Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,160 |
14,675 |
-485 |
-3.2% |
14,945 |
High |
15,185 |
14,875 |
-310 |
-2.0% |
15,400 |
Low |
14,610 |
14,155 |
-455 |
-3.1% |
14,610 |
Close |
14,635 |
14,160 |
-475 |
-3.2% |
14,635 |
Range |
575 |
720 |
145 |
25.2% |
790 |
ATR |
361 |
387 |
26 |
7.1% |
0 |
Volume |
27,871 |
39,217 |
11,346 |
40.7% |
117,244 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,557 |
16,078 |
14,556 |
|
R3 |
15,837 |
15,358 |
14,358 |
|
R2 |
15,117 |
15,117 |
14,292 |
|
R1 |
14,638 |
14,638 |
14,226 |
14,518 |
PP |
14,397 |
14,397 |
14,397 |
14,336 |
S1 |
13,918 |
13,918 |
14,094 |
13,798 |
S2 |
13,677 |
13,677 |
14,028 |
|
S3 |
12,957 |
13,198 |
13,962 |
|
S4 |
12,237 |
12,478 |
13,764 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,252 |
16,733 |
15,070 |
|
R3 |
16,462 |
15,943 |
14,852 |
|
R2 |
15,672 |
15,672 |
14,780 |
|
R1 |
15,153 |
15,153 |
14,708 |
15,018 |
PP |
14,882 |
14,882 |
14,882 |
14,814 |
S1 |
14,363 |
14,363 |
14,563 |
14,228 |
S2 |
14,092 |
14,092 |
14,490 |
|
S3 |
13,302 |
13,573 |
14,418 |
|
S4 |
12,512 |
12,783 |
14,201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,400 |
14,155 |
1,245 |
8.8% |
504 |
3.6% |
0% |
False |
True |
25,469 |
10 |
15,995 |
14,155 |
1,840 |
13.0% |
471 |
3.3% |
0% |
False |
True |
25,765 |
20 |
16,205 |
14,155 |
2,050 |
14.5% |
383 |
2.7% |
0% |
False |
True |
19,821 |
40 |
16,450 |
14,155 |
2,295 |
16.2% |
331 |
2.3% |
0% |
False |
True |
15,473 |
60 |
16,450 |
14,070 |
2,380 |
16.8% |
290 |
2.0% |
4% |
False |
False |
10,397 |
80 |
16,450 |
14,070 |
2,380 |
16.8% |
239 |
1.7% |
4% |
False |
False |
7,799 |
100 |
16,450 |
13,905 |
2,545 |
18.0% |
205 |
1.4% |
10% |
False |
False |
6,240 |
120 |
16,450 |
13,330 |
3,120 |
22.0% |
172 |
1.2% |
27% |
False |
False |
5,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,935 |
2.618 |
16,760 |
1.618 |
16,040 |
1.000 |
15,595 |
0.618 |
15,320 |
HIGH |
14,875 |
0.618 |
14,600 |
0.500 |
14,515 |
0.382 |
14,430 |
LOW |
14,155 |
0.618 |
13,710 |
1.000 |
13,435 |
1.618 |
12,990 |
2.618 |
12,270 |
4.250 |
11,095 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
14,515 |
14,700 |
PP |
14,397 |
14,520 |
S1 |
14,278 |
14,340 |
|