Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,152.0 |
5,124.0 |
-28.0 |
-0.5% |
5,112.0 |
High |
5,158.0 |
5,150.0 |
-8.0 |
-0.2% |
5,185.0 |
Low |
5,117.0 |
5,112.0 |
-5.0 |
-0.1% |
5,097.0 |
Close |
5,143.0 |
5,145.0 |
2.0 |
0.0% |
5,143.0 |
Range |
41.0 |
38.0 |
-3.0 |
-7.3% |
88.0 |
ATR |
54.8 |
53.6 |
-1.2 |
-2.2% |
0.0 |
Volume |
20,792 |
18,657 |
-2,135 |
-10.3% |
103,339 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,249.7 |
5,235.3 |
5,165.9 |
|
R3 |
5,211.7 |
5,197.3 |
5,155.5 |
|
R2 |
5,173.7 |
5,173.7 |
5,152.0 |
|
R1 |
5,159.3 |
5,159.3 |
5,148.5 |
5,166.5 |
PP |
5,135.7 |
5,135.7 |
5,135.7 |
5,139.3 |
S1 |
5,121.3 |
5,121.3 |
5,141.5 |
5,128.5 |
S2 |
5,097.7 |
5,097.7 |
5,138.0 |
|
S3 |
5,059.7 |
5,083.3 |
5,134.6 |
|
S4 |
5,021.7 |
5,045.3 |
5,124.1 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,405.7 |
5,362.3 |
5,191.4 |
|
R3 |
5,317.7 |
5,274.3 |
5,167.2 |
|
R2 |
5,229.7 |
5,229.7 |
5,159.1 |
|
R1 |
5,186.3 |
5,186.3 |
5,151.1 |
5,208.0 |
PP |
5,141.7 |
5,141.7 |
5,141.7 |
5,152.5 |
S1 |
5,098.3 |
5,098.3 |
5,134.9 |
5,120.0 |
S2 |
5,053.7 |
5,053.7 |
5,126.9 |
|
S3 |
4,965.7 |
5,010.3 |
5,118.8 |
|
S4 |
4,877.7 |
4,922.3 |
5,094.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,185.0 |
5,097.0 |
88.0 |
1.7% |
46.6 |
0.9% |
55% |
False |
False |
24,399 |
10 |
5,295.0 |
5,097.0 |
198.0 |
3.8% |
50.0 |
1.0% |
24% |
False |
False |
22,498 |
20 |
5,335.0 |
5,097.0 |
238.0 |
4.6% |
46.0 |
0.9% |
20% |
False |
False |
19,999 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.1% |
48.2 |
0.9% |
42% |
False |
False |
21,054 |
60 |
5,394.0 |
4,993.0 |
401.0 |
7.8% |
35.8 |
0.7% |
38% |
False |
False |
14,067 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
28.9 |
0.6% |
37% |
False |
False |
10,568 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
24.1 |
0.5% |
37% |
False |
False |
8,466 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
20.1 |
0.4% |
37% |
False |
False |
7,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,311.5 |
2.618 |
5,249.5 |
1.618 |
5,211.5 |
1.000 |
5,188.0 |
0.618 |
5,173.5 |
HIGH |
5,150.0 |
0.618 |
5,135.5 |
0.500 |
5,131.0 |
0.382 |
5,126.5 |
LOW |
5,112.0 |
0.618 |
5,088.5 |
1.000 |
5,074.0 |
1.618 |
5,050.5 |
2.618 |
5,012.5 |
4.250 |
4,950.5 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,140.3 |
5,140.0 |
PP |
5,135.7 |
5,135.0 |
S1 |
5,131.0 |
5,130.0 |
|