Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,697.69 |
15,372.93 |
-324.76 |
-2.1% |
15,879.05 |
High |
15,708.54 |
15,481.85 |
-226.69 |
-1.4% |
15,945.89 |
Low |
15,356.17 |
15,356.62 |
0.45 |
0.0% |
15,617.55 |
Close |
15,372.80 |
15,445.24 |
72.44 |
0.5% |
15,698.85 |
Range |
352.37 |
125.23 |
-227.14 |
-64.5% |
328.34 |
ATR |
171.81 |
168.49 |
-3.33 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,803.59 |
15,749.65 |
15,514.12 |
|
R3 |
15,678.36 |
15,624.42 |
15,479.68 |
|
R2 |
15,553.13 |
15,553.13 |
15,468.20 |
|
R1 |
15,499.19 |
15,499.19 |
15,456.72 |
15,526.16 |
PP |
15,427.90 |
15,427.90 |
15,427.90 |
15,441.39 |
S1 |
15,373.96 |
15,373.96 |
15,433.76 |
15,400.93 |
S2 |
15,302.67 |
15,302.67 |
15,422.28 |
|
S3 |
15,177.44 |
15,248.73 |
15,410.80 |
|
S4 |
15,052.21 |
15,123.50 |
15,376.36 |
|
|
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 |
15,927.08 |
15,356.17 |
570.91 |
3.7% |
219.92 |
1.4% |
16% |
False |
False |
|
10 |
16,453.49 |
15,356.17 |
1,097.32 |
7.1% |
204.09 |
1.3% |
8% |
False |
False |
|
20 |
16,562.32 |
15,356.17 |
1,206.15 |
7.8% |
170.94 |
1.1% |
7% |
False |
False |
|
40 |
16,588.25 |
15,356.17 |
1,232.08 |
8.0% |
142.70 |
0.9% |
7% |
False |
False |
|
60 |
16,588.25 |
15,356.17 |
1,232.08 |
8.0% |
130.96 |
0.8% |
7% |
False |
False |
|
80 |
16,588.25 |
14,806.39 |
1,781.86 |
11.5% |
129.63 |
0.8% |
36% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
12.1% |
129.18 |
0.8% |
39% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
12.1% |
129.15 |
0.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,014.08 |
2.618 |
15,809.70 |
1.618 |
15,684.47 |
1.000 |
15,607.08 |
0.618 |
15,559.24 |
HIGH |
15,481.85 |
0.618 |
15,434.01 |
0.500 |
15,419.24 |
0.382 |
15,404.46 |
LOW |
15,356.62 |
0.618 |
15,279.23 |
1.000 |
15,231.39 |
1.618 |
15,154.00 |
2.618 |
15,028.77 |
4.250 |
14,824.39 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,436.57 |
15,601.68 |
PP |
15,427.90 |
15,549.53 |
S1 |
15,419.24 |
15,497.39 |
|