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 |
1,242.0 |
1,257.9 |
15.9 |
1.3% |
1,269.9 |
High |
1,266.1 |
1,260.7 |
-5.4 |
-0.4% |
1,280.1 |
Low |
1,240.4 |
1,246.8 |
6.4 |
0.5% |
1,237.5 |
Close |
1,259.9 |
1,251.2 |
-8.7 |
-0.7% |
1,239.8 |
Range |
25.7 |
13.9 |
-11.8 |
-45.9% |
42.6 |
ATR |
20.6 |
20.1 |
-0.5 |
-2.3% |
0.0 |
Volume |
124,745 |
93,152 |
-31,593 |
-25.3% |
554,124 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.6 |
1,286.8 |
1,258.8 |
|
R3 |
1,280.7 |
1,272.9 |
1,255.0 |
|
R2 |
1,266.8 |
1,266.8 |
1,253.7 |
|
R1 |
1,259.0 |
1,259.0 |
1,252.5 |
1,256.0 |
PP |
1,252.9 |
1,252.9 |
1,252.9 |
1,251.4 |
S1 |
1,245.1 |
1,245.1 |
1,249.9 |
1,242.1 |
S2 |
1,239.0 |
1,239.0 |
1,248.7 |
|
S3 |
1,225.1 |
1,231.2 |
1,247.4 |
|
S4 |
1,211.2 |
1,217.3 |
1,243.6 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.3 |
1,352.6 |
1,263.2 |
|
R3 |
1,337.7 |
1,310.0 |
1,251.5 |
|
R2 |
1,295.1 |
1,295.1 |
1,247.6 |
|
R1 |
1,267.4 |
1,267.4 |
1,243.7 |
1,260.0 |
PP |
1,252.5 |
1,252.5 |
1,252.5 |
1,248.7 |
S1 |
1,224.8 |
1,224.8 |
1,235.9 |
1,217.4 |
S2 |
1,209.9 |
1,209.9 |
1,232.0 |
|
S3 |
1,167.3 |
1,182.2 |
1,228.1 |
|
S4 |
1,124.7 |
1,139.6 |
1,216.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,270.7 |
1,237.5 |
33.2 |
2.7% |
21.8 |
1.7% |
41% |
False |
False |
124,873 |
10 |
1,280.1 |
1,230.8 |
49.3 |
3.9% |
21.1 |
1.7% |
41% |
False |
False |
86,901 |
20 |
1,280.1 |
1,218.6 |
61.5 |
4.9% |
18.1 |
1.4% |
53% |
False |
False |
53,505 |
40 |
1,280.1 |
1,182.3 |
97.8 |
7.8% |
20.1 |
1.6% |
70% |
False |
False |
28,844 |
60 |
1,325.2 |
1,182.3 |
142.9 |
11.4% |
19.8 |
1.6% |
48% |
False |
False |
20,635 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.3% |
19.7 |
1.6% |
39% |
False |
False |
15,815 |
100 |
1,375.3 |
1,182.3 |
193.0 |
15.4% |
20.9 |
1.7% |
36% |
False |
False |
12,814 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.8% |
20.7 |
1.7% |
28% |
False |
False |
10,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.8 |
2.618 |
1,297.1 |
1.618 |
1,283.2 |
1.000 |
1,274.6 |
0.618 |
1,269.3 |
HIGH |
1,260.7 |
0.618 |
1,255.4 |
0.500 |
1,253.8 |
0.382 |
1,252.1 |
LOW |
1,246.8 |
0.618 |
1,238.2 |
1.000 |
1,232.9 |
1.618 |
1,224.3 |
2.618 |
1,210.4 |
4.250 |
1,187.7 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,253.8 |
1,252.2 |
PP |
1,252.9 |
1,251.8 |
S1 |
1,252.1 |
1,251.5 |
|