1,263.5 |
-1.8 |
-0.1% |
1,280.0 |
| Range |
15.6 |
17.4 |
1.8 |
11.5% |
47.6 |
| ATR |
22.2 |
21.9 |
-0.3 |
-1.6% |
0.0 |
| Volume |
2,796 |
4,319 |
1,523 |
54.5% |
33,116 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.6 |
1,307.9 |
1,273.1 |
|
| R3 |
1,300.2 |
1,290.5 |
1,268.3 |
|
| R2 |
1,282.8 |
1,282.8 |
1,266.7 |
|
| R1 |
1,273.1 |
1,273.1 |
1,265.1 |
1,269.3 |
| PP |
1,265.4 |
1,265.4 |
1,265.4 |
1,263.4 |
| S1 |
1,255.7 |
1,255.7 |
1,261.9 |
1,251.9 |
| S2 |
1,248.0 |
1,248.0 |
1,260.3 |
|
| S3 |
1,230.6 |
1,238.3 |
1,258.7 |
|
| S4 |
1,213.2 |
1,220.9 |
1,253.9 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.7 |
1,397.9 |
1,306.2 |
|
| R3 |
1,373.1 |
1,350.3 |
1,293.1 |
|
| R2 |
1,325.5 |
1,325.5 |
1,288.7 |
|
| R1 |
1,302.7 |
1,302.7 |
1,284.4 |
1,290.3 |
| PP |
1,277.9 |
1,277.9 |
1,277.9 |
1,271.7 |
| S1 |
1,255.1 |
1,255.1 |
1,275.6 |
1,242.7 |
| S2 |
1,230.3 |
1,230.3 |
1,271.3 |
|
| S3 |
1,182.7 |
1,207.5 |
1,266.9 |
|
| S4 |
1,135.1 |
1,159.9 |
1,253.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.5 |
1,256.5 |
30.0 |
2.4% |
21.4 |
1.7% |
23% |
False |
False |
5,163 |
| 10 |
1,303.5 |
1,253.0 |
50.5 |
4.0% |
21.8 |
1.7% |
21% |
False |
False |
5,649 |
| 20 |
1,309.0 |
1,207.4 |
101.6 |
8.0% |
21.7 |
1.7% |
55% |
False |
False |
4,711 |
| 40 |
1,309.0 |
1,169.0 |
140.0 |
11.1% |
21.0 |
1.7% |
68% |
False |
False |
3,556 |
| 60 |
1,309.0 |
1,143.2 |
165.8 |
13.1% |
21.4 |
1.7% |
73% |
False |
False |
3,539 |
| 80 |
1,309.0 |
1,134.1 |
174.9 |
13.8% |
19.8 |
1.6% |
74% |
False |
False |
3,057 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
13.8% |
18.3 |
1.5% |
74% |
False |
False |
2,620 |
| 120 |
1,316.5 |
1,134.1 |
182.4 |
14.4% |
16.5 |
1.3% |
71% |
False |
False |
2,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,349.0 |
|
2.618 |
1,320.6 |
|
1.618 |
1,303.2 |
|
1.000 |
1,292.4 |
|
0.618 |
1,285.8 |
|
HIGH |
1,275.0 |
|
0.618 |
1,268.4 |
|
0.500 |
1,266.3 |
|
0.382 |
1,264.2 |
|
LOW |
1,257.6 |
|
0.618 |
1,246.8 |
|
1.000 |
1,240.2 |
|
1.618 |
1,229.4 |
|
2.618 |
1,212.0 |
|
4.250 |
1,183.7 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,266.3 |
1,271.5 |
| PP |
1,265.4 |
1,268.8 |
| S1 |
1,264.4 |
1,266.2 |
|