Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,739.25 |
1,761.00 |
21.75 |
1.3% |
1,772.00 |
High |
1,762.75 |
1,786.50 |
23.75 |
1.3% |
1,786.50 |
Low |
1,737.25 |
1,752.00 |
14.75 |
0.8% |
1,725.25 |
Close |
1,759.50 |
1,786.50 |
27.00 |
1.5% |
1,786.50 |
Range |
25.50 |
34.50 |
9.00 |
35.3% |
61.25 |
ATR |
22.59 |
23.44 |
0.85 |
3.8% |
0.00 |
Volume |
9,093 |
8,726 |
-367 |
-4.0% |
41,840 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.50 |
1,867.00 |
1,805.50 |
|
R3 |
1,844.00 |
1,832.50 |
1,796.00 |
|
R2 |
1,809.50 |
1,809.50 |
1,792.75 |
|
R1 |
1,798.00 |
1,798.00 |
1,789.75 |
1,803.75 |
PP |
1,775.00 |
1,775.00 |
1,775.00 |
1,778.00 |
S1 |
1,763.50 |
1,763.50 |
1,783.25 |
1,769.25 |
S2 |
1,740.50 |
1,740.50 |
1,780.25 |
|
S3 |
1,706.00 |
1,729.00 |
1,777.00 |
|
S4 |
1,671.50 |
1,694.50 |
1,767.50 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.75 |
1,929.50 |
1,820.25 |
|
R3 |
1,888.50 |
1,868.25 |
1,803.25 |
|
R2 |
1,827.25 |
1,827.25 |
1,797.75 |
|
R1 |
1,807.00 |
1,807.00 |
1,792.00 |
1,817.00 |
PP |
1,766.00 |
1,766.00 |
1,766.00 |
1,771.25 |
S1 |
1,745.75 |
1,745.75 |
1,781.00 |
1,756.00 |
S2 |
1,704.75 |
1,704.75 |
1,775.25 |
|
S3 |
1,643.50 |
1,684.50 |
1,769.75 |
|
S4 |
1,582.25 |
1,623.25 |
1,752.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,786.50 |
1,725.25 |
61.25 |
3.4% |
29.75 |
1.7% |
100% |
True |
False |
8,368 |
10 |
1,794.50 |
1,725.25 |
69.25 |
3.9% |
28.50 |
1.6% |
88% |
False |
False |
8,632 |
20 |
1,839.00 |
1,725.25 |
113.75 |
6.4% |
24.50 |
1.4% |
54% |
False |
False |
6,032 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.4% |
19.50 |
1.1% |
53% |
False |
False |
3,862 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.4% |
17.00 |
0.9% |
53% |
False |
False |
2,613 |
80 |
1,839.75 |
1,678.50 |
161.25 |
9.0% |
15.50 |
0.9% |
67% |
False |
False |
1,976 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.7% |
14.50 |
0.8% |
74% |
False |
False |
1,595 |
120 |
1,839.75 |
1,608.25 |
231.50 |
13.0% |
12.75 |
0.7% |
77% |
False |
False |
1,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,933.00 |
2.618 |
1,876.75 |
1.618 |
1,842.25 |
1.000 |
1,821.00 |
0.618 |
1,807.75 |
HIGH |
1,786.50 |
0.618 |
1,773.25 |
0.500 |
1,769.25 |
0.382 |
1,765.25 |
LOW |
1,752.00 |
0.618 |
1,730.75 |
1.000 |
1,717.50 |
1.618 |
1,696.25 |
2.618 |
1,661.75 |
4.250 |
1,605.50 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,780.75 |
1,776.25 |
PP |
1,775.00 |
1,766.00 |
S1 |
1,769.25 |
1,756.00 |
|