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 |
1,744.25 |
1,744.75 |
0.50 |
0.0% |
1,781.75 |
High |
1,750.75 |
1,769.75 |
19.00 |
1.1% |
1,801.25 |
Low |
1,732.00 |
1,744.00 |
12.00 |
0.7% |
1,761.25 |
Close |
1,744.00 |
1,766.50 |
22.50 |
1.3% |
1,776.50 |
Range |
18.75 |
25.75 |
7.00 |
37.3% |
40.00 |
ATR |
22.97 |
23.17 |
0.20 |
0.9% |
0.00 |
Volume |
2,075,514 |
1,739,245 |
-336,269 |
-16.2% |
11,457,514 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,837.25 |
1,827.75 |
1,780.75 |
|
R3 |
1,811.50 |
1,802.00 |
1,773.50 |
|
R2 |
1,785.75 |
1,785.75 |
1,771.25 |
|
R1 |
1,776.25 |
1,776.25 |
1,768.75 |
1,781.00 |
PP |
1,760.00 |
1,760.00 |
1,760.00 |
1,762.50 |
S1 |
1,750.50 |
1,750.50 |
1,764.25 |
1,755.25 |
S2 |
1,734.25 |
1,734.25 |
1,761.75 |
|
S3 |
1,708.50 |
1,724.75 |
1,759.50 |
|
S4 |
1,682.75 |
1,699.00 |
1,752.25 |
|
|
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 |
1,788.25 |
1,732.00 |
56.25 |
3.2% |
28.50 |
1.6% |
61% |
False |
False |
2,311,303 |
10 |
1,828.00 |
1,732.00 |
96.00 |
5.4% |
30.50 |
1.7% |
36% |
False |
False |
2,319,053 |
20 |
1,845.75 |
1,732.00 |
113.75 |
6.4% |
24.00 |
1.4% |
30% |
False |
False |
1,837,938 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.5% |
19.50 |
1.1% |
30% |
False |
False |
1,456,534 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.5% |
17.50 |
1.0% |
30% |
False |
False |
976,587 |
80 |
1,846.50 |
1,674.25 |
172.25 |
9.8% |
17.25 |
1.0% |
54% |
False |
False |
733,716 |
100 |
1,846.50 |
1,633.50 |
213.00 |
12.1% |
17.50 |
1.0% |
62% |
False |
False |
587,793 |
120 |
1,846.50 |
1,613.00 |
233.50 |
13.2% |
17.00 |
1.0% |
66% |
False |
False |
489,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,879.25 |
2.618 |
1,837.25 |
1.618 |
1,811.50 |
1.000 |
1,795.50 |
0.618 |
1,785.75 |
HIGH |
1,769.75 |
0.618 |
1,760.00 |
0.500 |
1,757.00 |
0.382 |
1,753.75 |
LOW |
1,744.00 |
0.618 |
1,728.00 |
1.000 |
1,718.25 |
1.618 |
1,702.25 |
2.618 |
1,676.50 |
4.250 |
1,634.50 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,763.25 |
1,761.25 |
PP |
1,760.00 |
1,756.00 |
S1 |
1,757.00 |
1,751.00 |
|