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 |
3,963.00 |
3,963.25 |
0.25 |
0.0% |
4,027.25 |
High |
3,985.50 |
4,017.50 |
32.00 |
0.8% |
4,046.00 |
Low |
3,862.25 |
3,953.00 |
90.75 |
2.3% |
3,862.25 |
Close |
3,961.25 |
4,006.25 |
45.00 |
1.1% |
4,006.25 |
Range |
123.25 |
64.50 |
-58.75 |
-47.7% |
183.75 |
ATR |
121.08 |
117.04 |
-4.04 |
-3.3% |
0.00 |
Volume |
504,866 |
307,347 |
-197,519 |
-39.1% |
2,281,488 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,185.75 |
4,160.50 |
4,041.75 |
|
R3 |
4,121.25 |
4,096.00 |
4,024.00 |
|
R2 |
4,056.75 |
4,056.75 |
4,018.00 |
|
R1 |
4,031.50 |
4,031.50 |
4,012.25 |
4,044.00 |
PP |
3,992.25 |
3,992.25 |
3,992.25 |
3,998.50 |
S1 |
3,967.00 |
3,967.00 |
4,000.25 |
3,979.50 |
S2 |
3,927.75 |
3,927.75 |
3,994.50 |
|
S3 |
3,863.25 |
3,902.50 |
3,988.50 |
|
S4 |
3,798.75 |
3,838.00 |
3,970.75 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,522.75 |
4,448.25 |
4,107.25 |
|
R3 |
4,339.00 |
4,264.50 |
4,056.75 |
|
R2 |
4,155.25 |
4,155.25 |
4,040.00 |
|
R1 |
4,080.75 |
4,080.75 |
4,023.00 |
4,026.00 |
PP |
3,971.50 |
3,971.50 |
3,971.50 |
3,944.25 |
S1 |
3,897.00 |
3,897.00 |
3,989.50 |
3,842.50 |
S2 |
3,787.75 |
3,787.75 |
3,972.50 |
|
S3 |
3,604.00 |
3,713.25 |
3,955.75 |
|
S4 |
3,420.25 |
3,529.50 |
3,905.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,046.00 |
3,862.25 |
183.75 |
4.6% |
115.25 |
2.9% |
78% |
False |
False |
456,297 |
10 |
4,309.25 |
3,862.25 |
447.00 |
11.2% |
116.25 |
2.9% |
32% |
False |
False |
417,032 |
20 |
4,309.25 |
3,862.25 |
447.00 |
11.2% |
125.50 |
3.1% |
32% |
False |
False |
424,541 |
40 |
4,697.75 |
3,862.25 |
835.50 |
20.9% |
111.75 |
2.8% |
17% |
False |
False |
361,040 |
60 |
4,734.75 |
3,862.25 |
872.50 |
21.8% |
98.00 |
2.4% |
17% |
False |
False |
261,291 |
80 |
4,734.75 |
3,862.25 |
872.50 |
21.8% |
89.00 |
2.2% |
17% |
False |
False |
196,026 |
100 |
4,734.75 |
3,862.25 |
872.50 |
21.8% |
86.75 |
2.2% |
17% |
False |
False |
156,871 |
120 |
4,734.75 |
3,862.25 |
872.50 |
21.8% |
82.00 |
2.0% |
17% |
False |
False |
130,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,291.50 |
2.618 |
4,186.25 |
1.618 |
4,121.75 |
1.000 |
4,082.00 |
0.618 |
4,057.25 |
HIGH |
4,017.50 |
0.618 |
3,992.75 |
0.500 |
3,985.25 |
0.382 |
3,977.75 |
LOW |
3,953.00 |
0.618 |
3,913.25 |
1.000 |
3,888.50 |
1.618 |
3,848.75 |
2.618 |
3,784.25 |
4.250 |
3,679.00 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
3,999.25 |
3,988.00 |
PP |
3,992.25 |
3,969.75 |
S1 |
3,985.25 |
3,951.50 |
|