Trading Metrics calculated at close of trading on 10-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,285.0 |
9,349.0 |
64.0 |
0.7% |
9,290.5 |
High |
9,353.0 |
9,351.5 |
-1.5 |
0.0% |
9,363.0 |
Low |
9,226.0 |
9,282.5 |
56.5 |
0.6% |
9,015.5 |
Close |
9,303.5 |
9,291.5 |
-12.0 |
-0.1% |
9,303.5 |
Range |
127.0 |
69.0 |
-58.0 |
-45.7% |
347.5 |
ATR |
153.5 |
147.4 |
-6.0 |
-3.9% |
0.0 |
Volume |
86,846 |
117,010 |
30,164 |
34.7% |
619,065 |
|
Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,515.5 |
9,472.5 |
9,329.5 |
|
R3 |
9,446.5 |
9,403.5 |
9,310.5 |
|
R2 |
9,377.5 |
9,377.5 |
9,304.2 |
|
R1 |
9,334.5 |
9,334.5 |
9,297.8 |
9,321.5 |
PP |
9,308.5 |
9,308.5 |
9,308.5 |
9,302.0 |
S1 |
9,265.5 |
9,265.5 |
9,285.2 |
9,252.5 |
S2 |
9,239.5 |
9,239.5 |
9,278.9 |
|
S3 |
9,170.5 |
9,196.5 |
9,272.5 |
|
S4 |
9,101.5 |
9,127.5 |
9,253.6 |
|
|
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 |
9,353.0 |
9,015.5 |
337.5 |
3.6% |
126.0 |
1.4% |
82% |
False |
False |
116,962 |
10 |
9,540.5 |
9,015.5 |
525.0 |
5.7% |
169.8 |
1.8% |
53% |
False |
False |
135,005 |
20 |
9,802.5 |
9,015.5 |
787.0 |
8.5% |
155.0 |
1.7% |
35% |
False |
False |
125,285 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
128.1 |
1.4% |
36% |
False |
False |
91,543 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
112.2 |
1.2% |
36% |
False |
False |
61,328 |
80 |
9,802.5 |
8,693.0 |
1,109.5 |
11.9% |
102.3 |
1.1% |
54% |
False |
False |
46,034 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
14.0% |
97.5 |
1.0% |
61% |
False |
False |
36,855 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
18.1% |
91.2 |
1.0% |
70% |
False |
False |
30,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,644.8 |
2.618 |
9,532.1 |
1.618 |
9,463.1 |
1.000 |
9,420.5 |
0.618 |
9,394.1 |
HIGH |
9,351.5 |
0.618 |
9,325.1 |
0.500 |
9,317.0 |
0.382 |
9,308.9 |
LOW |
9,282.5 |
0.618 |
9,239.9 |
1.000 |
9,213.5 |
1.618 |
9,170.9 |
2.618 |
9,101.9 |
4.250 |
8,989.3 |
|
|
Fisher Pivots for day following 10-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,317.0 |
9,255.8 |
PP |
9,308.5 |
9,220.0 |
S1 |
9,300.0 |
9,184.3 |
|