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 |
3,954.50 |
3,963.00 |
8.50 |
0.2% |
4,263.25 |
High |
4,041.00 |
3,985.50 |
-55.50 |
-1.4% |
4,309.25 |
Low |
3,922.25 |
3,862.25 |
-60.00 |
-1.5% |
4,001.00 |
Close |
3,967.25 |
3,961.25 |
-6.00 |
-0.2% |
4,022.00 |
Range |
118.75 |
123.25 |
4.50 |
3.8% |
308.25 |
ATR |
120.92 |
121.08 |
0.17 |
0.1% |
0.00 |
Volume |
426,911 |
504,866 |
77,955 |
18.3% |
1,888,841 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,306.00 |
4,257.00 |
4,029.00 |
|
R3 |
4,182.75 |
4,133.75 |
3,995.25 |
|
R2 |
4,059.50 |
4,059.50 |
3,983.75 |
|
R1 |
4,010.50 |
4,010.50 |
3,972.50 |
3,973.50 |
PP |
3,936.25 |
3,936.25 |
3,936.25 |
3,917.75 |
S1 |
3,887.25 |
3,887.25 |
3,950.00 |
3,850.00 |
S2 |
3,813.00 |
3,813.00 |
3,938.75 |
|
S3 |
3,689.75 |
3,764.00 |
3,927.25 |
|
S4 |
3,566.50 |
3,640.75 |
3,893.50 |
|
|
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 |
4,173.50 |
3,862.25 |
311.25 |
7.9% |
136.75 |
3.5% |
32% |
False |
True |
483,443 |
10 |
4,309.25 |
3,862.25 |
447.00 |
11.3% |
124.00 |
3.1% |
22% |
False |
True |
419,184 |
20 |
4,309.25 |
3,862.25 |
447.00 |
11.3% |
131.25 |
3.3% |
22% |
False |
True |
435,499 |
40 |
4,697.75 |
3,862.25 |
835.50 |
21.1% |
112.00 |
2.8% |
12% |
False |
True |
361,583 |
60 |
4,734.75 |
3,862.25 |
872.50 |
22.0% |
98.50 |
2.5% |
11% |
False |
True |
256,179 |
80 |
4,734.75 |
3,862.25 |
872.50 |
22.0% |
88.75 |
2.2% |
11% |
False |
True |
192,198 |
100 |
4,734.75 |
3,862.25 |
872.50 |
22.0% |
86.75 |
2.2% |
11% |
False |
True |
153,798 |
120 |
4,734.75 |
3,862.25 |
872.50 |
22.0% |
82.00 |
2.1% |
11% |
False |
True |
128,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,509.25 |
2.618 |
4,308.25 |
1.618 |
4,185.00 |
1.000 |
4,108.75 |
0.618 |
4,061.75 |
HIGH |
3,985.50 |
0.618 |
3,938.50 |
0.500 |
3,924.00 |
0.382 |
3,909.25 |
LOW |
3,862.25 |
0.618 |
3,786.00 |
1.000 |
3,739.00 |
1.618 |
3,662.75 |
2.618 |
3,539.50 |
4.250 |
3,338.50 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
3,948.75 |
3,958.00 |
PP |
3,936.25 |
3,954.75 |
S1 |
3,924.00 |
3,951.50 |
|