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 |
1,905.25 |
1,876.25 |
-29.00 |
-1.5% |
1,929.75 |
High |
1,914.50 |
1,884.50 |
-30.00 |
-1.6% |
1,940.00 |
Low |
1,865.75 |
1,821.75 |
-44.00 |
-2.4% |
1,865.00 |
Close |
1,875.25 |
1,852.00 |
-23.25 |
-1.2% |
1,875.25 |
Range |
48.75 |
62.75 |
14.00 |
28.7% |
75.00 |
ATR |
43.95 |
45.30 |
1.34 |
3.1% |
0.00 |
Volume |
2,320,680 |
2,674,512 |
353,832 |
15.2% |
11,274,706 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,041.00 |
2,009.25 |
1,886.50 |
|
R3 |
1,978.25 |
1,946.50 |
1,869.25 |
|
R2 |
1,915.50 |
1,915.50 |
1,863.50 |
|
R1 |
1,883.75 |
1,883.75 |
1,857.75 |
1,868.25 |
PP |
1,852.75 |
1,852.75 |
1,852.75 |
1,845.00 |
S1 |
1,821.00 |
1,821.00 |
1,846.25 |
1,805.50 |
S2 |
1,790.00 |
1,790.00 |
1,840.50 |
|
S3 |
1,727.25 |
1,758.25 |
1,834.75 |
|
S4 |
1,664.50 |
1,695.50 |
1,817.50 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,118.50 |
2,071.75 |
1,916.50 |
|
R3 |
2,043.50 |
1,996.75 |
1,896.00 |
|
R2 |
1,968.50 |
1,968.50 |
1,889.00 |
|
R1 |
1,921.75 |
1,921.75 |
1,882.00 |
1,907.50 |
PP |
1,893.50 |
1,893.50 |
1,893.50 |
1,886.25 |
S1 |
1,846.75 |
1,846.75 |
1,868.50 |
1,832.50 |
S2 |
1,818.50 |
1,818.50 |
1,861.50 |
|
S3 |
1,743.50 |
1,771.75 |
1,854.50 |
|
S4 |
1,668.50 |
1,696.75 |
1,834.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,929.25 |
1,821.75 |
107.50 |
5.8% |
46.25 |
2.5% |
28% |
False |
True |
2,440,231 |
10 |
1,940.00 |
1,821.75 |
118.25 |
6.4% |
44.50 |
2.4% |
26% |
False |
True |
2,250,332 |
20 |
1,946.50 |
1,804.25 |
142.25 |
7.7% |
49.25 |
2.7% |
34% |
False |
False |
2,500,614 |
40 |
2,075.00 |
1,804.25 |
270.75 |
14.6% |
42.25 |
2.3% |
18% |
False |
False |
2,076,455 |
60 |
2,097.75 |
1,804.25 |
293.50 |
15.8% |
37.75 |
2.0% |
16% |
False |
False |
1,398,458 |
80 |
2,102.75 |
1,804.25 |
298.50 |
16.1% |
33.75 |
1.8% |
16% |
False |
False |
1,050,003 |
100 |
2,102.75 |
1,804.25 |
298.50 |
16.1% |
34.00 |
1.8% |
16% |
False |
False |
841,045 |
120 |
2,102.75 |
1,804.25 |
298.50 |
16.1% |
36.50 |
2.0% |
16% |
False |
False |
700,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,151.25 |
2.618 |
2,048.75 |
1.618 |
1,986.00 |
1.000 |
1,947.25 |
0.618 |
1,923.25 |
HIGH |
1,884.50 |
0.618 |
1,860.50 |
0.500 |
1,853.00 |
0.382 |
1,845.75 |
LOW |
1,821.75 |
0.618 |
1,783.00 |
1.000 |
1,759.00 |
1.618 |
1,720.25 |
2.618 |
1,657.50 |
4.250 |
1,555.00 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,853.00 |
1,872.00 |
PP |
1,852.75 |
1,865.25 |
S1 |
1,852.50 |
1,858.75 |
|