Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,342 |
15,383 |
41 |
0.3% |
15,801 |
High |
15,415 |
15,577 |
162 |
1.1% |
15,983 |
Low |
15,276 |
15,377 |
101 |
0.7% |
15,550 |
Close |
15,367 |
15,549 |
182 |
1.2% |
15,630 |
Range |
139 |
200 |
61 |
43.9% |
433 |
ATR |
188 |
190 |
2 |
0.8% |
0 |
Volume |
200,222 |
179,057 |
-21,165 |
-10.6% |
1,097,835 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,101 |
16,025 |
15,659 |
|
R3 |
15,901 |
15,825 |
15,604 |
|
R2 |
15,701 |
15,701 |
15,586 |
|
R1 |
15,625 |
15,625 |
15,567 |
15,663 |
PP |
15,501 |
15,501 |
15,501 |
15,520 |
S1 |
15,425 |
15,425 |
15,531 |
15,463 |
S2 |
15,301 |
15,301 |
15,512 |
|
S3 |
15,101 |
15,225 |
15,494 |
|
S4 |
14,901 |
15,025 |
15,439 |
|
|
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 |
15,753 |
15,276 |
477 |
3.1% |
219 |
1.4% |
57% |
False |
False |
216,505 |
10 |
16,181 |
15,276 |
905 |
5.8% |
235 |
1.5% |
30% |
False |
False |
219,329 |
20 |
16,489 |
15,276 |
1,213 |
7.8% |
200 |
1.3% |
23% |
False |
False |
175,238 |
40 |
16,540 |
15,276 |
1,264 |
8.1% |
165 |
1.1% |
22% |
False |
False |
127,464 |
60 |
16,540 |
15,276 |
1,264 |
8.1% |
146 |
0.9% |
22% |
False |
False |
85,121 |
80 |
16,540 |
15,000 |
1,540 |
9.9% |
136 |
0.9% |
36% |
False |
False |
63,849 |
100 |
16,540 |
14,588 |
1,952 |
12.6% |
121 |
0.8% |
49% |
False |
False |
51,088 |
120 |
16,540 |
14,545 |
1,995 |
12.8% |
106 |
0.7% |
50% |
False |
False |
42,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,427 |
2.618 |
16,101 |
1.618 |
15,901 |
1.000 |
15,777 |
0.618 |
15,701 |
HIGH |
15,577 |
0.618 |
15,501 |
0.500 |
15,477 |
0.382 |
15,454 |
LOW |
15,377 |
0.618 |
15,254 |
1.000 |
15,177 |
1.618 |
15,054 |
2.618 |
14,854 |
4.250 |
14,527 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,525 |
15,508 |
PP |
15,501 |
15,467 |
S1 |
15,477 |
15,427 |
|