Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,671 |
15,681 |
10 |
0.1% |
15,614 |
High |
15,671 |
15,896 |
225 |
1.4% |
15,678 |
Low |
15,635 |
15,661 |
26 |
0.2% |
15,216 |
Close |
15,670 |
15,860 |
190 |
1.2% |
15,670 |
Range |
36 |
235 |
199 |
552.8% |
462 |
ATR |
159 |
165 |
5 |
3.4% |
0 |
Volume |
104 |
11 |
-93 |
-89.4% |
288 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,511 |
16,420 |
15,989 |
|
R3 |
16,276 |
16,185 |
15,925 |
|
R2 |
16,041 |
16,041 |
15,903 |
|
R1 |
15,950 |
15,950 |
15,882 |
15,996 |
PP |
15,806 |
15,806 |
15,806 |
15,828 |
S1 |
15,715 |
15,715 |
15,839 |
15,761 |
S2 |
15,571 |
15,571 |
15,817 |
|
S3 |
15,336 |
15,480 |
15,796 |
|
S4 |
15,101 |
15,245 |
15,731 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,907 |
16,751 |
15,924 |
|
R3 |
16,445 |
16,289 |
15,797 |
|
R2 |
15,983 |
15,983 |
15,755 |
|
R1 |
15,827 |
15,827 |
15,712 |
15,905 |
PP |
15,521 |
15,521 |
15,521 |
15,561 |
S1 |
15,365 |
15,365 |
15,628 |
15,443 |
S2 |
15,059 |
15,059 |
15,585 |
|
S3 |
14,597 |
14,903 |
15,543 |
|
S4 |
14,135 |
14,441 |
15,416 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,896 |
15,233 |
663 |
4.2% |
168 |
1.1% |
95% |
True |
False |
49 |
10 |
15,929 |
15,216 |
713 |
4.5% |
197 |
1.2% |
90% |
False |
False |
49 |
20 |
16,433 |
15,216 |
1,217 |
7.7% |
169 |
1.1% |
53% |
False |
False |
41 |
40 |
16,439 |
15,216 |
1,223 |
7.7% |
123 |
0.8% |
53% |
False |
False |
30 |
60 |
16,439 |
15,216 |
1,223 |
7.7% |
89 |
0.6% |
53% |
False |
False |
21 |
80 |
16,439 |
15,148 |
1,291 |
8.1% |
70 |
0.4% |
55% |
False |
False |
16 |
100 |
16,439 |
14,579 |
1,860 |
11.7% |
63 |
0.4% |
69% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,895 |
2.618 |
16,511 |
1.618 |
16,276 |
1.000 |
16,131 |
0.618 |
16,041 |
HIGH |
15,896 |
0.618 |
15,806 |
0.500 |
15,779 |
0.382 |
15,751 |
LOW |
15,661 |
0.618 |
15,516 |
1.000 |
15,426 |
1.618 |
15,281 |
2.618 |
15,046 |
4.250 |
14,662 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,833 |
15,794 |
PP |
15,806 |
15,729 |
S1 |
15,779 |
15,663 |
|