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 |
1,257.7 |
1,256.9 |
-0.8 |
-0.1% |
1,242.0 |
High |
1,267.5 |
1,272.0 |
4.5 |
0.4% |
1,274.5 |
Low |
1,252.5 |
1,255.5 |
3.0 |
0.2% |
1,240.4 |
Close |
1,257.2 |
1,262.9 |
5.7 |
0.5% |
1,262.9 |
Range |
15.0 |
16.5 |
1.5 |
10.0% |
34.1 |
ATR |
20.0 |
19.7 |
-0.2 |
-1.2% |
0.0 |
Volume |
87,894 |
136,028 |
48,134 |
54.8% |
568,879 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.0 |
1,304.4 |
1,272.0 |
|
R3 |
1,296.5 |
1,287.9 |
1,267.4 |
|
R2 |
1,280.0 |
1,280.0 |
1,265.9 |
|
R1 |
1,271.4 |
1,271.4 |
1,264.4 |
1,275.7 |
PP |
1,263.5 |
1,263.5 |
1,263.5 |
1,265.6 |
S1 |
1,254.9 |
1,254.9 |
1,261.4 |
1,259.2 |
S2 |
1,247.0 |
1,247.0 |
1,259.9 |
|
S3 |
1,230.5 |
1,238.4 |
1,258.4 |
|
S4 |
1,214.0 |
1,221.9 |
1,253.8 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.6 |
1,346.3 |
1,281.7 |
|
R3 |
1,327.5 |
1,312.2 |
1,272.3 |
|
R2 |
1,293.4 |
1,293.4 |
1,269.2 |
|
R1 |
1,278.1 |
1,278.1 |
1,266.0 |
1,285.8 |
PP |
1,259.3 |
1,259.3 |
1,259.3 |
1,263.1 |
S1 |
1,244.0 |
1,244.0 |
1,259.8 |
1,251.7 |
S2 |
1,225.2 |
1,225.2 |
1,256.6 |
|
S3 |
1,191.1 |
1,209.9 |
1,253.5 |
|
S4 |
1,157.0 |
1,175.8 |
1,244.1 |
|
|
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 |
1,240.4 |
34.1 |
2.7% |
18.7 |
1.5% |
66% |
False |
False |
113,775 |
10 |
1,280.1 |
1,237.5 |
42.6 |
3.4% |
20.5 |
1.6% |
60% |
False |
False |
112,300 |
20 |
1,280.1 |
1,227.3 |
52.8 |
4.2% |
18.7 |
1.5% |
67% |
False |
False |
67,495 |
40 |
1,280.1 |
1,182.3 |
97.8 |
7.7% |
19.5 |
1.5% |
82% |
False |
False |
37,296 |
60 |
1,294.8 |
1,182.3 |
112.5 |
8.9% |
19.7 |
1.6% |
72% |
False |
False |
26,303 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.2% |
19.5 |
1.5% |
45% |
False |
False |
20,125 |
100 |
1,375.3 |
1,182.3 |
193.0 |
15.3% |
20.6 |
1.6% |
42% |
False |
False |
16,301 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.6% |
20.5 |
1.6% |
33% |
False |
False |
13,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.1 |
2.618 |
1,315.2 |
1.618 |
1,298.7 |
1.000 |
1,288.5 |
0.618 |
1,282.2 |
HIGH |
1,272.0 |
0.618 |
1,265.7 |
0.500 |
1,263.8 |
0.382 |
1,261.8 |
LOW |
1,255.5 |
0.618 |
1,245.3 |
1.000 |
1,239.0 |
1.618 |
1,228.8 |
2.618 |
1,212.3 |
4.250 |
1,185.4 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,263.8 |
1,263.4 |
PP |
1,263.5 |
1,263.2 |
S1 |
1,263.2 |
1,263.1 |
|