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 |
6,361.0 |
6,393.0 |
32.0 |
0.5% |
6,553.0 |
High |
6,425.5 |
6,432.0 |
6.5 |
0.1% |
6,592.5 |
Low |
6,358.0 |
6,360.0 |
2.0 |
0.0% |
6,365.0 |
Close |
6,399.5 |
6,411.0 |
11.5 |
0.2% |
6,458.5 |
Range |
67.5 |
72.0 |
4.5 |
6.7% |
227.5 |
ATR |
86.2 |
85.1 |
-1.0 |
-1.2% |
0.0 |
Volume |
113,653 |
131,736 |
18,083 |
15.9% |
681,028 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,617.0 |
6,586.0 |
6,450.5 |
|
R3 |
6,545.0 |
6,514.0 |
6,431.0 |
|
R2 |
6,473.0 |
6,473.0 |
6,424.0 |
|
R1 |
6,442.0 |
6,442.0 |
6,417.5 |
6,457.5 |
PP |
6,401.0 |
6,401.0 |
6,401.0 |
6,409.0 |
S1 |
6,370.0 |
6,370.0 |
6,404.5 |
6,385.5 |
S2 |
6,329.0 |
6,329.0 |
6,398.0 |
|
S3 |
6,257.0 |
6,298.0 |
6,391.0 |
|
S4 |
6,185.0 |
6,226.0 |
6,371.5 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,154.5 |
7,034.0 |
6,583.5 |
|
R3 |
6,927.0 |
6,806.5 |
6,521.0 |
|
R2 |
6,699.5 |
6,699.5 |
6,500.0 |
|
R1 |
6,579.0 |
6,579.0 |
6,479.5 |
6,525.5 |
PP |
6,472.0 |
6,472.0 |
6,472.0 |
6,445.0 |
S1 |
6,351.5 |
6,351.5 |
6,437.5 |
6,298.0 |
S2 |
6,244.5 |
6,244.5 |
6,417.0 |
|
S3 |
6,017.0 |
6,124.0 |
6,396.0 |
|
S4 |
5,789.5 |
5,896.5 |
6,333.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,515.0 |
6,344.5 |
170.5 |
2.7% |
94.5 |
1.5% |
39% |
False |
False |
131,783 |
10 |
6,800.5 |
6,344.5 |
456.0 |
7.1% |
110.0 |
1.7% |
15% |
False |
False |
137,741 |
20 |
6,815.5 |
6,344.5 |
471.0 |
7.3% |
83.0 |
1.3% |
14% |
False |
False |
112,664 |
40 |
6,815.5 |
6,344.5 |
471.0 |
7.3% |
73.5 |
1.1% |
14% |
False |
False |
98,727 |
60 |
6,815.5 |
6,344.5 |
471.0 |
7.3% |
63.5 |
1.0% |
14% |
False |
False |
67,188 |
80 |
6,815.5 |
6,344.5 |
471.0 |
7.3% |
57.0 |
0.9% |
14% |
False |
False |
50,467 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.4% |
49.0 |
0.8% |
25% |
False |
False |
40,398 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.4% |
42.0 |
0.7% |
25% |
False |
False |
33,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,738.0 |
2.618 |
6,620.5 |
1.618 |
6,548.5 |
1.000 |
6,504.0 |
0.618 |
6,476.5 |
HIGH |
6,432.0 |
0.618 |
6,404.5 |
0.500 |
6,396.0 |
0.382 |
6,387.5 |
LOW |
6,360.0 |
0.618 |
6,315.5 |
1.000 |
6,288.0 |
1.618 |
6,243.5 |
2.618 |
6,171.5 |
4.250 |
6,054.0 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
6,406.0 |
6,414.0 |
PP |
6,401.0 |
6,413.0 |
S1 |
6,396.0 |
6,412.0 |
|