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 |
1,243.4 |
1,243.2 |
-0.2 |
0.0% |
1,272.6 |
High |
1,254.1 |
1,266.2 |
12.1 |
1.0% |
1,280.6 |
Low |
1,238.8 |
1,241.2 |
2.4 |
0.2% |
1,238.5 |
Close |
1,240.3 |
1,260.3 |
20.0 |
1.6% |
1,240.3 |
Range |
15.3 |
25.0 |
9.7 |
63.4% |
42.1 |
ATR |
18.5 |
19.0 |
0.5 |
2.9% |
0.0 |
Volume |
4,987 |
2,746 |
-2,241 |
-44.9% |
33,072 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.9 |
1,320.6 |
1,274.1 |
|
R3 |
1,305.9 |
1,295.6 |
1,267.2 |
|
R2 |
1,280.9 |
1,280.9 |
1,264.9 |
|
R1 |
1,270.6 |
1,270.6 |
1,262.6 |
1,275.8 |
PP |
1,255.9 |
1,255.9 |
1,255.9 |
1,258.5 |
S1 |
1,245.6 |
1,245.6 |
1,258.0 |
1,250.8 |
S2 |
1,230.9 |
1,230.9 |
1,255.7 |
|
S3 |
1,205.9 |
1,220.6 |
1,253.4 |
|
S4 |
1,180.9 |
1,195.6 |
1,246.6 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.4 |
1,352.0 |
1,263.5 |
|
R3 |
1,337.3 |
1,309.9 |
1,251.9 |
|
R2 |
1,295.2 |
1,295.2 |
1,248.0 |
|
R1 |
1,267.8 |
1,267.8 |
1,244.2 |
1,260.5 |
PP |
1,253.1 |
1,253.1 |
1,253.1 |
1,249.5 |
S1 |
1,225.7 |
1,225.7 |
1,236.4 |
1,218.4 |
S2 |
1,211.0 |
1,211.0 |
1,232.6 |
|
S3 |
1,168.9 |
1,183.6 |
1,228.7 |
|
S4 |
1,126.8 |
1,141.5 |
1,217.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,270.6 |
1,238.5 |
32.1 |
2.5% |
20.1 |
1.6% |
68% |
False |
False |
5,680 |
10 |
1,280.6 |
1,233.0 |
47.6 |
3.8% |
20.5 |
1.6% |
57% |
False |
False |
4,631 |
20 |
1,280.6 |
1,219.8 |
60.8 |
4.8% |
17.1 |
1.4% |
67% |
False |
False |
4,085 |
40 |
1,280.6 |
1,186.7 |
93.9 |
7.5% |
18.7 |
1.5% |
78% |
False |
False |
2,514 |
60 |
1,326.1 |
1,186.7 |
139.4 |
11.1% |
18.1 |
1.4% |
53% |
False |
False |
2,179 |
80 |
1,362.0 |
1,186.7 |
175.3 |
13.9% |
18.1 |
1.4% |
42% |
False |
False |
1,792 |
100 |
1,376.1 |
1,186.7 |
189.4 |
15.0% |
18.2 |
1.4% |
39% |
False |
False |
1,522 |
120 |
1,431.7 |
1,186.7 |
245.0 |
19.4% |
17.9 |
1.4% |
30% |
False |
False |
1,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.5 |
2.618 |
1,331.7 |
1.618 |
1,306.7 |
1.000 |
1,291.2 |
0.618 |
1,281.7 |
HIGH |
1,266.2 |
0.618 |
1,256.7 |
0.500 |
1,253.7 |
0.382 |
1,250.8 |
LOW |
1,241.2 |
0.618 |
1,225.8 |
1.000 |
1,216.2 |
1.618 |
1,200.8 |
2.618 |
1,175.8 |
4.250 |
1,135.0 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,258.1 |
1,257.9 |
PP |
1,255.9 |
1,255.4 |
S1 |
1,253.7 |
1,253.0 |
|