Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
14,220 |
14,270 |
50 |
0.4% |
14,945 |
High |
14,375 |
14,335 |
-40 |
-0.3% |
15,400 |
Low |
13,945 |
14,010 |
65 |
0.5% |
14,610 |
Close |
14,310 |
14,175 |
-135 |
-0.9% |
14,635 |
Range |
430 |
325 |
-105 |
-24.4% |
790 |
ATR |
390 |
386 |
-5 |
-1.2% |
0 |
Volume |
31,368 |
27,884 |
-3,484 |
-11.1% |
117,244 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,148 |
14,987 |
14,354 |
|
R3 |
14,823 |
14,662 |
14,265 |
|
R2 |
14,498 |
14,498 |
14,235 |
|
R1 |
14,337 |
14,337 |
14,205 |
14,255 |
PP |
14,173 |
14,173 |
14,173 |
14,133 |
S1 |
14,012 |
14,012 |
14,145 |
13,930 |
S2 |
13,848 |
13,848 |
14,116 |
|
S3 |
13,523 |
13,687 |
14,086 |
|
S4 |
13,198 |
13,362 |
13,996 |
|
|
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 |
15,245 |
13,945 |
1,300 |
9.2% |
485 |
3.4% |
18% |
False |
False |
29,522 |
10 |
15,995 |
13,945 |
2,050 |
14.5% |
487 |
3.4% |
11% |
False |
False |
28,501 |
20 |
16,190 |
13,945 |
2,245 |
15.8% |
388 |
2.7% |
10% |
False |
False |
21,275 |
40 |
16,450 |
13,945 |
2,505 |
17.7% |
328 |
2.3% |
9% |
False |
False |
16,728 |
60 |
16,450 |
13,945 |
2,505 |
17.7% |
300 |
2.1% |
9% |
False |
False |
11,384 |
80 |
16,450 |
13,945 |
2,505 |
17.7% |
244 |
1.7% |
9% |
False |
False |
8,539 |
100 |
16,450 |
13,905 |
2,545 |
18.0% |
213 |
1.5% |
11% |
False |
False |
6,832 |
120 |
16,450 |
13,330 |
3,120 |
22.0% |
178 |
1.3% |
27% |
False |
False |
5,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,716 |
2.618 |
15,186 |
1.618 |
14,861 |
1.000 |
14,660 |
0.618 |
14,536 |
HIGH |
14,335 |
0.618 |
14,211 |
0.500 |
14,173 |
0.382 |
14,134 |
LOW |
14,010 |
0.618 |
13,809 |
1.000 |
13,685 |
1.618 |
13,484 |
2.618 |
13,159 |
4.250 |
12,629 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
14,174 |
14,410 |
PP |
14,173 |
14,332 |
S1 |
14,173 |
14,253 |
|