Trading Metrics calculated at close of trading on 10-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,768.00 |
1,793.00 |
25.00 |
1.4% |
1,777.50 |
High |
1,794.00 |
1,796.00 |
2.00 |
0.1% |
1,794.00 |
Low |
1,758.25 |
1,786.25 |
28.00 |
1.6% |
1,732.00 |
Close |
1,793.50 |
1,794.75 |
1.25 |
0.1% |
1,793.50 |
Range |
35.75 |
9.75 |
-26.00 |
-72.7% |
62.00 |
ATR |
24.07 |
23.04 |
-1.02 |
-4.2% |
0.00 |
Volume |
2,344,919 |
1,148,560 |
-1,196,359 |
-51.0% |
11,511,618 |
|
Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.50 |
1,818.00 |
1,800.00 |
|
R3 |
1,811.75 |
1,808.25 |
1,797.50 |
|
R2 |
1,802.00 |
1,802.00 |
1,796.50 |
|
R1 |
1,798.50 |
1,798.50 |
1,795.75 |
1,800.25 |
PP |
1,792.25 |
1,792.25 |
1,792.25 |
1,793.25 |
S1 |
1,788.75 |
1,788.75 |
1,793.75 |
1,790.50 |
S2 |
1,782.50 |
1,782.50 |
1,793.00 |
|
S3 |
1,772.75 |
1,779.00 |
1,792.00 |
|
S4 |
1,763.00 |
1,769.25 |
1,789.50 |
|
|
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 |
1,796.00 |
1,732.00 |
64.00 |
3.6% |
22.00 |
1.2% |
98% |
True |
False |
1,926,730 |
10 |
1,801.25 |
1,732.00 |
69.25 |
3.9% |
27.75 |
1.5% |
91% |
False |
False |
2,134,165 |
20 |
1,845.75 |
1,732.00 |
113.75 |
6.3% |
24.75 |
1.4% |
55% |
False |
False |
1,873,587 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.4% |
19.75 |
1.1% |
55% |
False |
False |
1,531,339 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.4% |
17.75 |
1.0% |
55% |
False |
False |
1,034,624 |
80 |
1,846.50 |
1,685.00 |
161.50 |
9.0% |
17.25 |
1.0% |
68% |
False |
False |
777,276 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.9% |
17.50 |
1.0% |
76% |
False |
False |
622,721 |
120 |
1,846.50 |
1,613.00 |
233.50 |
13.0% |
17.00 |
1.0% |
78% |
False |
False |
518,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,837.50 |
2.618 |
1,821.50 |
1.618 |
1,811.75 |
1.000 |
1,805.75 |
0.618 |
1,802.00 |
HIGH |
1,796.00 |
0.618 |
1,792.25 |
0.500 |
1,791.00 |
0.382 |
1,790.00 |
LOW |
1,786.25 |
0.618 |
1,780.25 |
1.000 |
1,776.50 |
1.618 |
1,770.50 |
2.618 |
1,760.75 |
4.250 |
1,744.75 |
|
|
Fisher Pivots for day following 10-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,793.50 |
1,786.50 |
PP |
1,792.25 |
1,778.25 |
S1 |
1,791.00 |
1,770.00 |
|