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 |
15,250 |
15,340 |
90 |
0.6% |
15,732 |
High |
15,354 |
15,499 |
145 |
0.9% |
15,929 |
Low |
15,233 |
15,301 |
68 |
0.4% |
15,486 |
Close |
15,297 |
15,479 |
182 |
1.2% |
15,561 |
Range |
121 |
198 |
77 |
63.6% |
443 |
ATR |
160 |
163 |
3 |
1.9% |
0 |
Volume |
37 |
33 |
-4 |
-10.8% |
173 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,020 |
15,948 |
15,588 |
|
R3 |
15,822 |
15,750 |
15,534 |
|
R2 |
15,624 |
15,624 |
15,515 |
|
R1 |
15,552 |
15,552 |
15,497 |
15,588 |
PP |
15,426 |
15,426 |
15,426 |
15,445 |
S1 |
15,354 |
15,354 |
15,461 |
15,390 |
S2 |
15,228 |
15,228 |
15,443 |
|
S3 |
15,030 |
15,156 |
15,425 |
|
S4 |
14,832 |
14,958 |
15,370 |
|
|
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 |
15,618 |
15,216 |
402 |
2.6% |
191 |
1.2% |
65% |
False |
False |
53 |
10 |
16,000 |
15,216 |
784 |
5.1% |
190 |
1.2% |
34% |
False |
False |
41 |
20 |
16,433 |
15,216 |
1,217 |
7.9% |
163 |
1.1% |
22% |
False |
False |
34 |
40 |
16,439 |
15,216 |
1,223 |
7.9% |
115 |
0.7% |
22% |
False |
False |
26 |
60 |
16,439 |
15,216 |
1,223 |
7.9% |
80 |
0.5% |
22% |
False |
False |
18 |
80 |
16,439 |
14,951 |
1,488 |
9.6% |
67 |
0.4% |
35% |
False |
False |
14 |
100 |
16,439 |
14,579 |
1,860 |
12.0% |
58 |
0.4% |
48% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,341 |
2.618 |
16,017 |
1.618 |
15,819 |
1.000 |
15,697 |
0.618 |
15,621 |
HIGH |
15,499 |
0.618 |
15,423 |
0.500 |
15,400 |
0.382 |
15,377 |
LOW |
15,301 |
0.618 |
15,179 |
1.000 |
15,103 |
1.618 |
14,981 |
2.618 |
14,783 |
4.250 |
14,460 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,453 |
15,441 |
PP |
15,426 |
15,402 |
S1 |
15,400 |
15,364 |
|