Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,840.00 |
1,834.75 |
-5.25 |
-0.3% |
1,922.25 |
High |
1,868.50 |
1,837.75 |
-30.75 |
-1.6% |
1,931.50 |
Low |
1,829.75 |
1,794.50 |
-35.25 |
-1.9% |
1,856.75 |
Close |
1,837.75 |
1,815.50 |
-22.25 |
-1.2% |
1,866.50 |
Range |
38.75 |
43.25 |
4.50 |
11.6% |
74.75 |
ATR |
43.86 |
43.82 |
-0.04 |
-0.1% |
0.00 |
Volume |
13,156 |
17,473 |
4,317 |
32.8% |
37,473 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.75 |
1,923.75 |
1,839.25 |
|
R3 |
1,902.50 |
1,880.50 |
1,827.50 |
|
R2 |
1,859.25 |
1,859.25 |
1,823.50 |
|
R1 |
1,837.25 |
1,837.25 |
1,819.50 |
1,826.50 |
PP |
1,816.00 |
1,816.00 |
1,816.00 |
1,810.50 |
S1 |
1,794.00 |
1,794.00 |
1,811.50 |
1,783.50 |
S2 |
1,772.75 |
1,772.75 |
1,807.50 |
|
S3 |
1,729.50 |
1,750.75 |
1,803.50 |
|
S4 |
1,686.25 |
1,707.50 |
1,791.75 |
|
|
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 |
1,905.25 |
1,794.50 |
110.75 |
6.1% |
46.00 |
2.5% |
19% |
False |
True |
11,364 |
10 |
1,931.50 |
1,794.50 |
137.00 |
7.5% |
42.75 |
2.4% |
15% |
False |
True |
9,372 |
20 |
1,931.50 |
1,794.50 |
137.00 |
7.5% |
47.50 |
2.6% |
15% |
False |
True |
7,534 |
40 |
2,068.00 |
1,794.50 |
273.50 |
15.1% |
42.00 |
2.3% |
8% |
False |
True |
4,989 |
60 |
2,090.50 |
1,794.50 |
296.00 |
16.3% |
37.75 |
2.1% |
7% |
False |
True |
3,435 |
80 |
2,095.75 |
1,794.50 |
301.25 |
16.6% |
33.75 |
1.9% |
7% |
False |
True |
2,672 |
100 |
2,095.75 |
1,794.50 |
301.25 |
16.6% |
33.25 |
1.8% |
7% |
False |
True |
2,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.50 |
2.618 |
1,951.00 |
1.618 |
1,907.75 |
1.000 |
1,881.00 |
0.618 |
1,864.50 |
HIGH |
1,837.75 |
0.618 |
1,821.25 |
0.500 |
1,816.00 |
0.382 |
1,811.00 |
LOW |
1,794.50 |
0.618 |
1,767.75 |
1.000 |
1,751.25 |
1.618 |
1,724.50 |
2.618 |
1,681.25 |
4.250 |
1,610.75 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,816.00 |
1,831.50 |
PP |
1,816.00 |
1,826.25 |
S1 |
1,815.75 |
1,820.75 |
|