Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,777.50 |
1,738.25 |
-39.25 |
-2.2% |
1,781.75 |
High |
1,783.75 |
1,753.50 |
-30.25 |
-1.7% |
1,801.25 |
Low |
1,732.25 |
1,734.00 |
1.75 |
0.1% |
1,761.25 |
Close |
1,732.75 |
1,743.75 |
11.00 |
0.6% |
1,776.50 |
Range |
51.50 |
19.50 |
-32.00 |
-62.1% |
40.00 |
ATR |
23.49 |
23.29 |
-0.20 |
-0.8% |
0.00 |
Volume |
3,026,524 |
2,325,416 |
-701,108 |
-23.2% |
11,457,514 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.25 |
1,792.50 |
1,754.50 |
|
R3 |
1,782.75 |
1,773.00 |
1,749.00 |
|
R2 |
1,763.25 |
1,763.25 |
1,747.25 |
|
R1 |
1,753.50 |
1,753.50 |
1,745.50 |
1,758.50 |
PP |
1,743.75 |
1,743.75 |
1,743.75 |
1,746.25 |
S1 |
1,734.00 |
1,734.00 |
1,742.00 |
1,739.00 |
S2 |
1,724.25 |
1,724.25 |
1,740.25 |
|
S3 |
1,704.75 |
1,714.50 |
1,738.50 |
|
S4 |
1,685.25 |
1,695.00 |
1,733.00 |
|
|
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% |
32.25 |
1.8% |
17% |
False |
False |
2,461,416 |
10 |
1,844.00 |
1,732.25 |
111.75 |
6.4% |
30.00 |
1.7% |
10% |
False |
False |
2,213,289 |
20 |
1,845.75 |
1,732.25 |
113.50 |
6.5% |
23.00 |
1.3% |
10% |
False |
False |
1,771,843 |
40 |
1,846.50 |
1,732.25 |
114.25 |
6.6% |
19.00 |
1.1% |
10% |
False |
False |
1,364,536 |
60 |
1,846.50 |
1,729.50 |
117.00 |
6.7% |
17.75 |
1.0% |
12% |
False |
False |
913,137 |
80 |
1,846.50 |
1,644.25 |
202.25 |
11.6% |
17.50 |
1.0% |
49% |
False |
False |
686,242 |
100 |
1,846.50 |
1,633.50 |
213.00 |
12.2% |
17.00 |
1.0% |
52% |
False |
False |
549,651 |
120 |
1,846.50 |
1,613.00 |
233.50 |
13.4% |
16.75 |
1.0% |
56% |
False |
False |
458,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,836.50 |
2.618 |
1,804.50 |
1.618 |
1,785.00 |
1.000 |
1,773.00 |
0.618 |
1,765.50 |
HIGH |
1,753.50 |
0.618 |
1,746.00 |
0.500 |
1,743.75 |
0.382 |
1,741.50 |
LOW |
1,734.00 |
0.618 |
1,722.00 |
1.000 |
1,714.50 |
1.618 |
1,702.50 |
2.618 |
1,683.00 |
4.250 |
1,651.00 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,743.75 |
1,760.25 |
PP |
1,743.75 |
1,754.75 |
S1 |
1,743.75 |
1,749.25 |
|