Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,155.6 |
1,173.5 |
17.9 |
1.5% |
1,116.7 |
High |
1,174.8 |
1,200.4 |
25.6 |
2.2% |
1,174.8 |
Low |
1,146.0 |
1,165.0 |
19.0 |
1.7% |
1,115.3 |
Close |
1,157.8 |
1,197.9 |
40.1 |
3.5% |
1,157.8 |
Range |
28.8 |
35.4 |
6.6 |
22.9% |
59.5 |
ATR |
16.3 |
18.2 |
1.9 |
11.5% |
0.0 |
Volume |
877 |
931 |
54 |
6.2% |
6,190 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.0 |
1,281.3 |
1,217.4 |
|
R3 |
1,258.6 |
1,245.9 |
1,207.6 |
|
R2 |
1,223.2 |
1,223.2 |
1,204.4 |
|
R1 |
1,210.5 |
1,210.5 |
1,201.1 |
1,216.9 |
PP |
1,187.8 |
1,187.8 |
1,187.8 |
1,190.9 |
S1 |
1,175.1 |
1,175.1 |
1,194.7 |
1,181.5 |
S2 |
1,152.4 |
1,152.4 |
1,191.4 |
|
S3 |
1,117.0 |
1,139.7 |
1,188.2 |
|
S4 |
1,081.6 |
1,104.3 |
1,178.4 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.8 |
1,302.3 |
1,190.5 |
|
R3 |
1,268.3 |
1,242.8 |
1,174.2 |
|
R2 |
1,208.8 |
1,208.8 |
1,168.7 |
|
R1 |
1,183.3 |
1,183.3 |
1,163.3 |
1,196.1 |
PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,155.7 |
S1 |
1,123.8 |
1,123.8 |
1,152.3 |
1,136.6 |
S2 |
1,089.8 |
1,089.8 |
1,146.9 |
|
S3 |
1,030.3 |
1,064.3 |
1,141.4 |
|
S4 |
970.8 |
1,004.8 |
1,125.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,200.4 |
1,123.0 |
77.4 |
6.5% |
22.0 |
1.8% |
97% |
True |
False |
1,087 |
10 |
1,200.4 |
1,107.2 |
93.2 |
7.8% |
18.0 |
1.5% |
97% |
True |
False |
43,333 |
20 |
1,200.4 |
1,071.1 |
129.3 |
10.8% |
17.1 |
1.4% |
98% |
True |
False |
107,461 |
40 |
1,200.4 |
1,046.8 |
153.6 |
12.8% |
15.8 |
1.3% |
98% |
True |
False |
114,364 |
60 |
1,200.4 |
1,045.4 |
155.0 |
12.9% |
15.9 |
1.3% |
98% |
True |
False |
106,140 |
80 |
1,200.4 |
1,045.4 |
155.0 |
12.9% |
15.5 |
1.3% |
98% |
True |
False |
81,581 |
100 |
1,200.4 |
1,045.4 |
155.0 |
12.9% |
15.5 |
1.3% |
98% |
True |
False |
65,886 |
120 |
1,200.4 |
1,045.4 |
155.0 |
12.9% |
15.3 |
1.3% |
98% |
True |
False |
55,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.9 |
2.618 |
1,293.1 |
1.618 |
1,257.7 |
1.000 |
1,235.8 |
0.618 |
1,222.3 |
HIGH |
1,200.4 |
0.618 |
1,186.9 |
0.500 |
1,182.7 |
0.382 |
1,178.5 |
LOW |
1,165.0 |
0.618 |
1,143.1 |
1.000 |
1,129.6 |
1.618 |
1,107.7 |
2.618 |
1,072.3 |
4.250 |
1,014.6 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,192.8 |
1,188.8 |
PP |
1,187.8 |
1,179.8 |
S1 |
1,182.7 |
1,170.7 |
|