Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,126.5 |
9,285.0 |
158.5 |
1.7% |
9,290.5 |
High |
9,278.0 |
9,353.0 |
75.0 |
0.8% |
9,363.0 |
Low |
9,015.5 |
9,226.0 |
210.5 |
2.3% |
9,015.5 |
Close |
9,251.0 |
9,303.5 |
52.5 |
0.6% |
9,303.5 |
Range |
262.5 |
127.0 |
-135.5 |
-51.6% |
347.5 |
ATR |
155.5 |
153.5 |
-2.0 |
-1.3% |
0.0 |
Volume |
115,406 |
86,846 |
-28,560 |
-24.7% |
619,065 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,675.2 |
9,616.3 |
9,373.4 |
|
R3 |
9,548.2 |
9,489.3 |
9,338.4 |
|
R2 |
9,421.2 |
9,421.2 |
9,326.8 |
|
R1 |
9,362.3 |
9,362.3 |
9,315.1 |
9,391.8 |
PP |
9,294.2 |
9,294.2 |
9,294.2 |
9,308.9 |
S1 |
9,235.3 |
9,235.3 |
9,291.9 |
9,264.8 |
S2 |
9,167.2 |
9,167.2 |
9,280.2 |
|
S3 |
9,040.2 |
9,108.3 |
9,268.6 |
|
S4 |
8,913.2 |
8,981.3 |
9,233.7 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,269.8 |
10,134.2 |
9,494.6 |
|
R3 |
9,922.3 |
9,786.7 |
9,399.1 |
|
R2 |
9,574.8 |
9,574.8 |
9,367.2 |
|
R1 |
9,439.2 |
9,439.2 |
9,335.4 |
9,507.0 |
PP |
9,227.3 |
9,227.3 |
9,227.3 |
9,261.3 |
S1 |
9,091.7 |
9,091.7 |
9,271.6 |
9,159.5 |
S2 |
8,879.8 |
8,879.8 |
9,239.8 |
|
S3 |
8,532.3 |
8,744.2 |
9,207.9 |
|
S4 |
8,184.8 |
8,396.7 |
9,112.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,363.0 |
9,015.5 |
347.5 |
3.7% |
164.6 |
1.8% |
83% |
False |
False |
123,813 |
10 |
9,540.5 |
9,015.5 |
525.0 |
5.6% |
175.2 |
1.9% |
55% |
False |
False |
136,557 |
20 |
9,802.5 |
9,015.5 |
787.0 |
8.5% |
156.1 |
1.7% |
37% |
False |
False |
123,404 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
129.3 |
1.4% |
38% |
False |
False |
88,725 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
112.6 |
1.2% |
38% |
False |
False |
59,379 |
80 |
9,802.5 |
8,693.0 |
1,109.5 |
11.9% |
102.0 |
1.1% |
55% |
False |
False |
44,573 |
100 |
9,802.5 |
8,479.0 |
1,323.5 |
14.2% |
97.3 |
1.0% |
62% |
False |
False |
35,686 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
18.0% |
90.8 |
1.0% |
70% |
False |
False |
29,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,892.8 |
2.618 |
9,685.5 |
1.618 |
9,558.5 |
1.000 |
9,480.0 |
0.618 |
9,431.5 |
HIGH |
9,353.0 |
0.618 |
9,304.5 |
0.500 |
9,289.5 |
0.382 |
9,274.5 |
LOW |
9,226.0 |
0.618 |
9,147.5 |
1.000 |
9,099.0 |
1.618 |
9,020.5 |
2.618 |
8,893.5 |
4.250 |
8,686.3 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,298.8 |
9,263.8 |
PP |
9,294.2 |
9,224.0 |
S1 |
9,289.5 |
9,184.3 |
|