Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,323 |
15,342 |
19 |
0.1% |
15,801 |
High |
15,417 |
15,415 |
-2 |
0.0% |
15,983 |
Low |
15,282 |
15,276 |
-6 |
0.0% |
15,550 |
Close |
15,338 |
15,367 |
29 |
0.2% |
15,630 |
Range |
135 |
139 |
4 |
3.0% |
433 |
ATR |
192 |
188 |
-4 |
-2.0% |
0 |
Volume |
211,683 |
200,222 |
-11,461 |
-5.4% |
1,097,835 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,770 |
15,707 |
15,444 |
|
R3 |
15,631 |
15,568 |
15,405 |
|
R2 |
15,492 |
15,492 |
15,393 |
|
R1 |
15,429 |
15,429 |
15,380 |
15,461 |
PP |
15,353 |
15,353 |
15,353 |
15,368 |
S1 |
15,290 |
15,290 |
15,354 |
15,322 |
S2 |
15,214 |
15,214 |
15,342 |
|
S3 |
15,075 |
15,151 |
15,329 |
|
S4 |
14,936 |
15,012 |
15,291 |
|
|
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 |
15,846 |
15,276 |
570 |
3.7% |
215 |
1.4% |
16% |
False |
True |
216,352 |
10 |
16,354 |
15,276 |
1,078 |
7.0% |
242 |
1.6% |
8% |
False |
True |
218,897 |
20 |
16,489 |
15,276 |
1,213 |
7.9% |
196 |
1.3% |
8% |
False |
True |
172,323 |
40 |
16,540 |
15,276 |
1,264 |
8.2% |
161 |
1.0% |
7% |
False |
True |
123,029 |
60 |
16,540 |
15,276 |
1,264 |
8.2% |
146 |
0.9% |
7% |
False |
True |
82,137 |
80 |
16,540 |
14,937 |
1,603 |
10.4% |
136 |
0.9% |
27% |
False |
False |
61,612 |
100 |
16,540 |
14,588 |
1,952 |
12.7% |
119 |
0.8% |
40% |
False |
False |
49,298 |
120 |
16,540 |
14,545 |
1,995 |
13.0% |
106 |
0.7% |
41% |
False |
False |
41,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,006 |
2.618 |
15,779 |
1.618 |
15,640 |
1.000 |
15,554 |
0.618 |
15,501 |
HIGH |
15,415 |
0.618 |
15,362 |
0.500 |
15,346 |
0.382 |
15,329 |
LOW |
15,276 |
0.618 |
15,190 |
1.000 |
15,137 |
1.618 |
15,051 |
2.618 |
14,912 |
4.250 |
14,685 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,360 |
15,487 |
PP |
15,353 |
15,447 |
S1 |
15,346 |
15,407 |
|