Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,372.93 |
15,443.00 |
70.07 |
0.5% |
15,879.05 |
High |
15,481.85 |
15,478.21 |
-3.64 |
0.0% |
15,945.89 |
Low |
15,356.62 |
15,340.69 |
-15.93 |
-0.1% |
15,617.55 |
Close |
15,445.24 |
15,440.23 |
-5.01 |
0.0% |
15,698.85 |
Range |
125.23 |
137.52 |
12.29 |
9.8% |
328.34 |
ATR |
168.49 |
166.27 |
-2.21 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,832.27 |
15,773.77 |
15,515.87 |
|
R3 |
15,694.75 |
15,636.25 |
15,478.05 |
|
R2 |
15,557.23 |
15,557.23 |
15,465.44 |
|
R1 |
15,498.73 |
15,498.73 |
15,452.84 |
15,459.22 |
PP |
15,419.71 |
15,419.71 |
15,419.71 |
15,399.96 |
S1 |
15,361.21 |
15,361.21 |
15,427.62 |
15,321.70 |
S2 |
15,282.19 |
15,282.19 |
15,415.02 |
|
S3 |
15,144.67 |
15,223.69 |
15,402.41 |
|
S4 |
15,007.15 |
15,086.17 |
15,364.59 |
|
|
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 |
15,907.53 |
15,340.69 |
566.84 |
3.7% |
203.80 |
1.3% |
18% |
False |
True |
|
10 |
16,372.96 |
15,340.69 |
1,032.27 |
6.7% |
205.80 |
1.3% |
10% |
False |
True |
|
20 |
16,528.88 |
15,340.69 |
1,188.19 |
7.7% |
171.15 |
1.1% |
8% |
False |
True |
|
40 |
16,588.25 |
15,340.69 |
1,247.56 |
8.1% |
141.22 |
0.9% |
8% |
False |
True |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
8.1% |
129.73 |
0.8% |
8% |
False |
True |
|
80 |
16,588.25 |
15,100.13 |
1,488.12 |
9.6% |
127.36 |
0.8% |
23% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
12.1% |
129.93 |
0.8% |
39% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
12.1% |
129.16 |
0.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,062.67 |
2.618 |
15,838.24 |
1.618 |
15,700.72 |
1.000 |
15,615.73 |
0.618 |
15,563.20 |
HIGH |
15,478.21 |
0.618 |
15,425.68 |
0.500 |
15,409.45 |
0.382 |
15,393.22 |
LOW |
15,340.69 |
0.618 |
15,255.70 |
1.000 |
15,203.17 |
1.618 |
15,118.18 |
2.618 |
14,980.66 |
4.250 |
14,756.23 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,429.97 |
15,524.62 |
PP |
15,419.71 |
15,496.49 |
S1 |
15,409.45 |
15,468.36 |
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