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 |
1,258.4 |
1,254.0 |
-4.4 |
-0.3% |
1,270.1 |
High |
1,260.7 |
1,273.7 |
13.0 |
1.0% |
1,279.8 |
Low |
1,247.8 |
1,253.1 |
5.3 |
0.4% |
1,237.5 |
Close |
1,251.7 |
1,257.3 |
5.6 |
0.4% |
1,240.1 |
Range |
12.9 |
20.6 |
7.7 |
59.7% |
42.3 |
ATR |
20.3 |
20.4 |
0.1 |
0.6% |
0.0 |
Volume |
1,745 |
1,616 |
-129 |
-7.4% |
511,339 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.2 |
1,310.8 |
1,268.6 |
|
R3 |
1,302.6 |
1,290.2 |
1,263.0 |
|
R2 |
1,282.0 |
1,282.0 |
1,261.1 |
|
R1 |
1,269.6 |
1,269.6 |
1,259.2 |
1,275.8 |
PP |
1,261.4 |
1,261.4 |
1,261.4 |
1,264.5 |
S1 |
1,249.0 |
1,249.0 |
1,255.4 |
1,255.2 |
S2 |
1,240.8 |
1,240.8 |
1,253.5 |
|
S3 |
1,220.2 |
1,228.4 |
1,251.6 |
|
S4 |
1,199.6 |
1,207.8 |
1,246.0 |
|
|
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 |
1,273.7 |
1,237.5 |
36.2 |
2.9% |
21.0 |
1.7% |
55% |
True |
False |
11,474 |
10 |
1,279.8 |
1,230.8 |
49.0 |
3.9% |
22.2 |
1.8% |
54% |
False |
False |
88,868 |
20 |
1,279.8 |
1,217.7 |
62.1 |
4.9% |
18.2 |
1.4% |
64% |
False |
False |
108,807 |
40 |
1,279.8 |
1,181.4 |
98.4 |
7.8% |
20.4 |
1.6% |
77% |
False |
False |
113,882 |
60 |
1,314.1 |
1,181.4 |
132.7 |
10.6% |
20.8 |
1.7% |
57% |
False |
False |
100,293 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.4% |
21.0 |
1.7% |
42% |
False |
False |
76,960 |
100 |
1,375.8 |
1,181.4 |
194.4 |
15.5% |
22.5 |
1.8% |
39% |
False |
False |
62,024 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.1% |
22.8 |
1.8% |
30% |
False |
False |
51,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.3 |
2.618 |
1,327.6 |
1.618 |
1,307.0 |
1.000 |
1,294.3 |
0.618 |
1,286.4 |
HIGH |
1,273.7 |
0.618 |
1,265.8 |
0.500 |
1,263.4 |
0.382 |
1,261.0 |
LOW |
1,253.1 |
0.618 |
1,240.4 |
1.000 |
1,232.5 |
1.618 |
1,219.8 |
2.618 |
1,199.2 |
4.250 |
1,165.6 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,263.4 |
1,257.5 |
PP |
1,261.4 |
1,257.4 |
S1 |
1,259.3 |
1,257.4 |
|