Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,834.75 |
1,818.00 |
-16.75 |
-0.9% |
1,866.75 |
High |
1,837.75 |
1,851.50 |
13.75 |
0.7% |
1,875.75 |
Low |
1,794.50 |
1,814.25 |
19.75 |
1.1% |
1,794.50 |
Close |
1,815.50 |
1,849.25 |
33.75 |
1.9% |
1,849.25 |
Range |
43.25 |
37.25 |
-6.00 |
-13.9% |
81.25 |
ATR |
43.82 |
43.35 |
-0.47 |
-1.1% |
0.00 |
Volume |
17,473 |
14,951 |
-2,522 |
-14.4% |
64,239 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.00 |
1,937.00 |
1,869.75 |
|
R3 |
1,912.75 |
1,899.75 |
1,859.50 |
|
R2 |
1,875.50 |
1,875.50 |
1,856.00 |
|
R1 |
1,862.50 |
1,862.50 |
1,852.75 |
1,869.00 |
PP |
1,838.25 |
1,838.25 |
1,838.25 |
1,841.50 |
S1 |
1,825.25 |
1,825.25 |
1,845.75 |
1,831.75 |
S2 |
1,801.00 |
1,801.00 |
1,842.50 |
|
S3 |
1,763.75 |
1,788.00 |
1,839.00 |
|
S4 |
1,726.50 |
1,750.75 |
1,828.75 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,083.50 |
2,047.75 |
1,894.00 |
|
R3 |
2,002.25 |
1,966.50 |
1,871.50 |
|
R2 |
1,921.00 |
1,921.00 |
1,864.25 |
|
R1 |
1,885.25 |
1,885.25 |
1,856.75 |
1,862.50 |
PP |
1,839.75 |
1,839.75 |
1,839.75 |
1,828.50 |
S1 |
1,804.00 |
1,804.00 |
1,841.75 |
1,781.25 |
S2 |
1,758.50 |
1,758.50 |
1,834.25 |
|
S3 |
1,677.25 |
1,722.75 |
1,827.00 |
|
S4 |
1,596.00 |
1,641.50 |
1,804.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,875.75 |
1,794.50 |
81.25 |
4.4% |
43.75 |
2.4% |
67% |
False |
False |
12,847 |
10 |
1,931.50 |
1,794.50 |
137.00 |
7.4% |
41.00 |
2.2% |
40% |
False |
False |
10,171 |
20 |
1,931.50 |
1,794.50 |
137.00 |
7.4% |
46.50 |
2.5% |
40% |
False |
False |
7,917 |
40 |
2,068.00 |
1,794.50 |
273.50 |
14.8% |
42.00 |
2.3% |
20% |
False |
False |
5,349 |
60 |
2,090.50 |
1,794.50 |
296.00 |
16.0% |
37.50 |
2.0% |
18% |
False |
False |
3,677 |
80 |
2,095.75 |
1,794.50 |
301.25 |
16.3% |
34.00 |
1.8% |
18% |
False |
False |
2,859 |
100 |
2,095.75 |
1,794.50 |
301.25 |
16.3% |
33.50 |
1.8% |
18% |
False |
False |
2,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.75 |
2.618 |
1,949.00 |
1.618 |
1,911.75 |
1.000 |
1,888.75 |
0.618 |
1,874.50 |
HIGH |
1,851.50 |
0.618 |
1,837.25 |
0.500 |
1,833.00 |
0.382 |
1,828.50 |
LOW |
1,814.25 |
0.618 |
1,791.25 |
1.000 |
1,777.00 |
1.618 |
1,754.00 |
2.618 |
1,716.75 |
4.250 |
1,656.00 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,843.75 |
1,843.25 |
PP |
1,838.25 |
1,837.50 |
S1 |
1,833.00 |
1,831.50 |
|