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 |
1,776.75 |
1,772.00 |
-4.75 |
-0.3% |
1,774.25 |
High |
1,781.25 |
1,776.50 |
-4.75 |
-0.3% |
1,794.50 |
Low |
1,754.75 |
1,725.50 |
-29.25 |
-1.7% |
1,754.75 |
Close |
1,769.75 |
1,726.00 |
-43.75 |
-2.5% |
1,769.75 |
Range |
26.50 |
51.00 |
24.50 |
92.5% |
39.75 |
ATR |
20.67 |
22.83 |
2.17 |
10.5% |
0.00 |
Volume |
6,900 |
6,986 |
86 |
1.2% |
44,482 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.75 |
1,861.75 |
1,754.00 |
|
R3 |
1,844.75 |
1,810.75 |
1,740.00 |
|
R2 |
1,793.75 |
1,793.75 |
1,735.25 |
|
R1 |
1,759.75 |
1,759.75 |
1,730.75 |
1,751.25 |
PP |
1,742.75 |
1,742.75 |
1,742.75 |
1,738.50 |
S1 |
1,708.75 |
1,708.75 |
1,721.25 |
1,700.25 |
S2 |
1,691.75 |
1,691.75 |
1,716.75 |
|
S3 |
1,640.75 |
1,657.75 |
1,712.00 |
|
S4 |
1,589.75 |
1,606.75 |
1,698.00 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.25 |
1,870.75 |
1,791.50 |
|
R3 |
1,852.50 |
1,831.00 |
1,780.75 |
|
R2 |
1,812.75 |
1,812.75 |
1,777.00 |
|
R1 |
1,791.25 |
1,791.25 |
1,773.50 |
1,782.00 |
PP |
1,773.00 |
1,773.00 |
1,773.00 |
1,768.50 |
S1 |
1,751.50 |
1,751.50 |
1,766.00 |
1,742.50 |
S2 |
1,733.25 |
1,733.25 |
1,762.50 |
|
S3 |
1,693.50 |
1,711.75 |
1,758.75 |
|
S4 |
1,653.75 |
1,672.00 |
1,748.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,794.50 |
1,725.50 |
69.00 |
4.0% |
32.50 |
1.9% |
1% |
False |
True |
8,305 |
10 |
1,837.25 |
1,725.50 |
111.75 |
6.5% |
29.00 |
1.7% |
0% |
False |
True |
6,615 |
20 |
1,839.00 |
1,725.50 |
113.50 |
6.6% |
22.25 |
1.3% |
0% |
False |
True |
4,866 |
40 |
1,839.75 |
1,725.50 |
114.25 |
6.6% |
18.25 |
1.1% |
0% |
False |
True |
3,004 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.6% |
16.50 |
0.9% |
1% |
False |
False |
2,040 |
80 |
1,839.75 |
1,631.50 |
208.25 |
12.1% |
15.00 |
0.9% |
45% |
False |
False |
1,546 |
100 |
1,839.75 |
1,631.50 |
208.25 |
12.1% |
14.00 |
0.8% |
45% |
False |
False |
1,247 |
120 |
1,839.75 |
1,608.25 |
231.50 |
13.4% |
12.25 |
0.7% |
51% |
False |
False |
1,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.25 |
2.618 |
1,910.00 |
1.618 |
1,859.00 |
1.000 |
1,827.50 |
0.618 |
1,808.00 |
HIGH |
1,776.50 |
0.618 |
1,757.00 |
0.500 |
1,751.00 |
0.382 |
1,745.00 |
LOW |
1,725.50 |
0.618 |
1,694.00 |
1.000 |
1,674.50 |
1.618 |
1,643.00 |
2.618 |
1,592.00 |
4.250 |
1,508.75 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,751.00 |
1,756.00 |
PP |
1,742.75 |
1,746.00 |
S1 |
1,734.25 |
1,736.00 |
|