Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,027.25 |
3,958.50 |
-68.75 |
-1.7% |
4,263.25 |
High |
4,046.00 |
4,004.00 |
-42.00 |
-1.0% |
4,309.25 |
Low |
3,883.00 |
3,897.50 |
14.50 |
0.4% |
4,001.00 |
Close |
3,964.25 |
3,944.25 |
-20.00 |
-0.5% |
4,022.00 |
Range |
163.00 |
106.50 |
-56.50 |
-34.7% |
308.25 |
ATR |
122.21 |
121.08 |
-1.12 |
-0.9% |
0.00 |
Volume |
542,371 |
499,993 |
-42,378 |
-7.8% |
1,888,841 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,268.00 |
4,212.75 |
4,002.75 |
|
R3 |
4,161.50 |
4,106.25 |
3,973.50 |
|
R2 |
4,055.00 |
4,055.00 |
3,963.75 |
|
R1 |
3,999.75 |
3,999.75 |
3,954.00 |
3,974.00 |
PP |
3,948.50 |
3,948.50 |
3,948.50 |
3,935.75 |
S1 |
3,893.25 |
3,893.25 |
3,934.50 |
3,867.50 |
S2 |
3,842.00 |
3,842.00 |
3,924.75 |
|
S3 |
3,735.50 |
3,786.75 |
3,915.00 |
|
S4 |
3,629.00 |
3,680.25 |
3,885.75 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,035.50 |
4,837.00 |
4,191.50 |
|
R3 |
4,727.25 |
4,528.75 |
4,106.75 |
|
R2 |
4,419.00 |
4,419.00 |
4,078.50 |
|
R1 |
4,220.50 |
4,220.50 |
4,050.25 |
4,165.50 |
PP |
4,110.75 |
4,110.75 |
4,110.75 |
4,083.25 |
S1 |
3,912.25 |
3,912.25 |
3,993.75 |
3,857.50 |
S2 |
3,802.50 |
3,802.50 |
3,965.50 |
|
S3 |
3,494.25 |
3,604.00 |
3,937.25 |
|
S4 |
3,186.00 |
3,295.75 |
3,852.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,215.00 |
3,883.00 |
332.00 |
8.4% |
132.00 |
3.3% |
18% |
False |
False |
470,623 |
10 |
4,309.25 |
3,883.00 |
426.25 |
10.8% |
120.75 |
3.1% |
14% |
False |
False |
408,267 |
20 |
4,365.00 |
3,883.00 |
482.00 |
12.2% |
134.50 |
3.4% |
13% |
False |
False |
435,843 |
40 |
4,697.75 |
3,883.00 |
814.75 |
20.7% |
111.75 |
2.8% |
8% |
False |
False |
356,898 |
60 |
4,734.75 |
3,883.00 |
851.75 |
21.6% |
97.25 |
2.5% |
7% |
False |
False |
240,656 |
80 |
4,734.75 |
3,883.00 |
851.75 |
21.6% |
87.00 |
2.2% |
7% |
False |
False |
180,565 |
100 |
4,734.75 |
3,883.00 |
851.75 |
21.6% |
85.75 |
2.2% |
7% |
False |
False |
144,480 |
120 |
4,734.75 |
3,883.00 |
851.75 |
21.6% |
81.25 |
2.1% |
7% |
False |
False |
120,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,456.50 |
2.618 |
4,282.75 |
1.618 |
4,176.25 |
1.000 |
4,110.50 |
0.618 |
4,069.75 |
HIGH |
4,004.00 |
0.618 |
3,963.25 |
0.500 |
3,950.75 |
0.382 |
3,938.25 |
LOW |
3,897.50 |
0.618 |
3,831.75 |
1.000 |
3,791.00 |
1.618 |
3,725.25 |
2.618 |
3,618.75 |
4.250 |
3,445.00 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
3,950.75 |
4,028.25 |
PP |
3,948.50 |
4,000.25 |
S1 |
3,946.50 |
3,972.25 |
|