Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
14,270 |
14,210 |
-60 |
-0.4% |
14,945 |
High |
14,335 |
14,505 |
170 |
1.2% |
15,400 |
Low |
14,010 |
14,135 |
125 |
0.9% |
14,610 |
Close |
14,175 |
14,465 |
290 |
2.0% |
14,635 |
Range |
325 |
370 |
45 |
13.8% |
790 |
ATR |
386 |
384 |
-1 |
-0.3% |
0 |
Volume |
27,884 |
20,290 |
-7,594 |
-27.2% |
117,244 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,478 |
15,342 |
14,669 |
|
R3 |
15,108 |
14,972 |
14,567 |
|
R2 |
14,738 |
14,738 |
14,533 |
|
R1 |
14,602 |
14,602 |
14,499 |
14,670 |
PP |
14,368 |
14,368 |
14,368 |
14,403 |
S1 |
14,232 |
14,232 |
14,431 |
14,300 |
S2 |
13,998 |
13,998 |
14,397 |
|
S3 |
13,628 |
13,862 |
14,363 |
|
S4 |
13,258 |
13,492 |
14,262 |
|
|
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 |
15,185 |
13,945 |
1,240 |
8.6% |
484 |
3.3% |
42% |
False |
False |
29,326 |
10 |
15,520 |
13,945 |
1,575 |
10.9% |
454 |
3.1% |
33% |
False |
False |
27,174 |
20 |
16,070 |
13,945 |
2,125 |
14.7% |
396 |
2.7% |
24% |
False |
False |
21,642 |
40 |
16,450 |
13,945 |
2,505 |
17.3% |
333 |
2.3% |
21% |
False |
False |
16,440 |
60 |
16,450 |
13,945 |
2,505 |
17.3% |
302 |
2.1% |
21% |
False |
False |
11,722 |
80 |
16,450 |
13,945 |
2,505 |
17.3% |
247 |
1.7% |
21% |
False |
False |
8,793 |
100 |
16,450 |
13,905 |
2,545 |
17.6% |
215 |
1.5% |
22% |
False |
False |
7,035 |
120 |
16,450 |
13,330 |
3,120 |
21.6% |
181 |
1.3% |
36% |
False |
False |
5,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,078 |
2.618 |
15,474 |
1.618 |
15,104 |
1.000 |
14,875 |
0.618 |
14,734 |
HIGH |
14,505 |
0.618 |
14,364 |
0.500 |
14,320 |
0.382 |
14,276 |
LOW |
14,135 |
0.618 |
13,906 |
1.000 |
13,765 |
1.618 |
13,536 |
2.618 |
13,166 |
4.250 |
12,563 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
14,417 |
14,385 |
PP |
14,368 |
14,305 |
S1 |
14,320 |
14,225 |
|