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 |
1,850.00 |
1,842.25 |
-7.75 |
-0.4% |
1,929.75 |
High |
1,877.75 |
1,847.25 |
-30.50 |
-1.6% |
1,940.00 |
Low |
1,838.50 |
1,802.50 |
-36.00 |
-2.0% |
1,865.00 |
Close |
1,846.75 |
1,824.50 |
-22.25 |
-1.2% |
1,875.25 |
Range |
39.25 |
44.75 |
5.50 |
14.0% |
75.00 |
ATR |
44.38 |
44.41 |
0.03 |
0.1% |
0.00 |
Volume |
2,359,881 |
3,203,999 |
844,118 |
35.8% |
11,274,706 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.00 |
1,936.50 |
1,849.00 |
|
R3 |
1,914.25 |
1,891.75 |
1,836.75 |
|
R2 |
1,869.50 |
1,869.50 |
1,832.75 |
|
R1 |
1,847.00 |
1,847.00 |
1,828.50 |
1,836.00 |
PP |
1,824.75 |
1,824.75 |
1,824.75 |
1,819.25 |
S1 |
1,802.25 |
1,802.25 |
1,820.50 |
1,791.00 |
S2 |
1,780.00 |
1,780.00 |
1,816.25 |
|
S3 |
1,735.25 |
1,757.50 |
1,812.25 |
|
S4 |
1,690.50 |
1,712.75 |
1,800.00 |
|
|
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 |
1,914.50 |
1,802.50 |
112.00 |
6.1% |
46.75 |
2.6% |
20% |
False |
True |
2,670,256 |
10 |
1,940.00 |
1,802.50 |
137.50 |
7.5% |
43.75 |
2.4% |
16% |
False |
True |
2,471,170 |
20 |
1,940.00 |
1,802.50 |
137.50 |
7.5% |
48.00 |
2.6% |
16% |
False |
True |
2,527,499 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.9% |
42.75 |
2.3% |
8% |
False |
True |
2,140,812 |
60 |
2,097.75 |
1,802.50 |
295.25 |
16.2% |
38.25 |
2.1% |
7% |
False |
True |
1,537,501 |
80 |
2,102.75 |
1,802.50 |
300.25 |
16.5% |
34.50 |
1.9% |
7% |
False |
True |
1,154,167 |
100 |
2,102.75 |
1,802.50 |
300.25 |
16.5% |
34.25 |
1.9% |
7% |
False |
True |
924,554 |
120 |
2,102.75 |
1,802.50 |
300.25 |
16.5% |
36.75 |
2.0% |
7% |
False |
True |
770,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,037.50 |
2.618 |
1,964.50 |
1.618 |
1,919.75 |
1.000 |
1,892.00 |
0.618 |
1,875.00 |
HIGH |
1,847.25 |
0.618 |
1,830.25 |
0.500 |
1,825.00 |
0.382 |
1,819.50 |
LOW |
1,802.50 |
0.618 |
1,774.75 |
1.000 |
1,757.75 |
1.618 |
1,730.00 |
2.618 |
1,685.25 |
4.250 |
1,612.25 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,825.00 |
1,840.00 |
PP |
1,824.75 |
1,835.00 |
S1 |
1,824.50 |
1,829.75 |
|