Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,748 |
15,741 |
-7 |
0.0% |
15,644 |
High |
15,758 |
15,972 |
214 |
1.4% |
15,749 |
Low |
15,675 |
15,736 |
61 |
0.4% |
15,276 |
Close |
15,739 |
15,929 |
190 |
1.2% |
15,739 |
Range |
83 |
236 |
153 |
184.3% |
473 |
ATR |
188 |
192 |
3 |
1.8% |
0 |
Volume |
106,803 |
147,448 |
40,645 |
38.1% |
1,068,324 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,587 |
16,494 |
16,059 |
|
R3 |
16,351 |
16,258 |
15,994 |
|
R2 |
16,115 |
16,115 |
15,972 |
|
R1 |
16,022 |
16,022 |
15,951 |
16,069 |
PP |
15,879 |
15,879 |
15,879 |
15,902 |
S1 |
15,786 |
15,786 |
15,907 |
15,833 |
S2 |
15,643 |
15,643 |
15,886 |
|
S3 |
15,407 |
15,550 |
15,864 |
|
S4 |
15,171 |
15,314 |
15,799 |
|
|
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 |
15,972 |
15,276 |
696 |
4.4% |
187 |
1.2% |
94% |
True |
False |
167,965 |
10 |
15,983 |
15,276 |
707 |
4.4% |
221 |
1.4% |
92% |
False |
False |
200,551 |
20 |
16,489 |
15,276 |
1,213 |
7.6% |
204 |
1.3% |
54% |
False |
False |
177,739 |
40 |
16,540 |
15,276 |
1,264 |
7.9% |
169 |
1.1% |
52% |
False |
False |
137,610 |
60 |
16,540 |
15,276 |
1,264 |
7.9% |
151 |
0.9% |
52% |
False |
False |
92,796 |
80 |
16,540 |
15,100 |
1,440 |
9.0% |
138 |
0.9% |
58% |
False |
False |
69,605 |
100 |
16,540 |
14,588 |
1,952 |
12.3% |
127 |
0.8% |
69% |
False |
False |
55,692 |
120 |
16,540 |
14,545 |
1,995 |
12.5% |
111 |
0.7% |
69% |
False |
False |
46,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,975 |
2.618 |
16,590 |
1.618 |
16,354 |
1.000 |
16,208 |
0.618 |
16,118 |
HIGH |
15,972 |
0.618 |
15,882 |
0.500 |
15,854 |
0.382 |
15,826 |
LOW |
15,736 |
0.618 |
15,590 |
1.000 |
15,500 |
1.618 |
15,354 |
2.618 |
15,118 |
4.250 |
14,733 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,904 |
15,860 |
PP |
15,879 |
15,791 |
S1 |
15,854 |
15,722 |
|