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 |
8,910.5 |
8,885.0 |
-25.5 |
-0.3% |
9,842.0 |
High |
9,125.0 |
8,914.5 |
-210.5 |
-2.3% |
9,846.0 |
Low |
8,868.0 |
8,690.5 |
-177.5 |
-2.0% |
9,221.0 |
Close |
9,024.5 |
8,773.5 |
-251.0 |
-2.8% |
9,266.5 |
Range |
257.0 |
224.0 |
-33.0 |
-12.8% |
625.0 |
ATR |
288.0 |
291.3 |
3.3 |
1.1% |
0.0 |
Volume |
156,980 |
106,067 |
-50,913 |
-32.4% |
709,690 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,464.8 |
9,343.2 |
8,896.7 |
|
R3 |
9,240.8 |
9,119.2 |
8,835.1 |
|
R2 |
9,016.8 |
9,016.8 |
8,814.6 |
|
R1 |
8,895.2 |
8,895.2 |
8,794.0 |
8,844.0 |
PP |
8,792.8 |
8,792.8 |
8,792.8 |
8,767.3 |
S1 |
8,671.2 |
8,671.2 |
8,753.0 |
8,620.0 |
S2 |
8,568.8 |
8,568.8 |
8,732.4 |
|
S3 |
8,344.8 |
8,447.2 |
8,711.9 |
|
S4 |
8,120.8 |
8,223.2 |
8,650.3 |
|
|
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 |
9,467.5 |
8,690.5 |
777.0 |
8.9% |
283.3 |
3.2% |
11% |
False |
True |
146,581 |
10 |
9,846.0 |
8,690.5 |
1,155.5 |
13.2% |
266.7 |
3.0% |
7% |
False |
True |
137,487 |
20 |
9,943.5 |
8,690.5 |
1,253.0 |
14.3% |
270.5 |
3.1% |
7% |
False |
True |
129,646 |
40 |
10,886.0 |
8,690.5 |
2,195.5 |
25.0% |
269.0 |
3.1% |
4% |
False |
True |
112,355 |
60 |
11,439.0 |
8,690.5 |
2,748.5 |
31.3% |
251.0 |
2.9% |
3% |
False |
True |
76,071 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
31.3% |
231.9 |
2.6% |
3% |
False |
True |
57,413 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
31.3% |
229.7 |
2.6% |
3% |
False |
True |
46,026 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
31.3% |
220.4 |
2.5% |
3% |
False |
True |
38,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,866.5 |
2.618 |
9,500.9 |
1.618 |
9,276.9 |
1.000 |
9,138.5 |
0.618 |
9,052.9 |
HIGH |
8,914.5 |
0.618 |
8,828.9 |
0.500 |
8,802.5 |
0.382 |
8,776.1 |
LOW |
8,690.5 |
0.618 |
8,552.1 |
1.000 |
8,466.5 |
1.618 |
8,328.1 |
2.618 |
8,104.1 |
4.250 |
7,738.5 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
8,802.5 |
8,907.8 |
PP |
8,792.8 |
8,863.0 |
S1 |
8,783.2 |
8,818.3 |
|