Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,518 |
15,614 |
96 |
0.6% |
15,732 |
High |
15,615 |
15,618 |
3 |
0.0% |
15,929 |
Low |
15,486 |
15,216 |
-270 |
-1.7% |
15,486 |
Close |
15,561 |
15,223 |
-338 |
-2.2% |
15,561 |
Range |
129 |
402 |
273 |
211.6% |
443 |
ATR |
149 |
167 |
18 |
12.1% |
0 |
Volume |
41 |
80 |
39 |
95.1% |
173 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,558 |
16,293 |
15,444 |
|
R3 |
16,156 |
15,891 |
15,334 |
|
R2 |
15,754 |
15,754 |
15,297 |
|
R1 |
15,489 |
15,489 |
15,260 |
15,421 |
PP |
15,352 |
15,352 |
15,352 |
15,318 |
S1 |
15,087 |
15,087 |
15,186 |
15,019 |
S2 |
14,950 |
14,950 |
15,149 |
|
S3 |
14,548 |
14,685 |
15,113 |
|
S4 |
14,146 |
14,283 |
15,002 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,988 |
16,717 |
15,805 |
|
R3 |
16,545 |
16,274 |
15,683 |
|
R2 |
16,102 |
16,102 |
15,642 |
|
R1 |
15,831 |
15,831 |
15,602 |
15,745 |
PP |
15,659 |
15,659 |
15,659 |
15,616 |
S1 |
15,388 |
15,388 |
15,521 |
15,302 |
S2 |
15,216 |
15,216 |
15,480 |
|
S3 |
14,773 |
14,945 |
15,439 |
|
S4 |
14,330 |
14,502 |
15,317 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,929 |
15,216 |
713 |
4.7% |
219 |
1.4% |
1% |
False |
True |
40 |
10 |
16,433 |
15,216 |
1,217 |
8.0% |
191 |
1.3% |
1% |
False |
True |
32 |
20 |
16,433 |
15,216 |
1,217 |
8.0% |
150 |
1.0% |
1% |
False |
True |
29 |
40 |
16,439 |
15,216 |
1,223 |
8.0% |
106 |
0.7% |
1% |
False |
True |
23 |
60 |
16,439 |
15,216 |
1,223 |
8.0% |
76 |
0.5% |
1% |
False |
True |
16 |
80 |
16,439 |
14,580 |
1,859 |
12.2% |
62 |
0.4% |
35% |
False |
False |
12 |
100 |
16,439 |
14,579 |
1,860 |
12.2% |
54 |
0.4% |
35% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,327 |
2.618 |
16,671 |
1.618 |
16,269 |
1.000 |
16,020 |
0.618 |
15,867 |
HIGH |
15,618 |
0.618 |
15,465 |
0.500 |
15,417 |
0.382 |
15,370 |
LOW |
15,216 |
0.618 |
14,968 |
1.000 |
14,814 |
1.618 |
14,566 |
2.618 |
14,164 |
4.250 |
13,508 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,417 |
15,496 |
PP |
15,352 |
15,405 |
S1 |
15,288 |
15,314 |
|