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 |
1,842.25 |
1,827.25 |
-15.00 |
-0.8% |
1,876.25 |
High |
1,847.25 |
1,860.75 |
13.50 |
0.7% |
1,884.50 |
Low |
1,802.50 |
1,822.50 |
20.00 |
1.1% |
1,802.50 |
Close |
1,824.50 |
1,858.25 |
33.75 |
1.8% |
1,858.25 |
Range |
44.75 |
38.25 |
-6.50 |
-14.5% |
82.00 |
ATR |
44.41 |
43.97 |
-0.44 |
-1.0% |
0.00 |
Volume |
3,203,999 |
2,018,154 |
-1,185,845 |
-37.0% |
13,048,754 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,962.00 |
1,948.25 |
1,879.25 |
|
R3 |
1,923.75 |
1,910.00 |
1,868.75 |
|
R2 |
1,885.50 |
1,885.50 |
1,865.25 |
|
R1 |
1,871.75 |
1,871.75 |
1,861.75 |
1,878.50 |
PP |
1,847.25 |
1,847.25 |
1,847.25 |
1,850.50 |
S1 |
1,833.50 |
1,833.50 |
1,854.75 |
1,840.50 |
S2 |
1,809.00 |
1,809.00 |
1,851.25 |
|
S3 |
1,770.75 |
1,795.25 |
1,847.75 |
|
S4 |
1,732.50 |
1,757.00 |
1,837.25 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,094.50 |
2,058.25 |
1,903.25 |
|
R3 |
2,012.50 |
1,976.25 |
1,880.75 |
|
R2 |
1,930.50 |
1,930.50 |
1,873.25 |
|
R1 |
1,894.25 |
1,894.25 |
1,865.75 |
1,871.50 |
PP |
1,848.50 |
1,848.50 |
1,848.50 |
1,837.00 |
S1 |
1,812.25 |
1,812.25 |
1,850.75 |
1,789.50 |
S2 |
1,766.50 |
1,766.50 |
1,843.25 |
|
S3 |
1,684.50 |
1,730.25 |
1,835.75 |
|
S4 |
1,602.50 |
1,648.25 |
1,813.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,884.50 |
1,802.50 |
82.00 |
4.4% |
44.50 |
2.4% |
68% |
False |
False |
2,609,750 |
10 |
1,940.00 |
1,802.50 |
137.50 |
7.4% |
42.00 |
2.3% |
41% |
False |
False |
2,432,346 |
20 |
1,940.00 |
1,802.50 |
137.50 |
7.4% |
47.25 |
2.5% |
41% |
False |
False |
2,476,115 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.7% |
42.75 |
2.3% |
20% |
False |
False |
2,137,276 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.9% |
38.00 |
2.0% |
19% |
False |
False |
1,571,056 |
80 |
2,102.75 |
1,802.50 |
300.25 |
16.2% |
34.75 |
1.9% |
19% |
False |
False |
1,179,304 |
100 |
2,102.75 |
1,802.50 |
300.25 |
16.2% |
34.25 |
1.8% |
19% |
False |
False |
944,697 |
120 |
2,102.75 |
1,802.50 |
300.25 |
16.2% |
36.50 |
2.0% |
19% |
False |
False |
787,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,023.25 |
2.618 |
1,961.00 |
1.618 |
1,922.75 |
1.000 |
1,899.00 |
0.618 |
1,884.50 |
HIGH |
1,860.75 |
0.618 |
1,846.25 |
0.500 |
1,841.50 |
0.382 |
1,837.00 |
LOW |
1,822.50 |
0.618 |
1,798.75 |
1.000 |
1,784.25 |
1.618 |
1,760.50 |
2.618 |
1,722.25 |
4.250 |
1,660.00 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,852.75 |
1,852.25 |
PP |
1,847.25 |
1,846.25 |
S1 |
1,841.50 |
1,840.00 |
|