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 |
1,744.75 |
1,768.00 |
23.25 |
1.3% |
1,777.50 |
High |
1,769.75 |
1,794.00 |
24.25 |
1.4% |
1,794.00 |
Low |
1,744.00 |
1,758.25 |
14.25 |
0.8% |
1,732.00 |
Close |
1,766.50 |
1,793.50 |
27.00 |
1.5% |
1,793.50 |
Range |
25.75 |
35.75 |
10.00 |
38.8% |
62.00 |
ATR |
23.17 |
24.07 |
0.90 |
3.9% |
0.00 |
Volume |
1,739,245 |
2,344,919 |
605,674 |
34.8% |
11,511,618 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.25 |
1,877.00 |
1,813.25 |
|
R3 |
1,853.50 |
1,841.25 |
1,803.25 |
|
R2 |
1,817.75 |
1,817.75 |
1,800.00 |
|
R1 |
1,805.50 |
1,805.50 |
1,796.75 |
1,811.50 |
PP |
1,782.00 |
1,782.00 |
1,782.00 |
1,785.00 |
S1 |
1,769.75 |
1,769.75 |
1,790.25 |
1,776.00 |
S2 |
1,746.25 |
1,746.25 |
1,787.00 |
|
S3 |
1,710.50 |
1,734.00 |
1,783.75 |
|
S4 |
1,674.75 |
1,698.25 |
1,773.75 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.25 |
1,938.25 |
1,827.50 |
|
R3 |
1,897.25 |
1,876.25 |
1,810.50 |
|
R2 |
1,835.25 |
1,835.25 |
1,804.75 |
|
R1 |
1,814.25 |
1,814.25 |
1,799.25 |
1,824.75 |
PP |
1,773.25 |
1,773.25 |
1,773.25 |
1,778.50 |
S1 |
1,752.25 |
1,752.25 |
1,787.75 |
1,762.75 |
S2 |
1,711.25 |
1,711.25 |
1,782.25 |
|
S3 |
1,649.25 |
1,690.25 |
1,776.50 |
|
S4 |
1,587.25 |
1,628.25 |
1,759.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,794.00 |
1,732.00 |
62.00 |
3.5% |
30.25 |
1.7% |
99% |
True |
False |
2,302,323 |
10 |
1,801.25 |
1,732.00 |
69.25 |
3.9% |
29.25 |
1.6% |
89% |
False |
False |
2,296,913 |
20 |
1,845.75 |
1,732.00 |
113.75 |
6.3% |
25.00 |
1.4% |
54% |
False |
False |
1,888,954 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.4% |
20.25 |
1.1% |
54% |
False |
False |
1,511,888 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.4% |
18.00 |
1.0% |
54% |
False |
False |
1,015,563 |
80 |
1,846.50 |
1,683.75 |
162.75 |
9.1% |
17.50 |
1.0% |
67% |
False |
False |
762,976 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.9% |
17.50 |
1.0% |
75% |
False |
False |
611,241 |
120 |
1,846.50 |
1,613.00 |
233.50 |
13.0% |
17.00 |
1.0% |
77% |
False |
False |
509,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,946.00 |
2.618 |
1,887.50 |
1.618 |
1,851.75 |
1.000 |
1,829.75 |
0.618 |
1,816.00 |
HIGH |
1,794.00 |
0.618 |
1,780.25 |
0.500 |
1,776.00 |
0.382 |
1,772.00 |
LOW |
1,758.25 |
0.618 |
1,736.25 |
1.000 |
1,722.50 |
1.618 |
1,700.50 |
2.618 |
1,664.75 |
4.250 |
1,606.25 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,787.75 |
1,783.25 |
PP |
1,782.00 |
1,773.25 |
S1 |
1,776.00 |
1,763.00 |
|