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 |
1,254.0 |
1,258.0 |
4.0 |
0.3% |
1,270.1 |
High |
1,273.7 |
1,267.0 |
-6.7 |
-0.5% |
1,279.8 |
Low |
1,253.1 |
1,253.5 |
0.4 |
0.0% |
1,237.5 |
Close |
1,257.3 |
1,257.6 |
0.3 |
0.0% |
1,240.1 |
Range |
20.6 |
13.5 |
-7.1 |
-34.5% |
42.3 |
ATR |
20.4 |
19.9 |
-0.5 |
-2.4% |
0.0 |
Volume |
1,616 |
274 |
-1,342 |
-83.0% |
511,339 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.9 |
1,292.2 |
1,265.0 |
|
R3 |
1,286.4 |
1,278.7 |
1,261.3 |
|
R2 |
1,272.9 |
1,272.9 |
1,260.1 |
|
R1 |
1,265.2 |
1,265.2 |
1,258.8 |
1,262.3 |
PP |
1,259.4 |
1,259.4 |
1,259.4 |
1,257.9 |
S1 |
1,251.7 |
1,251.7 |
1,256.4 |
1,248.8 |
S2 |
1,245.9 |
1,245.9 |
1,255.1 |
|
S3 |
1,232.4 |
1,238.2 |
1,253.9 |
|
S4 |
1,218.9 |
1,224.7 |
1,250.2 |
|
|
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 |
1,238.4 |
35.3 |
2.8% |
17.6 |
1.4% |
54% |
False |
False |
2,473 |
10 |
1,279.8 |
1,237.5 |
42.3 |
3.4% |
19.9 |
1.6% |
48% |
False |
False |
67,961 |
20 |
1,279.8 |
1,223.1 |
56.7 |
4.5% |
18.2 |
1.4% |
61% |
False |
False |
100,965 |
40 |
1,279.8 |
1,181.4 |
98.4 |
7.8% |
20.3 |
1.6% |
77% |
False |
False |
111,946 |
60 |
1,294.7 |
1,181.4 |
113.3 |
9.0% |
20.5 |
1.6% |
67% |
False |
False |
100,017 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.4% |
20.8 |
1.7% |
42% |
False |
False |
76,896 |
100 |
1,375.8 |
1,181.4 |
194.4 |
15.5% |
22.4 |
1.8% |
39% |
False |
False |
62,003 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.1% |
22.5 |
1.8% |
30% |
False |
False |
51,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.4 |
2.618 |
1,302.3 |
1.618 |
1,288.8 |
1.000 |
1,280.5 |
0.618 |
1,275.3 |
HIGH |
1,267.0 |
0.618 |
1,261.8 |
0.500 |
1,260.3 |
0.382 |
1,258.7 |
LOW |
1,253.5 |
0.618 |
1,245.2 |
1.000 |
1,240.0 |
1.618 |
1,231.7 |
2.618 |
1,218.2 |
4.250 |
1,196.1 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,260.3 |
1,260.8 |
PP |
1,259.4 |
1,259.7 |
S1 |
1,258.5 |
1,258.7 |
|