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 |
16,309 |
16,147 |
-162 |
-1.0% |
16,367 |
High |
16,383 |
16,197 |
-186 |
-1.1% |
16,426 |
Low |
16,047 |
15,729 |
-318 |
-2.0% |
15,875 |
Close |
16,131 |
15,988 |
-143 |
-0.9% |
16,131 |
Range |
336 |
468 |
132 |
39.3% |
551 |
ATR |
347 |
355 |
9 |
2.5% |
0 |
Volume |
256,009 |
295,375 |
39,366 |
15.4% |
1,266,601 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,375 |
17,150 |
16,246 |
|
R3 |
16,907 |
16,682 |
16,117 |
|
R2 |
16,439 |
16,439 |
16,074 |
|
R1 |
16,214 |
16,214 |
16,031 |
16,093 |
PP |
15,971 |
15,971 |
15,971 |
15,911 |
S1 |
15,746 |
15,746 |
15,945 |
15,625 |
S2 |
15,503 |
15,503 |
15,902 |
|
S3 |
15,035 |
15,278 |
15,859 |
|
S4 |
14,567 |
14,810 |
15,731 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,797 |
17,515 |
16,434 |
|
R3 |
17,246 |
16,964 |
16,283 |
|
R2 |
16,695 |
16,695 |
16,232 |
|
R1 |
16,413 |
16,413 |
16,182 |
16,279 |
PP |
16,144 |
16,144 |
16,144 |
16,077 |
S1 |
15,862 |
15,862 |
16,081 |
15,728 |
S2 |
15,593 |
15,593 |
16,030 |
|
S3 |
15,042 |
15,311 |
15,980 |
|
S4 |
14,491 |
14,760 |
15,828 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,408 |
15,729 |
679 |
4.2% |
364 |
2.3% |
38% |
False |
True |
276,702 |
10 |
16,426 |
15,640 |
786 |
4.9% |
358 |
2.2% |
44% |
False |
False |
250,348 |
20 |
16,533 |
15,365 |
1,168 |
7.3% |
382 |
2.4% |
53% |
False |
False |
273,622 |
40 |
17,735 |
15,365 |
2,370 |
14.8% |
338 |
2.1% |
26% |
False |
False |
216,357 |
60 |
17,825 |
15,365 |
2,460 |
15.4% |
301 |
1.9% |
25% |
False |
False |
144,826 |
80 |
17,828 |
15,365 |
2,463 |
15.4% |
267 |
1.7% |
25% |
False |
False |
108,658 |
100 |
17,828 |
15,365 |
2,463 |
15.4% |
264 |
1.7% |
25% |
False |
False |
86,938 |
120 |
17,828 |
15,365 |
2,463 |
15.4% |
260 |
1.6% |
25% |
False |
False |
72,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,186 |
2.618 |
17,422 |
1.618 |
16,954 |
1.000 |
16,665 |
0.618 |
16,486 |
HIGH |
16,197 |
0.618 |
16,018 |
0.500 |
15,963 |
0.382 |
15,908 |
LOW |
15,729 |
0.618 |
15,440 |
1.000 |
15,261 |
1.618 |
14,972 |
2.618 |
14,504 |
4.250 |
13,740 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
15,980 |
16,069 |
PP |
15,971 |
16,042 |
S1 |
15,963 |
16,015 |
|