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 |
1,739.00 |
1,739.25 |
0.25 |
0.0% |
1,774.25 |
High |
1,743.50 |
1,762.75 |
19.25 |
1.1% |
1,794.50 |
Low |
1,725.25 |
1,737.25 |
12.00 |
0.7% |
1,754.75 |
Close |
1,737.00 |
1,759.50 |
22.50 |
1.3% |
1,769.75 |
Range |
18.25 |
25.50 |
7.25 |
39.7% |
39.75 |
ATR |
22.35 |
22.59 |
0.24 |
1.1% |
0.00 |
Volume |
6,532 |
9,093 |
2,561 |
39.2% |
44,482 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.75 |
1,820.00 |
1,773.50 |
|
R3 |
1,804.25 |
1,794.50 |
1,766.50 |
|
R2 |
1,778.75 |
1,778.75 |
1,764.25 |
|
R1 |
1,769.00 |
1,769.00 |
1,761.75 |
1,774.00 |
PP |
1,753.25 |
1,753.25 |
1,753.25 |
1,755.50 |
S1 |
1,743.50 |
1,743.50 |
1,757.25 |
1,748.50 |
S2 |
1,727.75 |
1,727.75 |
1,754.75 |
|
S3 |
1,702.25 |
1,718.00 |
1,752.50 |
|
S4 |
1,676.75 |
1,692.50 |
1,745.50 |
|
|
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 |
1,781.25 |
1,725.25 |
56.00 |
3.2% |
28.00 |
1.6% |
61% |
False |
False |
8,002 |
10 |
1,821.25 |
1,725.25 |
96.00 |
5.5% |
30.00 |
1.7% |
36% |
False |
False |
8,328 |
20 |
1,839.00 |
1,725.25 |
113.75 |
6.5% |
23.50 |
1.3% |
30% |
False |
False |
5,740 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.5% |
19.00 |
1.1% |
30% |
False |
False |
3,647 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.5% |
16.25 |
0.9% |
30% |
False |
False |
2,473 |
80 |
1,839.75 |
1,670.50 |
169.25 |
9.6% |
15.25 |
0.9% |
53% |
False |
False |
1,868 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.8% |
14.25 |
0.8% |
61% |
False |
False |
1,508 |
120 |
1,839.75 |
1,608.25 |
231.50 |
13.2% |
12.75 |
0.7% |
65% |
False |
False |
1,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.00 |
2.618 |
1,829.50 |
1.618 |
1,804.00 |
1.000 |
1,788.25 |
0.618 |
1,778.50 |
HIGH |
1,762.75 |
0.618 |
1,753.00 |
0.500 |
1,750.00 |
0.382 |
1,747.00 |
LOW |
1,737.25 |
0.618 |
1,721.50 |
1.000 |
1,711.75 |
1.618 |
1,696.00 |
2.618 |
1,670.50 |
4.250 |
1,629.00 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,756.25 |
1,754.25 |
PP |
1,753.25 |
1,749.25 |
S1 |
1,750.00 |
1,744.00 |
|