Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,644 |
15,323 |
-321 |
-2.1% |
15,801 |
High |
15,697 |
15,417 |
-280 |
-1.8% |
15,983 |
Low |
15,280 |
15,282 |
2 |
0.0% |
15,550 |
Close |
15,292 |
15,338 |
46 |
0.3% |
15,630 |
Range |
417 |
135 |
-282 |
-67.6% |
433 |
ATR |
197 |
192 |
-4 |
-2.2% |
0 |
Volume |
271,065 |
211,683 |
-59,382 |
-21.9% |
1,097,835 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,751 |
15,679 |
15,412 |
|
R3 |
15,616 |
15,544 |
15,375 |
|
R2 |
15,481 |
15,481 |
15,363 |
|
R1 |
15,409 |
15,409 |
15,351 |
15,445 |
PP |
15,346 |
15,346 |
15,346 |
15,364 |
S1 |
15,274 |
15,274 |
15,326 |
15,310 |
S2 |
15,211 |
15,211 |
15,313 |
|
S3 |
15,076 |
15,139 |
15,301 |
|
S4 |
14,941 |
15,004 |
15,264 |
|
|
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% |
255 |
1.7% |
8% |
False |
False |
233,138 |
10 |
16,382 |
15,280 |
1,102 |
7.2% |
239 |
1.6% |
5% |
False |
False |
209,529 |
20 |
16,496 |
15,280 |
1,216 |
7.9% |
196 |
1.3% |
5% |
False |
False |
167,832 |
40 |
16,540 |
15,280 |
1,260 |
8.2% |
163 |
1.1% |
5% |
False |
False |
118,066 |
60 |
16,540 |
15,280 |
1,260 |
8.2% |
147 |
1.0% |
5% |
False |
False |
78,801 |
80 |
16,540 |
14,835 |
1,705 |
11.1% |
136 |
0.9% |
30% |
False |
False |
59,109 |
100 |
16,540 |
14,588 |
1,952 |
12.7% |
118 |
0.8% |
38% |
False |
False |
47,296 |
120 |
16,540 |
14,545 |
1,995 |
13.0% |
105 |
0.7% |
40% |
False |
False |
39,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,991 |
2.618 |
15,771 |
1.618 |
15,636 |
1.000 |
15,552 |
0.618 |
15,501 |
HIGH |
15,417 |
0.618 |
15,366 |
0.500 |
15,350 |
0.382 |
15,334 |
LOW |
15,282 |
0.618 |
15,199 |
1.000 |
15,147 |
1.618 |
15,064 |
2.618 |
14,929 |
4.250 |
14,708 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,350 |
15,517 |
PP |
15,346 |
15,457 |
S1 |
15,342 |
15,398 |
|