Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
14,675 |
14,220 |
-455 |
-3.1% |
14,945 |
High |
14,875 |
14,375 |
-500 |
-3.4% |
15,400 |
Low |
14,155 |
13,945 |
-210 |
-1.5% |
14,610 |
Close |
14,160 |
14,310 |
150 |
1.1% |
14,635 |
Range |
720 |
430 |
-290 |
-40.3% |
790 |
ATR |
387 |
390 |
3 |
0.8% |
0 |
Volume |
39,217 |
31,368 |
-7,849 |
-20.0% |
117,244 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,500 |
15,335 |
14,547 |
|
R3 |
15,070 |
14,905 |
14,428 |
|
R2 |
14,640 |
14,640 |
14,389 |
|
R1 |
14,475 |
14,475 |
14,350 |
14,558 |
PP |
14,210 |
14,210 |
14,210 |
14,251 |
S1 |
14,045 |
14,045 |
14,271 |
14,128 |
S2 |
13,780 |
13,780 |
14,231 |
|
S3 |
13,350 |
13,615 |
14,192 |
|
S4 |
12,920 |
13,185 |
14,074 |
|
|
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 |
13,945 |
1,455 |
10.2% |
524 |
3.7% |
25% |
False |
True |
29,162 |
10 |
15,995 |
13,945 |
2,050 |
14.3% |
481 |
3.4% |
18% |
False |
True |
27,105 |
20 |
16,190 |
13,945 |
2,245 |
15.7% |
383 |
2.7% |
16% |
False |
True |
20,695 |
40 |
16,450 |
13,945 |
2,505 |
17.5% |
333 |
2.3% |
15% |
False |
True |
16,177 |
60 |
16,450 |
13,945 |
2,505 |
17.5% |
296 |
2.1% |
15% |
False |
True |
10,920 |
80 |
16,450 |
13,945 |
2,505 |
17.5% |
244 |
1.7% |
15% |
False |
True |
8,191 |
100 |
16,450 |
13,905 |
2,545 |
17.8% |
210 |
1.5% |
16% |
False |
False |
6,553 |
120 |
16,450 |
13,330 |
3,120 |
21.8% |
175 |
1.2% |
31% |
False |
False |
5,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,203 |
2.618 |
15,501 |
1.618 |
15,071 |
1.000 |
14,805 |
0.618 |
14,641 |
HIGH |
14,375 |
0.618 |
14,211 |
0.500 |
14,160 |
0.382 |
14,109 |
LOW |
13,945 |
0.618 |
13,679 |
1.000 |
13,515 |
1.618 |
13,249 |
2.618 |
12,819 |
4.250 |
12,118 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
14,260 |
14,565 |
PP |
14,210 |
14,480 |
S1 |
14,160 |
14,395 |
|