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 |
5,124.0 |
5,058.0 |
-66.0 |
-1.3% |
5,112.0 |
High |
5,150.0 |
5,072.0 |
-78.0 |
-1.5% |
5,185.0 |
Low |
5,112.0 |
5,039.0 |
-73.0 |
-1.4% |
5,097.0 |
Close |
5,145.0 |
5,050.0 |
-95.0 |
-1.8% |
5,143.0 |
Range |
38.0 |
33.0 |
-5.0 |
-13.2% |
88.0 |
ATR |
53.6 |
57.4 |
3.7 |
7.0% |
0.0 |
Volume |
18,657 |
33,386 |
14,729 |
78.9% |
103,339 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,152.7 |
5,134.3 |
5,068.2 |
|
R3 |
5,119.7 |
5,101.3 |
5,059.1 |
|
R2 |
5,086.7 |
5,086.7 |
5,056.1 |
|
R1 |
5,068.3 |
5,068.3 |
5,053.0 |
5,061.0 |
PP |
5,053.7 |
5,053.7 |
5,053.7 |
5,050.0 |
S1 |
5,035.3 |
5,035.3 |
5,047.0 |
5,028.0 |
S2 |
5,020.7 |
5,020.7 |
5,044.0 |
|
S3 |
4,987.7 |
5,002.3 |
5,040.9 |
|
S4 |
4,954.7 |
4,969.3 |
5,031.9 |
|
|
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 |
5,039.0 |
146.0 |
2.9% |
39.4 |
0.8% |
8% |
False |
True |
23,971 |
10 |
5,295.0 |
5,039.0 |
256.0 |
5.1% |
49.0 |
1.0% |
4% |
False |
True |
23,851 |
20 |
5,324.0 |
5,039.0 |
285.0 |
5.6% |
45.1 |
0.9% |
4% |
False |
True |
20,833 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.2% |
47.5 |
0.9% |
16% |
False |
False |
21,875 |
60 |
5,394.0 |
4,993.0 |
401.0 |
7.9% |
36.4 |
0.7% |
14% |
False |
False |
14,623 |
80 |
5,400.0 |
4,993.0 |
407.0 |
8.1% |
29.3 |
0.6% |
14% |
False |
False |
10,986 |
100 |
5,400.0 |
4,993.0 |
407.0 |
8.1% |
24.4 |
0.5% |
14% |
False |
False |
8,796 |
120 |
5,400.0 |
4,993.0 |
407.0 |
8.1% |
20.4 |
0.4% |
14% |
False |
False |
7,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,212.3 |
2.618 |
5,158.4 |
1.618 |
5,125.4 |
1.000 |
5,105.0 |
0.618 |
5,092.4 |
HIGH |
5,072.0 |
0.618 |
5,059.4 |
0.500 |
5,055.5 |
0.382 |
5,051.6 |
LOW |
5,039.0 |
0.618 |
5,018.6 |
1.000 |
5,006.0 |
1.618 |
4,985.6 |
2.618 |
4,952.6 |
4.250 |
4,898.8 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,055.5 |
5,098.5 |
PP |
5,053.7 |
5,082.3 |
S1 |
5,051.8 |
5,066.2 |
|