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 |
1,188.7 |
1,189.8 |
1.1 |
0.1% |
1,116.7 |
High |
1,199.2 |
1,197.7 |
-1.5 |
-0.1% |
1,174.8 |
Low |
1,186.7 |
1,182.1 |
-4.6 |
-0.4% |
1,115.3 |
Close |
1,198.7 |
1,194.7 |
-4.0 |
-0.3% |
1,157.8 |
Range |
12.5 |
15.6 |
3.1 |
24.8% |
59.5 |
ATR |
17.8 |
17.7 |
-0.1 |
-0.5% |
0.0 |
Volume |
700 |
671 |
-29 |
-4.1% |
6,190 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.3 |
1,232.1 |
1,203.3 |
|
R3 |
1,222.7 |
1,216.5 |
1,199.0 |
|
R2 |
1,207.1 |
1,207.1 |
1,197.6 |
|
R1 |
1,200.9 |
1,200.9 |
1,196.1 |
1,204.0 |
PP |
1,191.5 |
1,191.5 |
1,191.5 |
1,193.1 |
S1 |
1,185.3 |
1,185.3 |
1,193.3 |
1,188.4 |
S2 |
1,175.9 |
1,175.9 |
1,191.8 |
|
S3 |
1,160.3 |
1,169.7 |
1,190.4 |
|
S4 |
1,144.7 |
1,154.1 |
1,186.1 |
|
|
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 |
1,141.0 |
59.4 |
5.0% |
21.8 |
1.8% |
90% |
False |
False |
790 |
10 |
1,200.4 |
1,108.8 |
91.6 |
7.7% |
17.9 |
1.5% |
94% |
False |
False |
6,830 |
20 |
1,200.4 |
1,071.1 |
129.3 |
10.8% |
16.9 |
1.4% |
96% |
False |
False |
89,486 |
40 |
1,200.4 |
1,046.8 |
153.6 |
12.9% |
15.9 |
1.3% |
96% |
False |
False |
108,089 |
60 |
1,200.4 |
1,045.4 |
155.0 |
13.0% |
15.9 |
1.3% |
96% |
False |
False |
104,560 |
80 |
1,200.4 |
1,045.4 |
155.0 |
13.0% |
15.4 |
1.3% |
96% |
False |
False |
81,508 |
100 |
1,200.4 |
1,045.4 |
155.0 |
13.0% |
15.4 |
1.3% |
96% |
False |
False |
65,875 |
120 |
1,200.4 |
1,045.4 |
155.0 |
13.0% |
15.3 |
1.3% |
96% |
False |
False |
55,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.0 |
2.618 |
1,238.5 |
1.618 |
1,222.9 |
1.000 |
1,213.3 |
0.618 |
1,207.3 |
HIGH |
1,197.7 |
0.618 |
1,191.7 |
0.500 |
1,189.9 |
0.382 |
1,188.1 |
LOW |
1,182.1 |
0.618 |
1,172.5 |
1.000 |
1,166.5 |
1.618 |
1,156.9 |
2.618 |
1,141.3 |
4.250 |
1,115.8 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,193.1 |
1,190.7 |
PP |
1,191.5 |
1,186.7 |
S1 |
1,189.9 |
1,182.7 |
|