Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,772.00 |
1,730.00 |
-42.00 |
-2.4% |
1,774.25 |
High |
1,776.50 |
1,746.50 |
-30.00 |
-1.7% |
1,794.50 |
Low |
1,725.50 |
1,727.25 |
1.75 |
0.1% |
1,754.75 |
Close |
1,726.00 |
1,736.75 |
10.75 |
0.6% |
1,769.75 |
Range |
51.00 |
19.25 |
-31.75 |
-62.3% |
39.75 |
ATR |
22.83 |
22.67 |
-0.17 |
-0.7% |
0.00 |
Volume |
6,986 |
10,503 |
3,517 |
50.3% |
44,482 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,794.50 |
1,785.00 |
1,747.25 |
|
R3 |
1,775.25 |
1,765.75 |
1,742.00 |
|
R2 |
1,756.00 |
1,756.00 |
1,740.25 |
|
R1 |
1,746.50 |
1,746.50 |
1,738.50 |
1,751.25 |
PP |
1,736.75 |
1,736.75 |
1,736.75 |
1,739.25 |
S1 |
1,727.25 |
1,727.25 |
1,735.00 |
1,732.00 |
S2 |
1,717.50 |
1,717.50 |
1,733.25 |
|
S3 |
1,698.25 |
1,708.00 |
1,731.50 |
|
S4 |
1,679.00 |
1,688.75 |
1,726.25 |
|
|
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% |
31.75 |
1.8% |
16% |
False |
False |
8,592 |
10 |
1,837.25 |
1,725.50 |
111.75 |
6.4% |
29.25 |
1.7% |
10% |
False |
False |
7,419 |
20 |
1,839.00 |
1,725.50 |
113.50 |
6.5% |
22.50 |
1.3% |
10% |
False |
False |
5,315 |
40 |
1,839.75 |
1,725.50 |
114.25 |
6.6% |
18.50 |
1.1% |
10% |
False |
False |
3,264 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.6% |
16.50 |
1.0% |
10% |
False |
False |
2,215 |
80 |
1,839.75 |
1,652.00 |
187.75 |
10.8% |
15.25 |
0.9% |
45% |
False |
False |
1,674 |
100 |
1,839.75 |
1,631.50 |
208.25 |
12.0% |
14.00 |
0.8% |
51% |
False |
False |
1,352 |
120 |
1,839.75 |
1,608.25 |
231.50 |
13.3% |
12.50 |
0.7% |
56% |
False |
False |
1,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,828.25 |
2.618 |
1,797.00 |
1.618 |
1,777.75 |
1.000 |
1,765.75 |
0.618 |
1,758.50 |
HIGH |
1,746.50 |
0.618 |
1,739.25 |
0.500 |
1,737.00 |
0.382 |
1,734.50 |
LOW |
1,727.25 |
0.618 |
1,715.25 |
1.000 |
1,708.00 |
1.618 |
1,696.00 |
2.618 |
1,676.75 |
4.250 |
1,645.50 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,737.00 |
1,753.50 |
PP |
1,736.75 |
1,747.75 |
S1 |
1,736.75 |
1,742.25 |
|