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 |
15,993.97 |
16,035.61 |
41.64 |
0.3% |
16,453.63 |
High |
16,136.62 |
16,201.89 |
65.27 |
0.4% |
16,510.98 |
Low |
15,881.11 |
15,899.91 |
18.80 |
0.1% |
15,960.45 |
Close |
16,014.38 |
15,914.74 |
-99.64 |
-0.6% |
16,204.97 |
Range |
255.51 |
301.98 |
46.47 |
18.2% |
550.53 |
ATR |
308.18 |
307.74 |
-0.44 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,911.45 |
16,715.08 |
16,080.83 |
|
R3 |
16,609.47 |
16,413.10 |
15,997.78 |
|
R2 |
16,307.49 |
16,307.49 |
15,970.10 |
|
R1 |
16,111.12 |
16,111.12 |
15,942.42 |
16,058.32 |
PP |
16,005.51 |
16,005.51 |
16,005.51 |
15,979.11 |
S1 |
15,809.14 |
15,809.14 |
15,887.06 |
15,756.34 |
S2 |
15,703.53 |
15,703.53 |
15,859.38 |
|
S3 |
15,401.55 |
15,507.16 |
15,831.70 |
|
S4 |
15,099.57 |
15,205.18 |
15,748.65 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,877.06 |
17,591.54 |
16,507.76 |
|
R3 |
17,326.53 |
17,041.01 |
16,356.37 |
|
R2 |
16,776.00 |
16,776.00 |
16,305.90 |
|
R1 |
16,490.48 |
16,490.48 |
16,255.44 |
16,357.98 |
PP |
16,225.47 |
16,225.47 |
16,225.47 |
16,159.21 |
S1 |
15,939.95 |
15,939.95 |
16,154.50 |
15,807.45 |
S2 |
15,674.94 |
15,674.94 |
16,104.04 |
|
S3 |
15,124.41 |
15,389.42 |
16,053.57 |
|
S4 |
14,573.88 |
14,838.89 |
15,902.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,485.84 |
15,803.55 |
682.29 |
4.3% |
282.99 |
1.8% |
16% |
False |
False |
|
10 |
16,510.98 |
15,803.55 |
707.43 |
4.4% |
297.39 |
1.9% |
16% |
False |
False |
|
20 |
16,593.51 |
15,450.56 |
1,142.95 |
7.2% |
328.96 |
2.1% |
41% |
False |
False |
|
40 |
17,796.76 |
15,450.56 |
2,346.20 |
14.7% |
287.21 |
1.8% |
20% |
False |
False |
|
60 |
17,914.34 |
15,450.56 |
2,463.78 |
15.5% |
261.00 |
1.6% |
19% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
234.45 |
1.5% |
18% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
232.23 |
1.5% |
18% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.4% |
255.89 |
1.6% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,485.31 |
2.618 |
16,992.47 |
1.618 |
16,690.49 |
1.000 |
16,503.87 |
0.618 |
16,388.51 |
HIGH |
16,201.89 |
0.618 |
16,086.53 |
0.500 |
16,050.90 |
0.382 |
16,015.27 |
LOW |
15,899.91 |
0.618 |
15,713.29 |
1.000 |
15,597.93 |
1.618 |
15,411.31 |
2.618 |
15,109.33 |
4.250 |
14,616.50 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,050.90 |
16,002.72 |
PP |
16,005.51 |
15,973.39 |
S1 |
15,960.13 |
15,944.07 |
|