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 |
16,035.61 |
15,897.82 |
-137.79 |
-0.9% |
16,453.63 |
High |
16,201.89 |
15,897.82 |
-304.07 |
-1.9% |
16,510.98 |
Low |
15,899.91 |
15,503.01 |
-396.90 |
-2.5% |
15,960.45 |
Close |
15,914.74 |
15,660.18 |
-254.56 |
-1.6% |
16,204.97 |
Range |
301.98 |
394.81 |
92.83 |
30.7% |
550.53 |
ATR |
307.74 |
315.17 |
7.43 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,871.43 |
16,660.62 |
15,877.33 |
|
R3 |
16,476.62 |
16,265.81 |
15,768.75 |
|
R2 |
16,081.81 |
16,081.81 |
15,732.56 |
|
R1 |
15,871.00 |
15,871.00 |
15,696.37 |
15,779.00 |
PP |
15,687.00 |
15,687.00 |
15,687.00 |
15,641.01 |
S1 |
15,476.19 |
15,476.19 |
15,623.99 |
15,384.19 |
S2 |
15,292.19 |
15,292.19 |
15,587.80 |
|
S3 |
14,897.38 |
15,081.38 |
15,551.61 |
|
S4 |
14,502.57 |
14,686.57 |
15,443.03 |
|
|
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 |
16,423.63 |
15,503.01 |
920.62 |
5.9% |
318.02 |
2.0% |
17% |
False |
True |
|
10 |
16,510.98 |
15,503.01 |
1,007.97 |
6.4% |
313.03 |
2.0% |
16% |
False |
True |
|
20 |
16,510.98 |
15,450.56 |
1,060.42 |
6.8% |
325.19 |
2.1% |
20% |
False |
False |
|
40 |
17,796.76 |
15,450.56 |
2,346.20 |
15.0% |
291.09 |
1.9% |
9% |
False |
False |
|
60 |
17,914.34 |
15,450.56 |
2,463.78 |
15.7% |
264.24 |
1.7% |
9% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
16.1% |
237.97 |
1.5% |
8% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
16.1% |
232.87 |
1.5% |
8% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.7% |
256.22 |
1.6% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,575.76 |
2.618 |
16,931.43 |
1.618 |
16,536.62 |
1.000 |
16,292.63 |
0.618 |
16,141.81 |
HIGH |
15,897.82 |
0.618 |
15,747.00 |
0.500 |
15,700.42 |
0.382 |
15,653.83 |
LOW |
15,503.01 |
0.618 |
15,259.02 |
1.000 |
15,108.20 |
1.618 |
14,864.21 |
2.618 |
14,469.40 |
4.250 |
13,825.07 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
15,700.42 |
15,852.45 |
PP |
15,687.00 |
15,788.36 |
S1 |
15,673.59 |
15,724.27 |
|