Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,232 |
15,250 |
18 |
0.1% |
15,732 |
High |
15,332 |
15,354 |
22 |
0.1% |
15,929 |
Low |
15,228 |
15,233 |
5 |
0.0% |
15,486 |
Close |
15,268 |
15,297 |
29 |
0.2% |
15,561 |
Range |
104 |
121 |
17 |
16.3% |
443 |
ATR |
163 |
160 |
-3 |
-1.8% |
0 |
Volume |
78 |
37 |
-41 |
-52.6% |
173 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,658 |
15,598 |
15,364 |
|
R3 |
15,537 |
15,477 |
15,330 |
|
R2 |
15,416 |
15,416 |
15,319 |
|
R1 |
15,356 |
15,356 |
15,308 |
15,386 |
PP |
15,295 |
15,295 |
15,295 |
15,310 |
S1 |
15,235 |
15,235 |
15,286 |
15,265 |
S2 |
15,174 |
15,174 |
15,275 |
|
S3 |
15,053 |
15,114 |
15,264 |
|
S4 |
14,932 |
14,993 |
15,231 |
|
|
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 |
15,776 |
15,216 |
560 |
3.7% |
184 |
1.2% |
14% |
False |
False |
56 |
10 |
16,241 |
15,216 |
1,025 |
6.7% |
190 |
1.2% |
8% |
False |
False |
38 |
20 |
16,433 |
15,216 |
1,217 |
8.0% |
157 |
1.0% |
7% |
False |
False |
32 |
40 |
16,439 |
15,216 |
1,223 |
8.0% |
110 |
0.7% |
7% |
False |
False |
25 |
60 |
16,439 |
15,216 |
1,223 |
8.0% |
77 |
0.5% |
7% |
False |
False |
17 |
80 |
16,439 |
14,951 |
1,488 |
9.7% |
65 |
0.4% |
23% |
False |
False |
14 |
100 |
16,439 |
14,579 |
1,860 |
12.2% |
56 |
0.4% |
39% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,868 |
2.618 |
15,671 |
1.618 |
15,550 |
1.000 |
15,475 |
0.618 |
15,429 |
HIGH |
15,354 |
0.618 |
15,308 |
0.500 |
15,294 |
0.382 |
15,279 |
LOW |
15,233 |
0.618 |
15,158 |
1.000 |
15,112 |
1.618 |
15,037 |
2.618 |
14,916 |
4.250 |
14,719 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,296 |
15,417 |
PP |
15,295 |
15,377 |
S1 |
15,294 |
15,337 |
|