Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,314.0 |
8,925.5 |
-388.5 |
-4.2% |
9,842.0 |
High |
9,334.5 |
9,037.5 |
-297.0 |
-3.2% |
9,846.0 |
Low |
8,915.5 |
8,767.5 |
-148.0 |
-1.7% |
9,221.0 |
Close |
8,972.5 |
8,906.5 |
-66.0 |
-0.7% |
9,266.5 |
Range |
419.0 |
270.0 |
-149.0 |
-35.6% |
625.0 |
ATR |
291.9 |
290.4 |
-1.6 |
-0.5% |
0.0 |
Volume |
174,555 |
131,018 |
-43,537 |
-24.9% |
709,690 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,713.8 |
9,580.2 |
9,055.0 |
|
R3 |
9,443.8 |
9,310.2 |
8,980.8 |
|
R2 |
9,173.8 |
9,173.8 |
8,956.0 |
|
R1 |
9,040.2 |
9,040.2 |
8,931.3 |
8,972.0 |
PP |
8,903.8 |
8,903.8 |
8,903.8 |
8,869.8 |
S1 |
8,770.2 |
8,770.2 |
8,881.8 |
8,702.0 |
S2 |
8,633.8 |
8,633.8 |
8,857.0 |
|
S3 |
8,363.8 |
8,500.2 |
8,832.3 |
|
S4 |
8,093.8 |
8,230.2 |
8,758.0 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,319.5 |
10,918.0 |
9,610.3 |
|
R3 |
10,694.5 |
10,293.0 |
9,438.4 |
|
R2 |
10,069.5 |
10,069.5 |
9,381.1 |
|
R1 |
9,668.0 |
9,668.0 |
9,323.8 |
9,556.3 |
PP |
9,444.5 |
9,444.5 |
9,444.5 |
9,388.6 |
S1 |
9,043.0 |
9,043.0 |
9,209.2 |
8,931.3 |
S2 |
8,819.5 |
8,819.5 |
9,151.9 |
|
S3 |
8,194.5 |
8,418.0 |
9,094.6 |
|
S4 |
7,569.5 |
7,793.0 |
8,922.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,620.0 |
8,767.5 |
852.5 |
9.6% |
304.8 |
3.4% |
16% |
False |
True |
148,910 |
10 |
9,923.5 |
8,767.5 |
1,156.0 |
13.0% |
271.5 |
3.0% |
12% |
False |
True |
134,606 |
20 |
10,165.5 |
8,767.5 |
1,398.0 |
15.7% |
283.9 |
3.2% |
10% |
False |
True |
131,403 |
40 |
10,886.0 |
8,767.5 |
2,118.5 |
23.8% |
267.4 |
3.0% |
7% |
False |
True |
106,537 |
60 |
11,439.0 |
8,767.5 |
2,671.5 |
30.0% |
249.3 |
2.8% |
5% |
False |
True |
71,712 |
80 |
11,439.0 |
8,767.5 |
2,671.5 |
30.0% |
229.9 |
2.6% |
5% |
False |
True |
54,155 |
100 |
11,439.0 |
8,767.5 |
2,671.5 |
30.0% |
227.8 |
2.6% |
5% |
False |
True |
43,401 |
120 |
11,439.0 |
8,767.5 |
2,671.5 |
30.0% |
220.2 |
2.5% |
5% |
False |
True |
36,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,185.0 |
2.618 |
9,744.4 |
1.618 |
9,474.4 |
1.000 |
9,307.5 |
0.618 |
9,204.4 |
HIGH |
9,037.5 |
0.618 |
8,934.4 |
0.500 |
8,902.5 |
0.382 |
8,870.6 |
LOW |
8,767.5 |
0.618 |
8,600.6 |
1.000 |
8,497.5 |
1.618 |
8,330.6 |
2.618 |
8,060.6 |
4.250 |
7,620.0 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
8,905.2 |
9,117.5 |
PP |
8,903.8 |
9,047.2 |
S1 |
8,902.5 |
8,976.8 |
|