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 |
1,849.75 |
1,850.00 |
0.25 |
0.0% |
1,929.75 |
High |
1,863.75 |
1,877.75 |
14.00 |
0.8% |
1,940.00 |
Low |
1,825.75 |
1,838.50 |
12.75 |
0.7% |
1,865.00 |
Close |
1,848.25 |
1,846.75 |
-1.50 |
-0.1% |
1,875.25 |
Range |
38.00 |
39.25 |
1.25 |
3.3% |
75.00 |
ATR |
44.77 |
44.38 |
-0.39 |
-0.9% |
0.00 |
Volume |
2,792,208 |
2,359,881 |
-432,327 |
-15.5% |
11,274,706 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.00 |
1,948.75 |
1,868.25 |
|
R3 |
1,932.75 |
1,909.50 |
1,857.50 |
|
R2 |
1,893.50 |
1,893.50 |
1,854.00 |
|
R1 |
1,870.25 |
1,870.25 |
1,850.25 |
1,862.25 |
PP |
1,854.25 |
1,854.25 |
1,854.25 |
1,850.50 |
S1 |
1,831.00 |
1,831.00 |
1,843.25 |
1,823.00 |
S2 |
1,815.00 |
1,815.00 |
1,839.50 |
|
S3 |
1,775.75 |
1,791.75 |
1,836.00 |
|
S4 |
1,736.50 |
1,752.50 |
1,825.25 |
|
|
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 |
1,922.25 |
1,821.75 |
100.50 |
5.4% |
44.25 |
2.4% |
25% |
False |
False |
2,480,528 |
10 |
1,940.00 |
1,821.75 |
118.25 |
6.4% |
43.00 |
2.3% |
21% |
False |
False |
2,376,181 |
20 |
1,946.50 |
1,804.25 |
142.25 |
7.7% |
49.25 |
2.7% |
30% |
False |
False |
2,512,297 |
40 |
2,075.00 |
1,804.25 |
270.75 |
14.7% |
42.50 |
2.3% |
16% |
False |
False |
2,127,031 |
60 |
2,097.75 |
1,804.25 |
293.50 |
15.9% |
38.25 |
2.1% |
14% |
False |
False |
1,484,181 |
80 |
2,102.75 |
1,804.25 |
298.50 |
16.2% |
34.25 |
1.8% |
14% |
False |
False |
1,114,146 |
100 |
2,102.75 |
1,804.25 |
298.50 |
16.2% |
34.25 |
1.9% |
14% |
False |
False |
892,539 |
120 |
2,102.75 |
1,804.25 |
298.50 |
16.2% |
36.75 |
2.0% |
14% |
False |
False |
743,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,044.50 |
2.618 |
1,980.50 |
1.618 |
1,941.25 |
1.000 |
1,917.00 |
0.618 |
1,902.00 |
HIGH |
1,877.75 |
0.618 |
1,862.75 |
0.500 |
1,858.00 |
0.382 |
1,853.50 |
LOW |
1,838.50 |
0.618 |
1,814.25 |
1.000 |
1,799.25 |
1.618 |
1,775.00 |
2.618 |
1,735.75 |
4.250 |
1,671.75 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,858.00 |
1,853.00 |
PP |
1,854.25 |
1,851.00 |
S1 |
1,850.50 |
1,849.00 |
|