Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,383 |
15,563 |
180 |
1.2% |
15,644 |
High |
15,577 |
15,749 |
172 |
1.1% |
15,749 |
Low |
15,377 |
15,471 |
94 |
0.6% |
15,276 |
Close |
15,549 |
15,739 |
190 |
1.2% |
15,739 |
Range |
200 |
278 |
78 |
39.0% |
473 |
ATR |
190 |
196 |
6 |
3.3% |
0 |
Volume |
179,057 |
206,297 |
27,240 |
15.2% |
1,068,324 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,487 |
16,391 |
15,892 |
|
R3 |
16,209 |
16,113 |
15,816 |
|
R2 |
15,931 |
15,931 |
15,790 |
|
R1 |
15,835 |
15,835 |
15,765 |
15,883 |
PP |
15,653 |
15,653 |
15,653 |
15,677 |
S1 |
15,557 |
15,557 |
15,714 |
15,605 |
S2 |
15,375 |
15,375 |
15,688 |
|
S3 |
15,097 |
15,279 |
15,663 |
|
S4 |
14,819 |
15,001 |
15,586 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,007 |
16,846 |
15,999 |
|
R3 |
16,534 |
16,373 |
15,869 |
|
R2 |
16,061 |
16,061 |
15,826 |
|
R1 |
15,900 |
15,900 |
15,782 |
15,981 |
PP |
15,588 |
15,588 |
15,588 |
15,628 |
S1 |
15,427 |
15,427 |
15,696 |
15,508 |
S2 |
15,115 |
15,115 |
15,652 |
|
S3 |
14,642 |
14,954 |
15,609 |
|
S4 |
14,169 |
14,481 |
15,479 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,749 |
15,276 |
473 |
3.0% |
234 |
1.5% |
98% |
True |
False |
213,664 |
10 |
15,983 |
15,276 |
707 |
4.5% |
224 |
1.4% |
65% |
False |
False |
216,615 |
20 |
16,489 |
15,276 |
1,213 |
7.7% |
206 |
1.3% |
38% |
False |
False |
178,916 |
40 |
16,540 |
15,276 |
1,264 |
8.0% |
170 |
1.1% |
37% |
False |
False |
132,530 |
60 |
16,540 |
15,276 |
1,264 |
8.0% |
150 |
1.0% |
37% |
False |
False |
88,559 |
80 |
16,540 |
15,029 |
1,511 |
9.6% |
138 |
0.9% |
47% |
False |
False |
66,428 |
100 |
16,540 |
14,588 |
1,952 |
12.4% |
124 |
0.8% |
59% |
False |
False |
53,151 |
120 |
16,540 |
14,545 |
1,995 |
12.7% |
109 |
0.7% |
60% |
False |
False |
44,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,931 |
2.618 |
16,477 |
1.618 |
16,199 |
1.000 |
16,027 |
0.618 |
15,921 |
HIGH |
15,749 |
0.618 |
15,643 |
0.500 |
15,610 |
0.382 |
15,577 |
LOW |
15,471 |
0.618 |
15,299 |
1.000 |
15,193 |
1.618 |
15,021 |
2.618 |
14,743 |
4.250 |
14,290 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,696 |
15,664 |
PP |
15,653 |
15,588 |
S1 |
15,610 |
15,513 |
|