Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,783.50 |
1,777.50 |
-6.00 |
-0.3% |
1,781.75 |
High |
1,788.25 |
1,783.75 |
-4.50 |
-0.3% |
1,801.25 |
Low |
1,761.25 |
1,732.25 |
-29.00 |
-1.6% |
1,761.25 |
Close |
1,776.50 |
1,732.75 |
-43.75 |
-2.5% |
1,776.50 |
Range |
27.00 |
51.50 |
24.50 |
90.7% |
40.00 |
ATR |
21.34 |
23.49 |
2.15 |
10.1% |
0.00 |
Volume |
2,389,820 |
3,026,524 |
636,704 |
26.6% |
11,457,514 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.00 |
1,870.00 |
1,761.00 |
|
R3 |
1,852.50 |
1,818.50 |
1,747.00 |
|
R2 |
1,801.00 |
1,801.00 |
1,742.25 |
|
R1 |
1,767.00 |
1,767.00 |
1,737.50 |
1,758.25 |
PP |
1,749.50 |
1,749.50 |
1,749.50 |
1,745.25 |
S1 |
1,715.50 |
1,715.50 |
1,728.00 |
1,706.75 |
S2 |
1,698.00 |
1,698.00 |
1,723.25 |
|
S3 |
1,646.50 |
1,664.00 |
1,718.50 |
|
S4 |
1,595.00 |
1,612.50 |
1,704.50 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.75 |
1,878.00 |
1,798.50 |
|
R3 |
1,859.75 |
1,838.00 |
1,787.50 |
|
R2 |
1,819.75 |
1,819.75 |
1,783.75 |
|
R1 |
1,798.00 |
1,798.00 |
1,780.25 |
1,789.00 |
PP |
1,779.75 |
1,779.75 |
1,779.75 |
1,775.00 |
S1 |
1,758.00 |
1,758.00 |
1,772.75 |
1,749.00 |
S2 |
1,739.75 |
1,739.75 |
1,769.25 |
|
S3 |
1,699.75 |
1,718.00 |
1,765.50 |
|
S4 |
1,659.75 |
1,678.00 |
1,754.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,801.25 |
1,732.25 |
69.00 |
4.0% |
33.50 |
1.9% |
1% |
False |
True |
2,341,600 |
10 |
1,844.00 |
1,732.25 |
111.75 |
6.4% |
29.75 |
1.7% |
0% |
False |
True |
2,113,714 |
20 |
1,845.75 |
1,732.25 |
113.50 |
6.6% |
22.75 |
1.3% |
0% |
False |
True |
1,724,032 |
40 |
1,846.50 |
1,732.25 |
114.25 |
6.6% |
19.00 |
1.1% |
0% |
False |
True |
1,307,362 |
60 |
1,846.50 |
1,729.50 |
117.00 |
6.8% |
17.75 |
1.0% |
3% |
False |
False |
874,508 |
80 |
1,846.50 |
1,633.50 |
213.00 |
12.3% |
17.50 |
1.0% |
47% |
False |
False |
657,232 |
100 |
1,846.50 |
1,633.50 |
213.00 |
12.3% |
17.00 |
1.0% |
47% |
False |
False |
526,398 |
120 |
1,846.50 |
1,613.00 |
233.50 |
13.5% |
16.75 |
1.0% |
51% |
False |
False |
438,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.50 |
2.618 |
1,918.50 |
1.618 |
1,867.00 |
1.000 |
1,835.25 |
0.618 |
1,815.50 |
HIGH |
1,783.75 |
0.618 |
1,764.00 |
0.500 |
1,758.00 |
0.382 |
1,752.00 |
LOW |
1,732.25 |
0.618 |
1,700.50 |
1.000 |
1,680.75 |
1.618 |
1,649.00 |
2.618 |
1,597.50 |
4.250 |
1,513.50 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,758.00 |
1,763.00 |
PP |
1,749.50 |
1,753.00 |
S1 |
1,741.25 |
1,742.75 |
|