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 |
5,050.0 |
5,027.0 |
-23.0 |
-0.5% |
5,112.0 |
High |
5,058.0 |
5,082.0 |
24.0 |
0.5% |
5,185.0 |
Low |
4,998.0 |
5,022.0 |
24.0 |
0.5% |
5,097.0 |
Close |
5,018.0 |
5,082.0 |
64.0 |
1.3% |
5,143.0 |
Range |
60.0 |
60.0 |
0.0 |
0.0% |
88.0 |
ATR |
57.6 |
58.0 |
0.5 |
0.8% |
0.0 |
Volume |
33,477 |
26,439 |
-7,038 |
-21.0% |
103,339 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,242.0 |
5,222.0 |
5,115.0 |
|
R3 |
5,182.0 |
5,162.0 |
5,098.5 |
|
R2 |
5,122.0 |
5,122.0 |
5,093.0 |
|
R1 |
5,102.0 |
5,102.0 |
5,087.5 |
5,112.0 |
PP |
5,062.0 |
5,062.0 |
5,062.0 |
5,067.0 |
S1 |
5,042.0 |
5,042.0 |
5,076.5 |
5,052.0 |
S2 |
5,002.0 |
5,002.0 |
5,071.0 |
|
S3 |
4,942.0 |
4,982.0 |
5,065.5 |
|
S4 |
4,882.0 |
4,922.0 |
5,049.0 |
|
|
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 |
3.1% |
46.4 |
0.9% |
53% |
False |
False |
26,550 |
10 |
5,278.0 |
4,998.0 |
280.0 |
5.5% |
50.8 |
1.0% |
30% |
False |
False |
26,577 |
20 |
5,303.0 |
4,998.0 |
305.0 |
6.0% |
46.7 |
0.9% |
28% |
False |
False |
22,275 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.2% |
48.4 |
1.0% |
24% |
False |
False |
23,351 |
60 |
5,383.0 |
4,993.0 |
390.0 |
7.7% |
38.4 |
0.8% |
23% |
False |
False |
15,621 |
80 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
30.1 |
0.6% |
22% |
False |
False |
11,731 |
100 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
25.6 |
0.5% |
22% |
False |
False |
9,395 |
120 |
5,400.0 |
4,993.0 |
407.0 |
8.0% |
21.4 |
0.4% |
22% |
False |
False |
7,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,337.0 |
2.618 |
5,239.1 |
1.618 |
5,179.1 |
1.000 |
5,142.0 |
0.618 |
5,119.1 |
HIGH |
5,082.0 |
0.618 |
5,059.1 |
0.500 |
5,052.0 |
0.382 |
5,044.9 |
LOW |
5,022.0 |
0.618 |
4,984.9 |
1.000 |
4,962.0 |
1.618 |
4,924.9 |
2.618 |
4,864.9 |
4.250 |
4,767.0 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,072.0 |
5,068.0 |
PP |
5,062.0 |
5,054.0 |
S1 |
5,052.0 |
5,040.0 |
|