Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
14,210 |
14,465 |
255 |
1.8% |
14,675 |
High |
14,505 |
14,725 |
220 |
1.5% |
14,875 |
Low |
14,135 |
14,345 |
210 |
1.5% |
13,945 |
Close |
14,465 |
14,695 |
230 |
1.6% |
14,695 |
Range |
370 |
380 |
10 |
2.7% |
930 |
ATR |
384 |
384 |
0 |
-0.1% |
0 |
Volume |
20,290 |
22,159 |
1,869 |
9.2% |
140,918 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,728 |
15,592 |
14,904 |
|
R3 |
15,348 |
15,212 |
14,800 |
|
R2 |
14,968 |
14,968 |
14,765 |
|
R1 |
14,832 |
14,832 |
14,730 |
14,900 |
PP |
14,588 |
14,588 |
14,588 |
14,623 |
S1 |
14,452 |
14,452 |
14,660 |
14,520 |
S2 |
14,208 |
14,208 |
14,625 |
|
S3 |
13,828 |
14,072 |
14,591 |
|
S4 |
13,448 |
13,692 |
14,486 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,295 |
16,925 |
15,207 |
|
R3 |
16,365 |
15,995 |
14,951 |
|
R2 |
15,435 |
15,435 |
14,866 |
|
R1 |
15,065 |
15,065 |
14,780 |
15,250 |
PP |
14,505 |
14,505 |
14,505 |
14,598 |
S1 |
14,135 |
14,135 |
14,610 |
14,320 |
S2 |
13,575 |
13,575 |
14,525 |
|
S3 |
12,645 |
13,205 |
14,439 |
|
S4 |
11,715 |
12,275 |
14,184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,875 |
13,945 |
930 |
6.3% |
445 |
3.0% |
81% |
False |
False |
28,183 |
10 |
15,400 |
13,945 |
1,455 |
9.9% |
435 |
3.0% |
52% |
False |
False |
25,816 |
20 |
16,030 |
13,945 |
2,085 |
14.2% |
404 |
2.7% |
36% |
False |
False |
22,196 |
40 |
16,450 |
13,945 |
2,505 |
17.0% |
336 |
2.3% |
30% |
False |
False |
16,094 |
60 |
16,450 |
13,945 |
2,505 |
17.0% |
307 |
2.1% |
30% |
False |
False |
12,091 |
80 |
16,450 |
13,945 |
2,505 |
17.0% |
251 |
1.7% |
30% |
False |
False |
9,070 |
100 |
16,450 |
13,905 |
2,545 |
17.3% |
219 |
1.5% |
31% |
False |
False |
7,257 |
120 |
16,450 |
13,330 |
3,120 |
21.2% |
184 |
1.3% |
44% |
False |
False |
6,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,340 |
2.618 |
15,720 |
1.618 |
15,340 |
1.000 |
15,105 |
0.618 |
14,960 |
HIGH |
14,725 |
0.618 |
14,580 |
0.500 |
14,535 |
0.382 |
14,490 |
LOW |
14,345 |
0.618 |
14,110 |
1.000 |
13,965 |
1.618 |
13,730 |
2.618 |
13,350 |
4.250 |
12,730 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
14,642 |
14,586 |
PP |
14,588 |
14,477 |
S1 |
14,535 |
14,368 |
|