| 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 |
8,925.5 |
8,910.5 |
-15.0 |
-0.2% |
9,842.0 |
| High |
9,037.5 |
9,125.0 |
87.5 |
1.0% |
9,846.0 |
| Low |
8,767.5 |
8,868.0 |
100.5 |
1.1% |
9,221.0 |
| Close |
8,906.5 |
9,024.5 |
118.0 |
1.3% |
9,266.5 |
| Range |
270.0 |
257.0 |
-13.0 |
-4.8% |
625.0 |
| ATR |
290.4 |
288.0 |
-2.4 |
-0.8% |
0.0 |
| Volume |
131,018 |
156,980 |
25,962 |
19.8% |
709,690 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,776.8 |
9,657.7 |
9,165.9 |
|
| R3 |
9,519.8 |
9,400.7 |
9,095.2 |
|
| R2 |
9,262.8 |
9,262.8 |
9,071.6 |
|
| R1 |
9,143.7 |
9,143.7 |
9,048.1 |
9,203.3 |
| PP |
9,005.8 |
9,005.8 |
9,005.8 |
9,035.6 |
| S1 |
8,886.7 |
8,886.7 |
9,000.9 |
8,946.3 |
| S2 |
8,748.8 |
8,748.8 |
8,977.4 |
|
| S3 |
8,491.8 |
8,629.7 |
8,953.8 |
|
| S4 |
8,234.8 |
8,372.7 |
8,883.2 |
|
|
| 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 |
9.4% |
310.4 |
3.4% |
30% |
False |
False |
151,032 |
| 10 |
9,902.5 |
8,767.5 |
1,135.0 |
12.6% |
276.0 |
3.1% |
23% |
False |
False |
137,018 |
| 20 |
10,165.5 |
8,767.5 |
1,398.0 |
15.5% |
280.8 |
3.1% |
18% |
False |
False |
132,710 |
| 40 |
10,886.0 |
8,767.5 |
2,118.5 |
23.5% |
267.2 |
3.0% |
12% |
False |
False |
110,213 |
| 60 |
11,439.0 |
8,767.5 |
2,671.5 |
29.6% |
251.0 |
2.8% |
10% |
False |
False |
74,320 |
| 80 |
11,439.0 |
8,767.5 |
2,671.5 |
29.6% |
231.3 |
2.6% |
10% |
False |
False |
56,103 |
| 100 |
11,439.0 |
8,767.5 |
2,671.5 |
29.6% |
228.8 |
2.5% |
10% |
False |
False |
44,967 |
| 120 |
11,439.0 |
8,767.5 |
2,671.5 |
29.6% |
221.2 |
2.5% |
10% |
False |
False |
37,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,217.3 |
|
2.618 |
9,797.8 |
|
1.618 |
9,540.8 |
|
1.000 |
9,382.0 |
|
0.618 |
9,283.8 |
|
HIGH |
9,125.0 |
|
0.618 |
9,026.8 |
|
0.500 |
8,996.5 |
|
0.382 |
8,966.2 |
|
LOW |
8,868.0 |
|
0.618 |
8,709.2 |
|
1.000 |
8,611.0 |
|
1.618 |
8,452.2 |
|
2.618 |
8,195.2 |
|
4.250 |
7,775.8 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,015.2 |
9,051.0 |
| PP |
9,005.8 |
9,042.2 |
| S1 |
8,996.5 |
9,033.3 |
|