Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,172.4 |
1,193.0 |
20.6 |
1.8% |
1,121.0 |
High |
1,200.6 |
1,200.3 |
-0.3 |
0.0% |
1,174.4 |
Low |
1,166.9 |
1,187.5 |
20.6 |
1.8% |
1,121.0 |
Close |
1,199.0 |
1,199.7 |
0.7 |
0.1% |
1,158.8 |
Range |
33.7 |
12.8 |
-20.9 |
-62.0% |
53.4 |
ATR |
15.8 |
15.6 |
-0.2 |
-1.4% |
0.0 |
Volume |
4,522 |
2,411 |
-2,111 |
-46.7% |
8,342 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.2 |
1,229.8 |
1,206.7 |
|
R3 |
1,221.4 |
1,217.0 |
1,203.2 |
|
R2 |
1,208.6 |
1,208.6 |
1,202.0 |
|
R1 |
1,204.2 |
1,204.2 |
1,200.9 |
1,206.4 |
PP |
1,195.8 |
1,195.8 |
1,195.8 |
1,197.0 |
S1 |
1,191.4 |
1,191.4 |
1,198.5 |
1,193.6 |
S2 |
1,183.0 |
1,183.0 |
1,197.4 |
|
S3 |
1,170.2 |
1,178.6 |
1,196.2 |
|
S4 |
1,157.4 |
1,165.8 |
1,192.7 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.6 |
1,288.6 |
1,188.2 |
|
R3 |
1,258.2 |
1,235.2 |
1,173.5 |
|
R2 |
1,204.8 |
1,204.8 |
1,168.6 |
|
R1 |
1,181.8 |
1,181.8 |
1,163.7 |
1,193.3 |
PP |
1,151.4 |
1,151.4 |
1,151.4 |
1,157.2 |
S1 |
1,128.4 |
1,128.4 |
1,153.9 |
1,139.9 |
S2 |
1,098.0 |
1,098.0 |
1,149.0 |
|
S3 |
1,044.6 |
1,075.0 |
1,144.1 |
|
S4 |
991.2 |
1,021.6 |
1,129.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,200.6 |
1,127.9 |
72.7 |
6.1% |
21.1 |
1.8% |
99% |
False |
False |
2,662 |
10 |
1,200.6 |
1,111.3 |
89.3 |
7.4% |
15.3 |
1.3% |
99% |
False |
False |
1,952 |
20 |
1,200.6 |
1,074.0 |
126.6 |
10.6% |
14.0 |
1.2% |
99% |
False |
False |
1,598 |
40 |
1,200.6 |
1,049.4 |
151.2 |
12.6% |
12.5 |
1.0% |
99% |
False |
False |
1,076 |
60 |
1,200.6 |
1,049.4 |
151.2 |
12.6% |
11.2 |
0.9% |
99% |
False |
False |
868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,254.7 |
2.618 |
1,233.8 |
1.618 |
1,221.0 |
1.000 |
1,213.1 |
0.618 |
1,208.2 |
HIGH |
1,200.3 |
0.618 |
1,195.4 |
0.500 |
1,193.9 |
0.382 |
1,192.4 |
LOW |
1,187.5 |
0.618 |
1,179.6 |
1.000 |
1,174.7 |
1.618 |
1,166.8 |
2.618 |
1,154.0 |
4.250 |
1,133.1 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,197.8 |
1,191.4 |
PP |
1,195.8 |
1,183.0 |
S1 |
1,193.9 |
1,174.7 |
|