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 |
3,958.50 |
3,954.50 |
-4.00 |
-0.1% |
4,263.25 |
High |
4,004.00 |
4,041.00 |
37.00 |
0.9% |
4,309.25 |
Low |
3,897.50 |
3,922.25 |
24.75 |
0.6% |
4,001.00 |
Close |
3,944.25 |
3,967.25 |
23.00 |
0.6% |
4,022.00 |
Range |
106.50 |
118.75 |
12.25 |
11.5% |
308.25 |
ATR |
121.08 |
120.92 |
-0.17 |
-0.1% |
0.00 |
Volume |
499,993 |
426,911 |
-73,082 |
-14.6% |
1,888,841 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,333.00 |
4,269.00 |
4,032.50 |
|
R3 |
4,214.25 |
4,150.25 |
4,000.00 |
|
R2 |
4,095.50 |
4,095.50 |
3,989.00 |
|
R1 |
4,031.50 |
4,031.50 |
3,978.25 |
4,063.50 |
PP |
3,976.75 |
3,976.75 |
3,976.75 |
3,993.00 |
S1 |
3,912.75 |
3,912.75 |
3,956.25 |
3,944.75 |
S2 |
3,858.00 |
3,858.00 |
3,945.50 |
|
S3 |
3,739.25 |
3,794.00 |
3,934.50 |
|
S4 |
3,620.50 |
3,675.25 |
3,902.00 |
|
|
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 |
4,206.50 |
3,883.00 |
323.50 |
8.2% |
130.75 |
3.3% |
26% |
False |
False |
459,105 |
10 |
4,309.25 |
3,883.00 |
426.25 |
10.7% |
121.00 |
3.0% |
20% |
False |
False |
410,106 |
20 |
4,365.00 |
3,883.00 |
482.00 |
12.1% |
135.00 |
3.4% |
17% |
False |
False |
436,309 |
40 |
4,697.75 |
3,883.00 |
814.75 |
20.5% |
111.25 |
2.8% |
10% |
False |
False |
359,543 |
60 |
4,734.75 |
3,883.00 |
851.75 |
21.5% |
98.25 |
2.5% |
10% |
False |
False |
247,767 |
80 |
4,734.75 |
3,883.00 |
851.75 |
21.5% |
87.50 |
2.2% |
10% |
False |
False |
185,888 |
100 |
4,734.75 |
3,883.00 |
851.75 |
21.5% |
86.25 |
2.2% |
10% |
False |
False |
148,749 |
120 |
4,734.75 |
3,883.00 |
851.75 |
21.5% |
82.00 |
2.1% |
10% |
False |
False |
123,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,545.75 |
2.618 |
4,352.00 |
1.618 |
4,233.25 |
1.000 |
4,159.75 |
0.618 |
4,114.50 |
HIGH |
4,041.00 |
0.618 |
3,995.75 |
0.500 |
3,981.50 |
0.382 |
3,967.50 |
LOW |
3,922.25 |
0.618 |
3,848.75 |
1.000 |
3,803.50 |
1.618 |
3,730.00 |
2.618 |
3,611.25 |
4.250 |
3,417.50 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
3,981.50 |
3,966.25 |
PP |
3,976.75 |
3,965.50 |
S1 |
3,972.00 |
3,964.50 |
|