Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,839.50 |
1,840.00 |
0.50 |
0.0% |
1,922.25 |
High |
1,854.75 |
1,868.50 |
13.75 |
0.7% |
1,931.50 |
Low |
1,817.50 |
1,829.75 |
12.25 |
0.7% |
1,856.75 |
Close |
1,839.50 |
1,837.75 |
-1.75 |
-0.1% |
1,866.50 |
Range |
37.25 |
38.75 |
1.50 |
4.0% |
74.75 |
ATR |
44.25 |
43.86 |
-0.39 |
-0.9% |
0.00 |
Volume |
10,959 |
13,156 |
2,197 |
20.0% |
37,473 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.50 |
1,938.50 |
1,859.00 |
|
R3 |
1,922.75 |
1,899.75 |
1,848.50 |
|
R2 |
1,884.00 |
1,884.00 |
1,844.75 |
|
R1 |
1,861.00 |
1,861.00 |
1,841.25 |
1,853.00 |
PP |
1,845.25 |
1,845.25 |
1,845.25 |
1,841.50 |
S1 |
1,822.25 |
1,822.25 |
1,834.25 |
1,814.50 |
S2 |
1,806.50 |
1,806.50 |
1,830.75 |
|
S3 |
1,767.75 |
1,783.50 |
1,827.00 |
|
S4 |
1,729.00 |
1,744.75 |
1,816.50 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,109.25 |
2,062.50 |
1,907.50 |
|
R3 |
2,034.50 |
1,987.75 |
1,887.00 |
|
R2 |
1,959.75 |
1,959.75 |
1,880.25 |
|
R1 |
1,913.00 |
1,913.00 |
1,873.25 |
1,899.00 |
PP |
1,885.00 |
1,885.00 |
1,885.00 |
1,878.00 |
S1 |
1,838.25 |
1,838.25 |
1,859.75 |
1,824.25 |
S2 |
1,810.25 |
1,810.25 |
1,852.75 |
|
S3 |
1,735.50 |
1,763.50 |
1,846.00 |
|
S4 |
1,660.75 |
1,688.75 |
1,825.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,913.25 |
1,813.25 |
100.00 |
5.4% |
43.50 |
2.4% |
25% |
False |
False |
9,485 |
10 |
1,931.50 |
1,813.25 |
118.25 |
6.4% |
42.25 |
2.3% |
21% |
False |
False |
8,940 |
20 |
1,939.00 |
1,796.00 |
143.00 |
7.8% |
48.75 |
2.7% |
29% |
False |
False |
6,879 |
40 |
2,068.00 |
1,796.00 |
272.00 |
14.8% |
41.75 |
2.3% |
15% |
False |
False |
4,568 |
60 |
2,090.50 |
1,796.00 |
294.50 |
16.0% |
37.50 |
2.0% |
14% |
False |
False |
3,147 |
80 |
2,095.75 |
1,796.00 |
299.75 |
16.3% |
33.50 |
1.8% |
14% |
False |
False |
2,455 |
100 |
2,095.75 |
1,796.00 |
299.75 |
16.3% |
33.25 |
1.8% |
14% |
False |
False |
1,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,033.25 |
2.618 |
1,970.00 |
1.618 |
1,931.25 |
1.000 |
1,907.25 |
0.618 |
1,892.50 |
HIGH |
1,868.50 |
0.618 |
1,853.75 |
0.500 |
1,849.00 |
0.382 |
1,844.50 |
LOW |
1,829.75 |
0.618 |
1,805.75 |
1.000 |
1,791.00 |
1.618 |
1,767.00 |
2.618 |
1,728.25 |
4.250 |
1,665.00 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,849.00 |
1,844.50 |
PP |
1,845.25 |
1,842.25 |
S1 |
1,841.50 |
1,840.00 |
|