Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,443.00 |
15,443.83 |
0.83 |
0.0% |
15,879.05 |
High |
15,478.21 |
15,632.09 |
153.88 |
1.0% |
15,945.89 |
Low |
15,340.69 |
15,443.00 |
102.31 |
0.7% |
15,617.55 |
Close |
15,440.23 |
15,628.53 |
188.30 |
1.2% |
15,698.85 |
Range |
137.52 |
189.09 |
51.57 |
37.5% |
328.34 |
ATR |
166.27 |
168.10 |
1.83 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,135.14 |
16,070.93 |
15,732.53 |
|
R3 |
15,946.05 |
15,881.84 |
15,680.53 |
|
R2 |
15,756.96 |
15,756.96 |
15,663.20 |
|
R1 |
15,692.75 |
15,692.75 |
15,645.86 |
15,724.86 |
PP |
15,567.87 |
15,567.87 |
15,567.87 |
15,583.93 |
S1 |
15,503.66 |
15,503.66 |
15,611.20 |
15,535.77 |
S2 |
15,378.78 |
15,378.78 |
15,593.86 |
|
S3 |
15,189.69 |
15,314.57 |
15,576.53 |
|
S4 |
15,000.60 |
15,125.48 |
15,524.53 |
|
|
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 |
15,847.19 |
15,340.69 |
506.50 |
3.2% |
206.77 |
1.3% |
57% |
False |
False |
|
10 |
16,203.29 |
15,340.69 |
862.60 |
5.5% |
201.47 |
1.3% |
33% |
False |
False |
|
20 |
16,525.35 |
15,340.69 |
1,184.66 |
7.6% |
175.00 |
1.1% |
24% |
False |
False |
|
40 |
16,588.25 |
15,340.69 |
1,247.56 |
8.0% |
144.87 |
0.9% |
23% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
8.0% |
129.80 |
0.8% |
23% |
False |
False |
|
80 |
16,588.25 |
15,136.38 |
1,451.87 |
9.3% |
128.00 |
0.8% |
34% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
12.0% |
131.14 |
0.8% |
49% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
12.0% |
128.74 |
0.8% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,435.72 |
2.618 |
16,127.13 |
1.618 |
15,938.04 |
1.000 |
15,821.18 |
0.618 |
15,748.95 |
HIGH |
15,632.09 |
0.618 |
15,559.86 |
0.500 |
15,537.55 |
0.382 |
15,515.23 |
LOW |
15,443.00 |
0.618 |
15,326.14 |
1.000 |
15,253.91 |
1.618 |
15,137.05 |
2.618 |
14,947.96 |
4.250 |
14,639.37 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,598.20 |
15,581.15 |
PP |
15,567.87 |
15,533.77 |
S1 |
15,537.55 |
15,486.39 |
|