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 |
1,200.0 |
1,247.0 |
47.0 |
3.9% |
1,172.4 |
High |
1,263.6 |
1,247.0 |
-16.6 |
-1.3% |
1,263.6 |
Low |
1,200.0 |
1,234.1 |
34.1 |
2.8% |
1,166.9 |
Close |
1,248.8 |
1,240.3 |
-8.5 |
-0.7% |
1,240.3 |
Range |
63.6 |
12.9 |
-50.7 |
-79.7% |
96.7 |
ATR |
19.4 |
19.1 |
-0.3 |
-1.7% |
0.0 |
Volume |
4,682 |
1,282 |
-3,400 |
-72.6% |
13,678 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.2 |
1,272.6 |
1,247.4 |
|
R3 |
1,266.3 |
1,259.7 |
1,243.8 |
|
R2 |
1,253.4 |
1,253.4 |
1,242.7 |
|
R1 |
1,246.8 |
1,246.8 |
1,241.5 |
1,243.7 |
PP |
1,240.5 |
1,240.5 |
1,240.5 |
1,238.9 |
S1 |
1,233.9 |
1,233.9 |
1,239.1 |
1,230.8 |
S2 |
1,227.6 |
1,227.6 |
1,237.9 |
|
S3 |
1,214.7 |
1,221.0 |
1,236.8 |
|
S4 |
1,201.8 |
1,208.1 |
1,233.2 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.7 |
1,473.7 |
1,293.5 |
|
R3 |
1,417.0 |
1,377.0 |
1,266.9 |
|
R2 |
1,320.3 |
1,320.3 |
1,258.0 |
|
R1 |
1,280.3 |
1,280.3 |
1,249.2 |
1,300.3 |
PP |
1,223.6 |
1,223.6 |
1,223.6 |
1,233.6 |
S1 |
1,183.6 |
1,183.6 |
1,231.4 |
1,203.6 |
S2 |
1,126.9 |
1,126.9 |
1,222.6 |
|
S3 |
1,030.2 |
1,086.9 |
1,213.7 |
|
S4 |
933.5 |
990.2 |
1,187.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.6 |
1,166.9 |
96.7 |
7.8% |
27.7 |
2.2% |
76% |
False |
False |
2,735 |
10 |
1,263.6 |
1,121.0 |
142.6 |
11.5% |
21.2 |
1.7% |
84% |
False |
False |
2,202 |
20 |
1,263.6 |
1,079.4 |
184.2 |
14.9% |
16.2 |
1.3% |
87% |
False |
False |
1,753 |
40 |
1,263.6 |
1,049.4 |
214.2 |
17.3% |
13.9 |
1.1% |
89% |
False |
False |
1,226 |
60 |
1,263.6 |
1,049.4 |
214.2 |
17.3% |
12.4 |
1.0% |
89% |
False |
False |
948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.8 |
2.618 |
1,280.8 |
1.618 |
1,267.9 |
1.000 |
1,259.9 |
0.618 |
1,255.0 |
HIGH |
1,247.0 |
0.618 |
1,242.1 |
0.500 |
1,240.6 |
0.382 |
1,239.0 |
LOW |
1,234.1 |
0.618 |
1,226.1 |
1.000 |
1,221.2 |
1.618 |
1,213.2 |
2.618 |
1,200.3 |
4.250 |
1,179.3 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,240.6 |
1,234.7 |
PP |
1,240.5 |
1,229.0 |
S1 |
1,240.4 |
1,223.4 |
|