Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
14,680 |
14,675 |
-5 |
0.0% |
14,675 |
High |
14,765 |
14,965 |
200 |
1.4% |
14,875 |
Low |
14,590 |
14,600 |
10 |
0.1% |
13,945 |
Close |
14,665 |
14,905 |
240 |
1.6% |
14,695 |
Range |
175 |
365 |
190 |
108.6% |
930 |
ATR |
369 |
369 |
0 |
-0.1% |
0 |
Volume |
12,928 |
16,620 |
3,692 |
28.6% |
140,918 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,918 |
15,777 |
15,106 |
|
R3 |
15,553 |
15,412 |
15,006 |
|
R2 |
15,188 |
15,188 |
14,972 |
|
R1 |
15,047 |
15,047 |
14,939 |
15,118 |
PP |
14,823 |
14,823 |
14,823 |
14,859 |
S1 |
14,682 |
14,682 |
14,872 |
14,753 |
S2 |
14,458 |
14,458 |
14,838 |
|
S3 |
14,093 |
14,317 |
14,805 |
|
S4 |
13,728 |
13,952 |
14,704 |
|
|
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 |
14,965 |
14,010 |
955 |
6.4% |
323 |
2.2% |
94% |
True |
False |
19,976 |
10 |
15,400 |
13,945 |
1,455 |
9.8% |
424 |
2.8% |
66% |
False |
False |
24,569 |
20 |
15,995 |
13,945 |
2,050 |
13.8% |
396 |
2.7% |
47% |
False |
False |
22,178 |
40 |
16,450 |
13,945 |
2,505 |
16.8% |
335 |
2.2% |
38% |
False |
False |
16,090 |
60 |
16,450 |
13,945 |
2,505 |
16.8% |
311 |
2.1% |
38% |
False |
False |
12,583 |
80 |
16,450 |
13,945 |
2,505 |
16.8% |
256 |
1.7% |
38% |
False |
False |
9,439 |
100 |
16,450 |
13,905 |
2,545 |
17.1% |
223 |
1.5% |
39% |
False |
False |
7,552 |
120 |
16,450 |
13,330 |
3,120 |
20.9% |
189 |
1.3% |
50% |
False |
False |
6,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,516 |
2.618 |
15,921 |
1.618 |
15,556 |
1.000 |
15,330 |
0.618 |
15,191 |
HIGH |
14,965 |
0.618 |
14,826 |
0.500 |
14,783 |
0.382 |
14,740 |
LOW |
14,600 |
0.618 |
14,375 |
1.000 |
14,235 |
1.618 |
14,010 |
2.618 |
13,645 |
4.250 |
13,049 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
14,864 |
14,822 |
PP |
14,823 |
14,738 |
S1 |
14,783 |
14,655 |
|