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 |
1,189.8 |
1,205.6 |
15.8 |
1.3% |
1,116.7 |
High |
1,197.7 |
1,260.8 |
63.1 |
5.3% |
1,174.8 |
Low |
1,182.1 |
1,204.6 |
22.5 |
1.9% |
1,115.3 |
Close |
1,194.7 |
1,247.9 |
53.2 |
4.5% |
1,157.8 |
Range |
15.6 |
56.2 |
40.6 |
260.3% |
59.5 |
ATR |
17.7 |
21.2 |
3.5 |
19.5% |
0.0 |
Volume |
671 |
995 |
324 |
48.3% |
6,190 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.4 |
1,383.3 |
1,278.8 |
|
R3 |
1,350.2 |
1,327.1 |
1,263.4 |
|
R2 |
1,294.0 |
1,294.0 |
1,258.2 |
|
R1 |
1,270.9 |
1,270.9 |
1,253.1 |
1,282.5 |
PP |
1,237.8 |
1,237.8 |
1,237.8 |
1,243.5 |
S1 |
1,214.7 |
1,214.7 |
1,242.7 |
1,226.3 |
S2 |
1,181.6 |
1,181.6 |
1,237.6 |
|
S3 |
1,125.4 |
1,158.5 |
1,232.4 |
|
S4 |
1,069.2 |
1,102.3 |
1,217.0 |
|
|
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 |
1,260.8 |
1,146.0 |
114.8 |
9.2% |
29.7 |
2.4% |
89% |
True |
False |
834 |
10 |
1,260.8 |
1,108.8 |
152.0 |
12.2% |
21.9 |
1.8% |
92% |
True |
False |
1,644 |
20 |
1,260.8 |
1,071.1 |
189.7 |
15.2% |
18.9 |
1.5% |
93% |
True |
False |
81,731 |
40 |
1,260.8 |
1,046.8 |
214.0 |
17.1% |
16.8 |
1.3% |
94% |
True |
False |
105,068 |
60 |
1,260.8 |
1,045.4 |
215.4 |
17.3% |
16.7 |
1.3% |
94% |
True |
False |
104,358 |
80 |
1,260.8 |
1,045.4 |
215.4 |
17.3% |
15.9 |
1.3% |
94% |
True |
False |
81,504 |
100 |
1,260.8 |
1,045.4 |
215.4 |
17.3% |
15.8 |
1.3% |
94% |
True |
False |
65,868 |
120 |
1,260.8 |
1,045.4 |
215.4 |
17.3% |
15.6 |
1.2% |
94% |
True |
False |
55,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,499.7 |
2.618 |
1,407.9 |
1.618 |
1,351.7 |
1.000 |
1,317.0 |
0.618 |
1,295.5 |
HIGH |
1,260.8 |
0.618 |
1,239.3 |
0.500 |
1,232.7 |
0.382 |
1,226.1 |
LOW |
1,204.6 |
0.618 |
1,169.9 |
1.000 |
1,148.4 |
1.618 |
1,113.7 |
2.618 |
1,057.5 |
4.250 |
965.8 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,242.8 |
1,239.1 |
PP |
1,237.8 |
1,230.3 |
S1 |
1,232.7 |
1,221.5 |
|