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 |
1,242.4 |
1,258.4 |
16.0 |
1.3% |
1,270.1 |
High |
1,266.3 |
1,260.7 |
-5.6 |
-0.4% |
1,279.8 |
Low |
1,241.2 |
1,247.8 |
6.6 |
0.5% |
1,237.5 |
Close |
1,260.4 |
1,251.7 |
-8.7 |
-0.7% |
1,240.1 |
Range |
25.1 |
12.9 |
-12.2 |
-48.6% |
42.3 |
ATR |
20.9 |
20.3 |
-0.6 |
-2.7% |
0.0 |
Volume |
2,914 |
1,745 |
-1,169 |
-40.1% |
511,339 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.1 |
1,284.8 |
1,258.8 |
|
R3 |
1,279.2 |
1,271.9 |
1,255.2 |
|
R2 |
1,266.3 |
1,266.3 |
1,254.1 |
|
R1 |
1,259.0 |
1,259.0 |
1,252.9 |
1,256.2 |
PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,252.0 |
S1 |
1,246.1 |
1,246.1 |
1,250.5 |
1,243.3 |
S2 |
1,240.5 |
1,240.5 |
1,249.3 |
|
S3 |
1,227.6 |
1,233.2 |
1,248.2 |
|
S4 |
1,214.7 |
1,220.3 |
1,244.6 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.4 |
1,352.0 |
1,263.4 |
|
R3 |
1,337.1 |
1,309.7 |
1,251.7 |
|
R2 |
1,294.8 |
1,294.8 |
1,247.9 |
|
R1 |
1,267.4 |
1,267.4 |
1,244.0 |
1,260.0 |
PP |
1,252.5 |
1,252.5 |
1,252.5 |
1,248.7 |
S1 |
1,225.1 |
1,225.1 |
1,236.2 |
1,217.7 |
S2 |
1,210.2 |
1,210.2 |
1,232.3 |
|
S3 |
1,167.9 |
1,182.8 |
1,228.5 |
|
S4 |
1,125.6 |
1,140.5 |
1,216.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,270.6 |
1,237.5 |
33.1 |
2.6% |
21.3 |
1.7% |
43% |
False |
False |
38,556 |
10 |
1,279.8 |
1,230.8 |
49.0 |
3.9% |
20.9 |
1.7% |
43% |
False |
False |
97,385 |
20 |
1,279.8 |
1,217.7 |
62.1 |
5.0% |
18.2 |
1.5% |
55% |
False |
False |
115,158 |
40 |
1,279.8 |
1,181.4 |
98.4 |
7.9% |
20.8 |
1.7% |
71% |
False |
False |
118,216 |
60 |
1,326.8 |
1,181.4 |
145.4 |
11.6% |
20.9 |
1.7% |
48% |
False |
False |
100,711 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.5% |
21.1 |
1.7% |
39% |
False |
False |
76,989 |
100 |
1,375.8 |
1,181.4 |
194.4 |
15.5% |
22.7 |
1.8% |
36% |
False |
False |
62,028 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.2% |
22.8 |
1.8% |
28% |
False |
False |
51,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.5 |
2.618 |
1,294.5 |
1.618 |
1,281.6 |
1.000 |
1,273.6 |
0.618 |
1,268.7 |
HIGH |
1,260.7 |
0.618 |
1,255.8 |
0.500 |
1,254.3 |
0.382 |
1,252.7 |
LOW |
1,247.8 |
0.618 |
1,239.8 |
1.000 |
1,234.9 |
1.618 |
1,226.9 |
2.618 |
1,214.0 |
4.250 |
1,193.0 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,254.3 |
1,252.4 |
PP |
1,253.4 |
1,252.1 |
S1 |
1,252.6 |
1,251.9 |
|