Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,349.0 |
9,328.0 |
-21.0 |
-0.2% |
9,290.5 |
High |
9,351.5 |
9,521.0 |
169.5 |
1.8% |
9,363.0 |
Low |
9,282.5 |
9,327.5 |
45.0 |
0.5% |
9,015.5 |
Close |
9,291.5 |
9,469.0 |
177.5 |
1.9% |
9,303.5 |
Range |
69.0 |
193.5 |
124.5 |
180.4% |
347.5 |
ATR |
147.4 |
153.3 |
5.9 |
4.0% |
0.0 |
Volume |
117,010 |
104,481 |
-12,529 |
-10.7% |
619,065 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,019.7 |
9,937.8 |
9,575.4 |
|
R3 |
9,826.2 |
9,744.3 |
9,522.2 |
|
R2 |
9,632.7 |
9,632.7 |
9,504.5 |
|
R1 |
9,550.8 |
9,550.8 |
9,486.7 |
9,591.8 |
PP |
9,439.2 |
9,439.2 |
9,439.2 |
9,459.6 |
S1 |
9,357.3 |
9,357.3 |
9,451.3 |
9,398.3 |
S2 |
9,245.7 |
9,245.7 |
9,433.5 |
|
S3 |
9,052.2 |
9,163.8 |
9,415.8 |
|
S4 |
8,858.7 |
8,970.3 |
9,362.6 |
|
|
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 |
9,521.0 |
9,015.5 |
505.5 |
5.3% |
145.0 |
1.5% |
90% |
True |
False |
113,841 |
10 |
9,540.5 |
9,015.5 |
525.0 |
5.5% |
177.9 |
1.9% |
86% |
False |
False |
125,501 |
20 |
9,802.5 |
9,015.5 |
787.0 |
8.3% |
160.0 |
1.7% |
58% |
False |
False |
124,812 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.5% |
131.6 |
1.4% |
59% |
False |
False |
94,017 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.5% |
114.5 |
1.2% |
59% |
False |
False |
63,068 |
80 |
9,802.5 |
8,760.0 |
1,042.5 |
11.0% |
103.7 |
1.1% |
68% |
False |
False |
47,339 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.7% |
99.0 |
1.0% |
74% |
False |
False |
37,898 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.7% |
92.5 |
1.0% |
80% |
False |
False |
31,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,343.4 |
2.618 |
10,027.6 |
1.618 |
9,834.1 |
1.000 |
9,714.5 |
0.618 |
9,640.6 |
HIGH |
9,521.0 |
0.618 |
9,447.1 |
0.500 |
9,424.3 |
0.382 |
9,401.4 |
LOW |
9,327.5 |
0.618 |
9,207.9 |
1.000 |
9,134.0 |
1.618 |
9,014.4 |
2.618 |
8,820.9 |
4.250 |
8,505.1 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,454.1 |
9,437.2 |
PP |
9,439.2 |
9,405.3 |
S1 |
9,424.3 |
9,373.5 |
|