Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,145.0 |
5,168.0 |
23.0 |
0.4% |
5,124.0 |
High |
5,174.0 |
5,217.0 |
43.0 |
0.8% |
5,150.0 |
Low |
5,135.0 |
5,151.0 |
16.0 |
0.3% |
4,998.0 |
Close |
5,169.0 |
5,203.0 |
34.0 |
0.7% |
5,122.0 |
Range |
39.0 |
66.0 |
27.0 |
69.2% |
152.0 |
ATR |
56.6 |
57.3 |
0.7 |
1.2% |
0.0 |
Volume |
23,326 |
23,701 |
375 |
1.6% |
133,670 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,388.3 |
5,361.7 |
5,239.3 |
|
R3 |
5,322.3 |
5,295.7 |
5,221.2 |
|
R2 |
5,256.3 |
5,256.3 |
5,215.1 |
|
R1 |
5,229.7 |
5,229.7 |
5,209.1 |
5,243.0 |
PP |
5,190.3 |
5,190.3 |
5,190.3 |
5,197.0 |
S1 |
5,163.7 |
5,163.7 |
5,197.0 |
5,177.0 |
S2 |
5,124.3 |
5,124.3 |
5,190.9 |
|
S3 |
5,058.3 |
5,097.7 |
5,184.9 |
|
S4 |
4,992.3 |
5,031.7 |
5,166.7 |
|
|
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 |
5,217.0 |
4,998.0 |
219.0 |
4.2% |
52.6 |
1.0% |
94% |
True |
False |
25,730 |
10 |
5,217.0 |
4,998.0 |
219.0 |
4.2% |
46.0 |
0.9% |
94% |
True |
False |
24,850 |
20 |
5,295.0 |
4,998.0 |
297.0 |
5.7% |
48.0 |
0.9% |
69% |
False |
False |
23,642 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.0% |
48.8 |
0.9% |
58% |
False |
False |
24,849 |
60 |
5,383.0 |
4,993.0 |
390.0 |
7.5% |
39.8 |
0.8% |
54% |
False |
False |
16,764 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
31.1 |
0.6% |
52% |
False |
False |
12,587 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
27.1 |
0.5% |
52% |
False |
False |
10,083 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
22.5 |
0.4% |
52% |
False |
False |
8,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,497.5 |
2.618 |
5,389.8 |
1.618 |
5,323.8 |
1.000 |
5,283.0 |
0.618 |
5,257.8 |
HIGH |
5,217.0 |
0.618 |
5,191.8 |
0.500 |
5,184.0 |
0.382 |
5,176.2 |
LOW |
5,151.0 |
0.618 |
5,110.2 |
1.000 |
5,085.0 |
1.618 |
5,044.2 |
2.618 |
4,978.2 |
4.250 |
4,870.5 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,196.7 |
5,186.0 |
PP |
5,190.3 |
5,169.0 |
S1 |
5,184.0 |
5,152.0 |
|