Trading Metrics calculated at close of trading on 10-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,630.64 |
15,793.63 |
162.99 |
1.0% |
15,697.69 |
High |
15,798.51 |
15,801.79 |
3.28 |
0.0% |
15,798.51 |
Low |
15,625.53 |
15,733.69 |
108.16 |
0.7% |
15,340.69 |
Close |
15,794.08 |
15,801.79 |
7.71 |
0.0% |
15,794.08 |
Range |
172.98 |
68.10 |
-104.88 |
-60.6% |
457.82 |
ATR |
168.45 |
161.28 |
-7.17 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,983.39 |
15,960.69 |
15,839.25 |
|
R3 |
15,915.29 |
15,892.59 |
15,820.52 |
|
R2 |
15,847.19 |
15,847.19 |
15,814.28 |
|
R1 |
15,824.49 |
15,824.49 |
15,808.03 |
15,835.84 |
PP |
15,779.09 |
15,779.09 |
15,779.09 |
15,784.77 |
S1 |
15,756.39 |
15,756.39 |
15,795.55 |
15,767.74 |
S2 |
15,710.99 |
15,710.99 |
15,789.31 |
|
S3 |
15,642.89 |
15,688.29 |
15,783.06 |
|
S4 |
15,574.79 |
15,620.19 |
15,764.34 |
|
|
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 |
15,801.79 |
15,340.69 |
461.10 |
2.9% |
138.58 |
0.9% |
100% |
True |
False |
|
10 |
15,945.89 |
15,340.69 |
605.20 |
3.8% |
177.23 |
1.1% |
76% |
False |
False |
|
20 |
16,520.60 |
15,340.69 |
1,179.91 |
7.5% |
174.29 |
1.1% |
39% |
False |
False |
|
40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.9% |
145.17 |
0.9% |
37% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.9% |
131.49 |
0.8% |
37% |
False |
False |
|
80 |
16,588.25 |
15,170.70 |
1,417.55 |
9.0% |
127.10 |
0.8% |
45% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
131.35 |
0.8% |
58% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
129.20 |
0.8% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,091.22 |
2.618 |
15,980.08 |
1.618 |
15,911.98 |
1.000 |
15,869.89 |
0.618 |
15,843.88 |
HIGH |
15,801.79 |
0.618 |
15,775.78 |
0.500 |
15,767.74 |
0.382 |
15,759.70 |
LOW |
15,733.69 |
0.618 |
15,691.60 |
1.000 |
15,665.59 |
1.618 |
15,623.50 |
2.618 |
15,555.40 |
4.250 |
15,444.27 |
|
|
Fisher Pivots for day following 10-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,790.44 |
15,741.99 |
PP |
15,779.09 |
15,682.19 |
S1 |
15,767.74 |
15,622.40 |
|