Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,741 |
15,644 |
-97 |
-0.6% |
15,801 |
High |
15,753 |
15,697 |
-56 |
-0.4% |
15,983 |
Low |
15,550 |
15,280 |
-270 |
-1.7% |
15,550 |
Close |
15,630 |
15,292 |
-338 |
-2.2% |
15,630 |
Range |
203 |
417 |
214 |
105.4% |
433 |
ATR |
180 |
197 |
17 |
9.4% |
0 |
Volume |
220,501 |
271,065 |
50,564 |
22.9% |
1,097,835 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,674 |
16,400 |
15,521 |
|
R3 |
16,257 |
15,983 |
15,407 |
|
R2 |
15,840 |
15,840 |
15,369 |
|
R1 |
15,566 |
15,566 |
15,330 |
15,495 |
PP |
15,423 |
15,423 |
15,423 |
15,387 |
S1 |
15,149 |
15,149 |
15,254 |
15,078 |
S2 |
15,006 |
15,006 |
15,216 |
|
S3 |
14,589 |
14,732 |
15,177 |
|
S4 |
14,172 |
14,315 |
15,063 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,020 |
16,758 |
15,868 |
|
R3 |
16,587 |
16,325 |
15,749 |
|
R2 |
16,154 |
16,154 |
15,710 |
|
R1 |
15,892 |
15,892 |
15,670 |
15,807 |
PP |
15,721 |
15,721 |
15,721 |
15,678 |
S1 |
15,459 |
15,459 |
15,590 |
15,374 |
S2 |
15,288 |
15,288 |
15,551 |
|
S3 |
14,855 |
15,026 |
15,511 |
|
S4 |
14,422 |
14,593 |
15,392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,983 |
15,280 |
703 |
4.6% |
265 |
1.7% |
2% |
False |
True |
222,315 |
10 |
16,489 |
15,280 |
1,209 |
7.9% |
249 |
1.6% |
1% |
False |
True |
204,177 |
20 |
16,496 |
15,280 |
1,216 |
8.0% |
196 |
1.3% |
1% |
False |
True |
163,004 |
40 |
16,540 |
15,280 |
1,260 |
8.2% |
162 |
1.1% |
1% |
False |
True |
112,808 |
60 |
16,540 |
15,280 |
1,260 |
8.2% |
147 |
1.0% |
1% |
False |
True |
75,275 |
80 |
16,540 |
14,588 |
1,952 |
12.8% |
136 |
0.9% |
36% |
False |
False |
56,464 |
100 |
16,540 |
14,588 |
1,952 |
12.8% |
118 |
0.8% |
36% |
False |
False |
45,180 |
120 |
16,540 |
14,545 |
1,995 |
13.0% |
104 |
0.7% |
37% |
False |
False |
37,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,469 |
2.618 |
16,789 |
1.618 |
16,372 |
1.000 |
16,114 |
0.618 |
15,955 |
HIGH |
15,697 |
0.618 |
15,538 |
0.500 |
15,489 |
0.382 |
15,439 |
LOW |
15,280 |
0.618 |
15,022 |
1.000 |
14,863 |
1.618 |
14,605 |
2.618 |
14,188 |
4.250 |
13,508 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,489 |
15,563 |
PP |
15,423 |
15,473 |
S1 |
15,358 |
15,382 |
|