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 |
1,205.6 |
1,247.8 |
42.2 |
3.5% |
1,173.5 |
High |
1,260.8 |
1,247.8 |
-13.0 |
-1.0% |
1,260.8 |
Low |
1,204.6 |
1,233.5 |
28.9 |
2.4% |
1,165.0 |
Close |
1,247.9 |
1,239.1 |
-8.8 |
-0.7% |
1,239.1 |
Range |
56.2 |
14.3 |
-41.9 |
-74.6% |
95.8 |
ATR |
21.2 |
20.7 |
-0.5 |
-2.3% |
0.0 |
Volume |
995 |
250 |
-745 |
-74.9% |
3,547 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.0 |
1,275.4 |
1,247.0 |
|
R3 |
1,268.7 |
1,261.1 |
1,243.0 |
|
R2 |
1,254.4 |
1,254.4 |
1,241.7 |
|
R1 |
1,246.8 |
1,246.8 |
1,240.4 |
1,243.5 |
PP |
1,240.1 |
1,240.1 |
1,240.1 |
1,238.5 |
S1 |
1,232.5 |
1,232.5 |
1,237.8 |
1,229.2 |
S2 |
1,225.8 |
1,225.8 |
1,236.5 |
|
S3 |
1,211.5 |
1,218.2 |
1,235.2 |
|
S4 |
1,197.2 |
1,203.9 |
1,231.2 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.0 |
1,469.9 |
1,291.8 |
|
R3 |
1,413.2 |
1,374.1 |
1,265.4 |
|
R2 |
1,317.4 |
1,317.4 |
1,256.7 |
|
R1 |
1,278.3 |
1,278.3 |
1,247.9 |
1,297.9 |
PP |
1,221.6 |
1,221.6 |
1,221.6 |
1,231.4 |
S1 |
1,182.5 |
1,182.5 |
1,230.3 |
1,202.1 |
S2 |
1,125.8 |
1,125.8 |
1,221.5 |
|
S3 |
1,030.0 |
1,086.7 |
1,212.8 |
|
S4 |
934.2 |
990.9 |
1,186.4 |
|
|
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 |
1,165.0 |
95.8 |
7.7% |
26.8 |
2.2% |
77% |
False |
False |
709 |
10 |
1,260.8 |
1,115.3 |
145.5 |
11.7% |
22.4 |
1.8% |
85% |
False |
False |
973 |
20 |
1,260.8 |
1,076.0 |
184.8 |
14.9% |
18.4 |
1.5% |
88% |
False |
False |
73,031 |
40 |
1,260.8 |
1,046.8 |
214.0 |
17.3% |
16.9 |
1.4% |
90% |
False |
False |
102,191 |
60 |
1,260.8 |
1,045.4 |
215.4 |
17.4% |
16.7 |
1.3% |
90% |
False |
False |
104,070 |
80 |
1,260.8 |
1,045.4 |
215.4 |
17.4% |
16.0 |
1.3% |
90% |
False |
False |
81,480 |
100 |
1,260.8 |
1,045.4 |
215.4 |
17.4% |
15.9 |
1.3% |
90% |
False |
False |
65,805 |
120 |
1,260.8 |
1,045.4 |
215.4 |
17.4% |
15.5 |
1.3% |
90% |
False |
False |
55,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.6 |
2.618 |
1,285.2 |
1.618 |
1,270.9 |
1.000 |
1,262.1 |
0.618 |
1,256.6 |
HIGH |
1,247.8 |
0.618 |
1,242.3 |
0.500 |
1,240.7 |
0.382 |
1,239.0 |
LOW |
1,233.5 |
0.618 |
1,224.7 |
1.000 |
1,219.2 |
1.618 |
1,210.4 |
2.618 |
1,196.1 |
4.250 |
1,172.7 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,240.7 |
1,233.2 |
PP |
1,240.1 |
1,227.3 |
S1 |
1,239.6 |
1,221.5 |
|