Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,257.3 |
1,252.9 |
-4.4 |
-0.3% |
1,272.6 |
High |
1,260.3 |
1,273.2 |
12.9 |
1.0% |
1,280.6 |
Low |
1,247.5 |
1,252.9 |
5.4 |
0.4% |
1,238.5 |
Close |
1,251.5 |
1,257.2 |
5.7 |
0.5% |
1,240.3 |
Range |
12.8 |
20.3 |
7.5 |
58.6% |
42.1 |
ATR |
18.6 |
18.8 |
0.2 |
1.2% |
0.0 |
Volume |
1,987 |
2,478 |
491 |
24.7% |
33,072 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.0 |
1,309.9 |
1,268.4 |
|
R3 |
1,301.7 |
1,289.6 |
1,262.8 |
|
R2 |
1,281.4 |
1,281.4 |
1,260.9 |
|
R1 |
1,269.3 |
1,269.3 |
1,259.1 |
1,275.4 |
PP |
1,261.1 |
1,261.1 |
1,261.1 |
1,264.1 |
S1 |
1,249.0 |
1,249.0 |
1,255.3 |
1,255.1 |
S2 |
1,240.8 |
1,240.8 |
1,253.5 |
|
S3 |
1,220.5 |
1,228.7 |
1,251.6 |
|
S4 |
1,200.2 |
1,208.4 |
1,246.0 |
|
|
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 |
1,273.2 |
1,238.5 |
34.7 |
2.8% |
20.5 |
1.6% |
54% |
True |
False |
3,797 |
10 |
1,280.6 |
1,233.0 |
47.6 |
3.8% |
20.8 |
1.7% |
51% |
False |
False |
4,664 |
20 |
1,280.6 |
1,219.8 |
60.8 |
4.8% |
16.4 |
1.3% |
62% |
False |
False |
4,051 |
40 |
1,280.6 |
1,186.7 |
93.9 |
7.5% |
18.1 |
1.4% |
75% |
False |
False |
2,580 |
60 |
1,313.3 |
1,186.7 |
126.6 |
10.1% |
18.1 |
1.4% |
56% |
False |
False |
2,215 |
80 |
1,362.0 |
1,186.7 |
175.3 |
13.9% |
18.1 |
1.4% |
40% |
False |
False |
1,839 |
100 |
1,376.1 |
1,186.7 |
189.4 |
15.1% |
18.2 |
1.4% |
37% |
False |
False |
1,561 |
120 |
1,431.7 |
1,186.7 |
245.0 |
19.5% |
18.0 |
1.4% |
29% |
False |
False |
1,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.5 |
2.618 |
1,326.3 |
1.618 |
1,306.0 |
1.000 |
1,293.5 |
0.618 |
1,285.7 |
HIGH |
1,273.2 |
0.618 |
1,265.4 |
0.500 |
1,263.1 |
0.382 |
1,260.7 |
LOW |
1,252.9 |
0.618 |
1,240.4 |
1.000 |
1,232.6 |
1.618 |
1,220.1 |
2.618 |
1,199.8 |
4.250 |
1,166.6 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,263.1 |
1,257.2 |
PP |
1,261.1 |
1,257.2 |
S1 |
1,259.2 |
1,257.2 |
|