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 |
1,254.2 |
1,257.7 |
3.5 |
0.3% |
1,269.9 |
High |
1,274.5 |
1,267.5 |
-7.0 |
-0.5% |
1,280.1 |
Low |
1,252.2 |
1,252.5 |
0.3 |
0.0% |
1,237.5 |
Close |
1,256.9 |
1,257.2 |
0.3 |
0.0% |
1,239.8 |
Range |
22.3 |
15.0 |
-7.3 |
-32.7% |
42.6 |
ATR |
20.3 |
20.0 |
-0.4 |
-1.9% |
0.0 |
Volume |
127,060 |
87,894 |
-39,166 |
-30.8% |
554,124 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.1 |
1,295.6 |
1,265.5 |
|
R3 |
1,289.1 |
1,280.6 |
1,261.3 |
|
R2 |
1,274.1 |
1,274.1 |
1,260.0 |
|
R1 |
1,265.6 |
1,265.6 |
1,258.6 |
1,262.4 |
PP |
1,259.1 |
1,259.1 |
1,259.1 |
1,257.4 |
S1 |
1,250.6 |
1,250.6 |
1,255.8 |
1,247.4 |
S2 |
1,244.1 |
1,244.1 |
1,254.5 |
|
S3 |
1,229.1 |
1,235.6 |
1,253.1 |
|
S4 |
1,214.1 |
1,220.6 |
1,249.0 |
|
|
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 |
1,274.5 |
1,238.2 |
36.3 |
2.9% |
18.7 |
1.5% |
52% |
False |
False |
109,800 |
10 |
1,280.1 |
1,237.5 |
42.6 |
3.4% |
20.5 |
1.6% |
46% |
False |
False |
102,318 |
20 |
1,280.1 |
1,223.8 |
56.3 |
4.5% |
18.3 |
1.5% |
59% |
False |
False |
62,458 |
40 |
1,280.1 |
1,182.3 |
97.8 |
7.8% |
19.8 |
1.6% |
77% |
False |
False |
33,937 |
60 |
1,294.8 |
1,182.3 |
112.5 |
8.9% |
19.5 |
1.6% |
67% |
False |
False |
24,126 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.2% |
19.5 |
1.6% |
42% |
False |
False |
18,449 |
100 |
1,375.3 |
1,182.3 |
193.0 |
15.4% |
20.7 |
1.6% |
39% |
False |
False |
14,949 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.7% |
20.5 |
1.6% |
30% |
False |
False |
12,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.3 |
2.618 |
1,306.8 |
1.618 |
1,291.8 |
1.000 |
1,282.5 |
0.618 |
1,276.8 |
HIGH |
1,267.5 |
0.618 |
1,261.8 |
0.500 |
1,260.0 |
0.382 |
1,258.2 |
LOW |
1,252.5 |
0.618 |
1,243.2 |
1.000 |
1,237.5 |
1.618 |
1,228.2 |
2.618 |
1,213.2 |
4.250 |
1,188.8 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,260.0 |
1,260.7 |
PP |
1,259.1 |
1,259.5 |
S1 |
1,258.1 |
1,258.4 |
|