Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,113.0 |
9,126.5 |
13.5 |
0.1% |
9,344.0 |
High |
9,158.5 |
9,278.0 |
119.5 |
1.3% |
9,540.5 |
Low |
9,085.5 |
9,015.5 |
-70.0 |
-0.8% |
9,167.0 |
Close |
9,127.0 |
9,251.0 |
124.0 |
1.4% |
9,323.5 |
Range |
73.0 |
262.5 |
189.5 |
259.6% |
373.5 |
ATR |
147.3 |
155.5 |
8.2 |
5.6% |
0.0 |
Volume |
145,465 |
115,406 |
-30,059 |
-20.7% |
746,508 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,969.0 |
9,872.5 |
9,395.4 |
|
R3 |
9,706.5 |
9,610.0 |
9,323.2 |
|
R2 |
9,444.0 |
9,444.0 |
9,299.1 |
|
R1 |
9,347.5 |
9,347.5 |
9,275.1 |
9,395.8 |
PP |
9,181.5 |
9,181.5 |
9,181.5 |
9,205.6 |
S1 |
9,085.0 |
9,085.0 |
9,226.9 |
9,133.3 |
S2 |
8,919.0 |
8,919.0 |
9,202.9 |
|
S3 |
8,656.5 |
8,822.5 |
9,178.8 |
|
S4 |
8,394.0 |
8,560.0 |
9,106.6 |
|
|
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 |
9,385.0 |
9,015.5 |
369.5 |
4.0% |
182.8 |
2.0% |
64% |
False |
True |
136,903 |
10 |
9,675.5 |
9,015.5 |
660.0 |
7.1% |
195.4 |
2.1% |
36% |
False |
True |
143,930 |
20 |
9,802.5 |
9,015.5 |
787.0 |
8.5% |
157.1 |
1.7% |
30% |
False |
True |
123,757 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
128.4 |
1.4% |
31% |
False |
False |
86,631 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
113.5 |
1.2% |
31% |
False |
False |
57,936 |
80 |
9,802.5 |
8,563.0 |
1,239.5 |
13.4% |
102.8 |
1.1% |
56% |
False |
False |
43,491 |
100 |
9,802.5 |
8,479.0 |
1,323.5 |
14.3% |
96.4 |
1.0% |
58% |
False |
False |
34,817 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
18.1% |
90.1 |
1.0% |
67% |
False |
False |
29,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,393.6 |
2.618 |
9,965.2 |
1.618 |
9,702.7 |
1.000 |
9,540.5 |
0.618 |
9,440.2 |
HIGH |
9,278.0 |
0.618 |
9,177.7 |
0.500 |
9,146.8 |
0.382 |
9,115.8 |
LOW |
9,015.5 |
0.618 |
8,853.3 |
1.000 |
8,753.0 |
1.618 |
8,590.8 |
2.618 |
8,328.3 |
4.250 |
7,899.9 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,216.3 |
9,216.3 |
PP |
9,181.5 |
9,181.5 |
S1 |
9,146.8 |
9,146.8 |
|