Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,847.19 |
15,697.69 |
-149.50 |
-0.9% |
15,879.05 |
High |
15,847.19 |
15,708.54 |
-138.65 |
-0.9% |
15,945.89 |
Low |
15,617.55 |
15,356.17 |
-261.38 |
-1.7% |
15,617.55 |
Close |
15,698.85 |
15,372.80 |
-326.05 |
-2.1% |
15,698.85 |
Range |
229.64 |
352.37 |
122.73 |
53.4% |
328.34 |
ATR |
157.92 |
171.81 |
13.89 |
8.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,536.28 |
16,306.91 |
15,566.60 |
|
R3 |
16,183.91 |
15,954.54 |
15,469.70 |
|
R2 |
15,831.54 |
15,831.54 |
15,437.40 |
|
R1 |
15,602.17 |
15,602.17 |
15,405.10 |
15,540.67 |
PP |
15,479.17 |
15,479.17 |
15,479.17 |
15,448.42 |
S1 |
15,249.80 |
15,249.80 |
15,340.50 |
15,188.30 |
S2 |
15,126.80 |
15,126.80 |
15,308.20 |
|
S3 |
14,774.43 |
14,897.43 |
15,275.90 |
|
S4 |
14,422.06 |
14,545.06 |
15,179.00 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,739.12 |
16,547.32 |
15,879.44 |
|
R3 |
16,410.78 |
16,218.98 |
15,789.14 |
|
R2 |
16,082.44 |
16,082.44 |
15,759.05 |
|
R1 |
15,890.64 |
15,890.64 |
15,728.95 |
15,822.37 |
PP |
15,754.10 |
15,754.10 |
15,754.10 |
15,719.96 |
S1 |
15,562.30 |
15,562.30 |
15,668.75 |
15,494.03 |
S2 |
15,425.76 |
15,425.76 |
15,638.65 |
|
S3 |
15,097.42 |
15,233.96 |
15,608.56 |
|
S4 |
14,769.08 |
14,905.62 |
15,518.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,945.89 |
15,356.17 |
589.72 |
3.8% |
215.88 |
1.4% |
3% |
False |
True |
|
10 |
16,520.60 |
15,356.17 |
1,164.43 |
7.6% |
212.01 |
1.4% |
1% |
False |
True |
|
20 |
16,562.32 |
15,356.17 |
1,206.15 |
7.8% |
171.06 |
1.1% |
1% |
False |
True |
|
40 |
16,588.25 |
15,356.17 |
1,232.08 |
8.0% |
141.74 |
0.9% |
1% |
False |
True |
|
60 |
16,588.25 |
15,356.17 |
1,232.08 |
8.0% |
130.90 |
0.9% |
1% |
False |
True |
|
80 |
16,588.25 |
14,719.43 |
1,868.82 |
12.2% |
129.73 |
0.8% |
35% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
12.2% |
129.25 |
0.8% |
35% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
12.2% |
129.45 |
0.8% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,206.11 |
2.618 |
16,631.04 |
1.618 |
16,278.67 |
1.000 |
16,060.91 |
0.618 |
15,926.30 |
HIGH |
15,708.54 |
0.618 |
15,573.93 |
0.500 |
15,532.36 |
0.382 |
15,490.78 |
LOW |
15,356.17 |
0.618 |
15,138.41 |
1.000 |
15,003.80 |
1.618 |
14,786.04 |
2.618 |
14,433.67 |
4.250 |
13,858.60 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,532.36 |
15,631.85 |
PP |
15,479.17 |
15,545.50 |
S1 |
15,425.99 |
15,459.15 |
|