Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,380.0 |
9,290.5 |
-89.5 |
-1.0% |
9,344.0 |
High |
9,385.0 |
9,363.0 |
-22.0 |
-0.2% |
9,540.5 |
Low |
9,167.0 |
9,101.0 |
-66.0 |
-0.7% |
9,167.0 |
Close |
9,323.5 |
9,194.5 |
-129.0 |
-1.4% |
9,323.5 |
Range |
218.0 |
262.0 |
44.0 |
20.2% |
373.5 |
ATR |
147.3 |
155.5 |
8.2 |
5.6% |
0.0 |
Volume |
152,299 |
151,261 |
-1,038 |
-0.7% |
746,508 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,005.5 |
9,862.0 |
9,338.6 |
|
R3 |
9,743.5 |
9,600.0 |
9,266.6 |
|
R2 |
9,481.5 |
9,481.5 |
9,242.5 |
|
R1 |
9,338.0 |
9,338.0 |
9,218.5 |
9,278.8 |
PP |
9,219.5 |
9,219.5 |
9,219.5 |
9,189.9 |
S1 |
9,076.0 |
9,076.0 |
9,170.5 |
9,016.8 |
S2 |
8,957.5 |
8,957.5 |
9,146.5 |
|
S3 |
8,695.5 |
8,814.0 |
9,122.5 |
|
S4 |
8,433.5 |
8,552.0 |
9,050.4 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,464.2 |
10,267.3 |
9,528.9 |
|
R3 |
10,090.7 |
9,893.8 |
9,426.2 |
|
R2 |
9,717.2 |
9,717.2 |
9,392.0 |
|
R1 |
9,520.3 |
9,520.3 |
9,357.7 |
9,432.0 |
PP |
9,343.7 |
9,343.7 |
9,343.7 |
9,299.5 |
S1 |
9,146.8 |
9,146.8 |
9,289.3 |
9,058.5 |
S2 |
8,970.2 |
8,970.2 |
9,255.0 |
|
S3 |
8,596.7 |
8,773.3 |
9,220.8 |
|
S4 |
8,223.2 |
8,399.8 |
9,118.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,540.5 |
9,101.0 |
439.5 |
4.8% |
213.6 |
2.3% |
21% |
False |
True |
153,048 |
10 |
9,802.5 |
9,101.0 |
701.5 |
7.6% |
182.8 |
2.0% |
13% |
False |
True |
144,539 |
20 |
9,802.5 |
9,101.0 |
701.5 |
7.6% |
146.7 |
1.6% |
13% |
False |
True |
117,891 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
128.1 |
1.4% |
24% |
False |
False |
77,310 |
60 |
9,802.5 |
8,984.0 |
818.5 |
8.9% |
109.0 |
1.2% |
26% |
False |
False |
51,591 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
14.1% |
100.7 |
1.1% |
53% |
False |
False |
38,734 |
100 |
9,802.5 |
8,288.0 |
1,514.5 |
16.5% |
94.3 |
1.0% |
60% |
False |
False |
31,010 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
18.2% |
88.0 |
1.0% |
64% |
False |
False |
25,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,476.5 |
2.618 |
10,048.9 |
1.618 |
9,786.9 |
1.000 |
9,625.0 |
0.618 |
9,524.9 |
HIGH |
9,363.0 |
0.618 |
9,262.9 |
0.500 |
9,232.0 |
0.382 |
9,201.1 |
LOW |
9,101.0 |
0.618 |
8,939.1 |
1.000 |
8,839.0 |
1.618 |
8,677.1 |
2.618 |
8,415.1 |
4.250 |
7,987.5 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,232.0 |
9,268.5 |
PP |
9,219.5 |
9,243.8 |
S1 |
9,207.0 |
9,219.2 |
|