Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,443.83 |
15,630.64 |
186.81 |
1.2% |
15,697.69 |
High |
15,632.09 |
15,798.51 |
166.42 |
1.1% |
15,798.51 |
Low |
15,443.00 |
15,625.53 |
182.53 |
1.2% |
15,340.69 |
Close |
15,628.53 |
15,794.08 |
165.55 |
1.1% |
15,794.08 |
Range |
189.09 |
172.98 |
-16.11 |
-8.5% |
457.82 |
ATR |
168.10 |
168.45 |
0.35 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,258.31 |
16,199.18 |
15,889.22 |
|
R3 |
16,085.33 |
16,026.20 |
15,841.65 |
|
R2 |
15,912.35 |
15,912.35 |
15,825.79 |
|
R1 |
15,853.22 |
15,853.22 |
15,809.94 |
15,882.79 |
PP |
15,739.37 |
15,739.37 |
15,739.37 |
15,754.16 |
S1 |
15,680.24 |
15,680.24 |
15,778.22 |
15,709.81 |
S2 |
15,566.39 |
15,566.39 |
15,762.37 |
|
S3 |
15,393.41 |
15,507.26 |
15,746.51 |
|
S4 |
15,220.43 |
15,334.28 |
15,698.94 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,017.89 |
16,863.80 |
16,045.88 |
|
R3 |
16,560.07 |
16,405.98 |
15,919.98 |
|
R2 |
16,102.25 |
16,102.25 |
15,878.01 |
|
R1 |
15,948.16 |
15,948.16 |
15,836.05 |
16,025.21 |
PP |
15,644.43 |
15,644.43 |
15,644.43 |
15,682.95 |
S1 |
15,490.34 |
15,490.34 |
15,752.11 |
15,567.39 |
S2 |
15,186.61 |
15,186.61 |
15,710.15 |
|
S3 |
14,728.79 |
15,032.52 |
15,668.18 |
|
S4 |
14,270.97 |
14,574.70 |
15,542.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,798.51 |
15,340.69 |
457.82 |
2.9% |
195.44 |
1.2% |
99% |
True |
False |
|
10 |
15,945.89 |
15,340.69 |
605.20 |
3.8% |
186.35 |
1.2% |
75% |
False |
False |
|
20 |
16,520.60 |
15,340.69 |
1,179.91 |
7.5% |
176.31 |
1.1% |
38% |
False |
False |
|
40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.9% |
147.71 |
0.9% |
36% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.9% |
131.77 |
0.8% |
36% |
False |
False |
|
80 |
16,588.25 |
15,161.33 |
1,426.92 |
9.0% |
128.00 |
0.8% |
44% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
131.19 |
0.8% |
58% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
129.47 |
0.8% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,533.68 |
2.618 |
16,251.37 |
1.618 |
16,078.39 |
1.000 |
15,971.49 |
0.618 |
15,905.41 |
HIGH |
15,798.51 |
0.618 |
15,732.43 |
0.500 |
15,712.02 |
0.382 |
15,691.61 |
LOW |
15,625.53 |
0.618 |
15,518.63 |
1.000 |
15,452.55 |
1.618 |
15,345.65 |
2.618 |
15,172.67 |
4.250 |
14,890.37 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,766.73 |
15,719.25 |
PP |
15,739.37 |
15,644.43 |
S1 |
15,712.02 |
15,569.60 |
|