Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,120.0 |
9,113.0 |
-7.0 |
-0.1% |
9,344.0 |
High |
9,173.0 |
9,158.5 |
-14.5 |
-0.2% |
9,540.5 |
Low |
9,074.5 |
9,085.5 |
11.0 |
0.1% |
9,167.0 |
Close |
9,141.0 |
9,127.0 |
-14.0 |
-0.2% |
9,323.5 |
Range |
98.5 |
73.0 |
-25.5 |
-25.9% |
373.5 |
ATR |
153.0 |
147.3 |
-5.7 |
-3.7% |
0.0 |
Volume |
120,087 |
145,465 |
25,378 |
21.1% |
746,508 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,342.7 |
9,307.8 |
9,167.2 |
|
R3 |
9,269.7 |
9,234.8 |
9,147.1 |
|
R2 |
9,196.7 |
9,196.7 |
9,140.4 |
|
R1 |
9,161.8 |
9,161.8 |
9,133.7 |
9,179.3 |
PP |
9,123.7 |
9,123.7 |
9,123.7 |
9,132.4 |
S1 |
9,088.8 |
9,088.8 |
9,120.3 |
9,106.3 |
S2 |
9,050.7 |
9,050.7 |
9,113.6 |
|
S3 |
8,977.7 |
9,015.8 |
9,106.9 |
|
S4 |
8,904.7 |
8,942.8 |
9,086.9 |
|
|
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 |
9,436.0 |
9,074.5 |
361.5 |
4.0% |
162.5 |
1.8% |
15% |
False |
False |
144,381 |
10 |
9,737.5 |
9,074.5 |
663.0 |
7.3% |
182.6 |
2.0% |
8% |
False |
False |
151,172 |
20 |
9,802.5 |
9,074.5 |
728.0 |
8.0% |
146.7 |
1.6% |
7% |
False |
False |
123,311 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.8% |
126.5 |
1.4% |
16% |
False |
False |
83,868 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.8% |
109.8 |
1.2% |
16% |
False |
False |
56,015 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
14.2% |
100.7 |
1.1% |
48% |
False |
False |
42,050 |
100 |
9,802.5 |
8,466.0 |
1,336.5 |
14.6% |
94.4 |
1.0% |
49% |
False |
False |
33,666 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
18.4% |
88.2 |
1.0% |
60% |
False |
False |
28,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,468.8 |
2.618 |
9,349.6 |
1.618 |
9,276.6 |
1.000 |
9,231.5 |
0.618 |
9,203.6 |
HIGH |
9,158.5 |
0.618 |
9,130.6 |
0.500 |
9,122.0 |
0.382 |
9,113.4 |
LOW |
9,085.5 |
0.618 |
9,040.4 |
1.000 |
9,012.5 |
1.618 |
8,967.4 |
2.618 |
8,894.4 |
4.250 |
8,775.3 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,125.3 |
9,218.8 |
PP |
9,123.7 |
9,188.2 |
S1 |
9,122.0 |
9,157.6 |
|