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 |
15,897.82 |
15,691.62 |
-206.20 |
-1.3% |
16,147.51 |
High |
15,897.82 |
15,974.04 |
76.22 |
0.5% |
16,201.89 |
Low |
15,503.01 |
15,691.62 |
188.61 |
1.2% |
15,503.01 |
Close |
15,660.18 |
15,973.84 |
313.66 |
2.0% |
15,973.84 |
Range |
394.81 |
282.42 |
-112.39 |
-28.5% |
698.88 |
ATR |
315.17 |
315.07 |
-0.09 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,727.09 |
16,632.89 |
16,129.17 |
|
R3 |
16,444.67 |
16,350.47 |
16,051.51 |
|
R2 |
16,162.25 |
16,162.25 |
16,025.62 |
|
R1 |
16,068.05 |
16,068.05 |
15,999.73 |
16,115.15 |
PP |
15,879.83 |
15,879.83 |
15,879.83 |
15,903.39 |
S1 |
15,785.63 |
15,785.63 |
15,947.95 |
15,832.73 |
S2 |
15,597.41 |
15,597.41 |
15,922.06 |
|
S3 |
15,314.99 |
15,503.21 |
15,896.17 |
|
S4 |
15,032.57 |
15,220.79 |
15,818.51 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,989.55 |
17,680.58 |
16,358.22 |
|
R3 |
17,290.67 |
16,981.70 |
16,166.03 |
|
R2 |
16,591.79 |
16,591.79 |
16,101.97 |
|
R1 |
16,282.82 |
16,282.82 |
16,037.90 |
16,087.87 |
PP |
15,892.91 |
15,892.91 |
15,892.91 |
15,795.44 |
S1 |
15,583.94 |
15,583.94 |
15,909.78 |
15,388.99 |
S2 |
15,194.03 |
15,194.03 |
15,845.71 |
|
S3 |
14,495.15 |
14,885.06 |
15,781.65 |
|
S4 |
13,796.27 |
14,186.18 |
15,589.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,201.89 |
15,503.01 |
698.88 |
4.4% |
315.74 |
2.0% |
67% |
False |
False |
|
10 |
16,510.98 |
15,503.01 |
1,007.97 |
6.3% |
303.67 |
1.9% |
47% |
False |
False |
|
20 |
16,510.98 |
15,450.56 |
1,060.42 |
6.6% |
318.96 |
2.0% |
49% |
False |
False |
|
40 |
17,796.76 |
15,450.56 |
2,346.20 |
14.7% |
290.99 |
1.8% |
22% |
False |
False |
|
60 |
17,914.34 |
15,450.56 |
2,463.78 |
15.4% |
264.41 |
1.7% |
21% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.8% |
240.17 |
1.5% |
21% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.8% |
233.82 |
1.5% |
21% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.3% |
254.15 |
1.6% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,174.33 |
2.618 |
16,713.42 |
1.618 |
16,431.00 |
1.000 |
16,256.46 |
0.618 |
16,148.58 |
HIGH |
15,974.04 |
0.618 |
15,866.16 |
0.500 |
15,832.83 |
0.382 |
15,799.50 |
LOW |
15,691.62 |
0.618 |
15,517.08 |
1.000 |
15,409.20 |
1.618 |
15,234.66 |
2.618 |
14,952.24 |
4.250 |
14,491.34 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
15,926.84 |
15,933.38 |
PP |
15,879.83 |
15,892.91 |
S1 |
15,832.83 |
15,852.45 |
|