Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,290.5 |
9,120.0 |
-170.5 |
-1.8% |
9,344.0 |
High |
9,363.0 |
9,173.0 |
-190.0 |
-2.0% |
9,540.5 |
Low |
9,101.0 |
9,074.5 |
-26.5 |
-0.3% |
9,167.0 |
Close |
9,194.5 |
9,141.0 |
-53.5 |
-0.6% |
9,323.5 |
Range |
262.0 |
98.5 |
-163.5 |
-62.4% |
373.5 |
ATR |
155.5 |
153.0 |
-2.5 |
-1.6% |
0.0 |
Volume |
151,261 |
120,087 |
-31,174 |
-20.6% |
746,508 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,425.0 |
9,381.5 |
9,195.2 |
|
R3 |
9,326.5 |
9,283.0 |
9,168.1 |
|
R2 |
9,228.0 |
9,228.0 |
9,159.1 |
|
R1 |
9,184.5 |
9,184.5 |
9,150.0 |
9,206.3 |
PP |
9,129.5 |
9,129.5 |
9,129.5 |
9,140.4 |
S1 |
9,086.0 |
9,086.0 |
9,132.0 |
9,107.8 |
S2 |
9,031.0 |
9,031.0 |
9,122.9 |
|
S3 |
8,932.5 |
8,987.5 |
9,113.9 |
|
S4 |
8,834.0 |
8,889.0 |
9,086.8 |
|
|
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 |
9,074.5 |
466.0 |
5.1% |
210.7 |
2.3% |
14% |
False |
True |
137,160 |
10 |
9,775.5 |
9,074.5 |
701.0 |
7.7% |
184.4 |
2.0% |
9% |
False |
True |
148,204 |
20 |
9,802.5 |
9,074.5 |
728.0 |
8.0% |
148.1 |
1.6% |
9% |
False |
True |
120,007 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.8% |
129.7 |
1.4% |
18% |
False |
False |
80,302 |
60 |
9,802.5 |
8,984.0 |
818.5 |
9.0% |
110.0 |
1.2% |
19% |
False |
False |
53,592 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
14.2% |
100.8 |
1.1% |
49% |
False |
False |
40,233 |
100 |
9,802.5 |
8,345.5 |
1,457.0 |
15.9% |
95.1 |
1.0% |
55% |
False |
False |
32,211 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
18.4% |
87.9 |
1.0% |
61% |
False |
False |
26,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,591.6 |
2.618 |
9,430.9 |
1.618 |
9,332.4 |
1.000 |
9,271.5 |
0.618 |
9,233.9 |
HIGH |
9,173.0 |
0.618 |
9,135.4 |
0.500 |
9,123.8 |
0.382 |
9,112.1 |
LOW |
9,074.5 |
0.618 |
9,013.6 |
1.000 |
8,976.0 |
1.618 |
8,915.1 |
2.618 |
8,816.6 |
4.250 |
8,655.9 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,135.3 |
9,229.8 |
PP |
9,129.5 |
9,200.2 |
S1 |
9,123.8 |
9,170.6 |
|