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 |
5,058.0 |
5,050.0 |
-8.0 |
-0.2% |
5,112.0 |
High |
5,072.0 |
5,058.0 |
-14.0 |
-0.3% |
5,185.0 |
Low |
5,039.0 |
4,998.0 |
-41.0 |
-0.8% |
5,097.0 |
Close |
5,050.0 |
5,018.0 |
-32.0 |
-0.6% |
5,143.0 |
Range |
33.0 |
60.0 |
27.0 |
81.8% |
88.0 |
ATR |
57.4 |
57.6 |
0.2 |
0.3% |
0.0 |
Volume |
33,386 |
33,477 |
91 |
0.3% |
103,339 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,204.7 |
5,171.3 |
5,051.0 |
|
R3 |
5,144.7 |
5,111.3 |
5,034.5 |
|
R2 |
5,084.7 |
5,084.7 |
5,029.0 |
|
R1 |
5,051.3 |
5,051.3 |
5,023.5 |
5,038.0 |
PP |
5,024.7 |
5,024.7 |
5,024.7 |
5,018.0 |
S1 |
4,991.3 |
4,991.3 |
5,012.5 |
4,978.0 |
S2 |
4,964.7 |
4,964.7 |
5,007.0 |
|
S3 |
4,904.7 |
4,931.3 |
5,001.5 |
|
S4 |
4,844.7 |
4,871.3 |
4,985.0 |
|
|
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 |
5,158.0 |
4,998.0 |
160.0 |
3.2% |
42.4 |
0.8% |
13% |
False |
True |
26,293 |
10 |
5,283.0 |
4,998.0 |
285.0 |
5.7% |
48.9 |
1.0% |
7% |
False |
True |
25,813 |
20 |
5,324.0 |
4,998.0 |
326.0 |
6.5% |
46.4 |
0.9% |
6% |
False |
True |
21,677 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.3% |
47.8 |
1.0% |
7% |
False |
False |
22,709 |
60 |
5,383.0 |
4,993.0 |
390.0 |
7.8% |
37.4 |
0.7% |
6% |
False |
False |
15,180 |
80 |
5,400.0 |
4,993.0 |
407.0 |
8.1% |
30.1 |
0.6% |
6% |
False |
False |
11,404 |
100 |
5,400.0 |
4,993.0 |
407.0 |
8.1% |
25.0 |
0.5% |
6% |
False |
False |
9,131 |
120 |
5,400.0 |
4,993.0 |
407.0 |
8.1% |
20.9 |
0.4% |
6% |
False |
False |
7,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,313.0 |
2.618 |
5,215.1 |
1.618 |
5,155.1 |
1.000 |
5,118.0 |
0.618 |
5,095.1 |
HIGH |
5,058.0 |
0.618 |
5,035.1 |
0.500 |
5,028.0 |
0.382 |
5,020.9 |
LOW |
4,998.0 |
0.618 |
4,960.9 |
1.000 |
4,938.0 |
1.618 |
4,900.9 |
2.618 |
4,840.9 |
4.250 |
4,743.0 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,028.0 |
5,074.0 |
PP |
5,024.7 |
5,055.3 |
S1 |
5,021.3 |
5,036.7 |
|