Trading Metrics calculated at close of trading on 10-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,120.0 |
5,145.0 |
25.0 |
0.5% |
5,124.0 |
High |
5,125.0 |
5,174.0 |
49.0 |
1.0% |
5,150.0 |
Low |
5,087.0 |
5,135.0 |
48.0 |
0.9% |
4,998.0 |
Close |
5,122.0 |
5,169.0 |
47.0 |
0.9% |
5,122.0 |
Range |
38.0 |
39.0 |
1.0 |
2.6% |
152.0 |
ATR |
56.9 |
56.6 |
-0.4 |
-0.6% |
0.0 |
Volume |
21,711 |
23,326 |
1,615 |
7.4% |
133,670 |
|
Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,276.3 |
5,261.7 |
5,190.5 |
|
R3 |
5,237.3 |
5,222.7 |
5,179.7 |
|
R2 |
5,198.3 |
5,198.3 |
5,176.2 |
|
R1 |
5,183.7 |
5,183.7 |
5,172.6 |
5,191.0 |
PP |
5,159.3 |
5,159.3 |
5,159.3 |
5,163.0 |
S1 |
5,144.7 |
5,144.7 |
5,165.4 |
5,152.0 |
S2 |
5,120.3 |
5,120.3 |
5,161.9 |
|
S3 |
5,081.3 |
5,105.7 |
5,158.3 |
|
S4 |
5,042.3 |
5,066.7 |
5,147.6 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,546.0 |
5,486.0 |
5,205.6 |
|
R3 |
5,394.0 |
5,334.0 |
5,163.8 |
|
R2 |
5,242.0 |
5,242.0 |
5,149.9 |
|
R1 |
5,182.0 |
5,182.0 |
5,135.9 |
5,136.0 |
PP |
5,090.0 |
5,090.0 |
5,090.0 |
5,067.0 |
S1 |
5,030.0 |
5,030.0 |
5,108.1 |
4,984.0 |
S2 |
4,938.0 |
4,938.0 |
5,094.1 |
|
S3 |
4,786.0 |
4,878.0 |
5,080.2 |
|
S4 |
4,634.0 |
4,726.0 |
5,038.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,174.0 |
4,998.0 |
176.0 |
3.4% |
46.0 |
0.9% |
97% |
True |
False |
27,667 |
10 |
5,185.0 |
4,998.0 |
187.0 |
3.6% |
46.3 |
0.9% |
91% |
False |
False |
26,033 |
20 |
5,303.0 |
4,998.0 |
305.0 |
5.9% |
47.3 |
0.9% |
56% |
False |
False |
23,242 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.1% |
48.3 |
0.9% |
48% |
False |
False |
24,404 |
60 |
5,383.0 |
4,993.0 |
390.0 |
7.5% |
39.6 |
0.8% |
45% |
False |
False |
16,370 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
30.7 |
0.6% |
43% |
False |
False |
12,292 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
26.4 |
0.5% |
43% |
False |
False |
9,846 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
22.0 |
0.4% |
43% |
False |
False |
8,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,339.8 |
2.618 |
5,276.1 |
1.618 |
5,237.1 |
1.000 |
5,213.0 |
0.618 |
5,198.1 |
HIGH |
5,174.0 |
0.618 |
5,159.1 |
0.500 |
5,154.5 |
0.382 |
5,149.9 |
LOW |
5,135.0 |
0.618 |
5,110.9 |
1.000 |
5,096.0 |
1.618 |
5,071.9 |
2.618 |
5,032.9 |
4.250 |
4,969.3 |
|
|
Fisher Pivots for day following 10-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,164.2 |
5,145.3 |
PP |
5,159.3 |
5,121.7 |
S1 |
5,154.5 |
5,098.0 |
|