Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,933.0 |
4,860.0 |
-73.0 |
-1.5% |
5,010.0 |
High |
4,938.0 |
4,929.0 |
-9.0 |
-0.2% |
5,023.0 |
Low |
4,878.0 |
4,860.0 |
-18.0 |
-0.4% |
4,812.0 |
Close |
4,923.0 |
4,923.0 |
0.0 |
0.0% |
4,923.0 |
Range |
60.0 |
69.0 |
9.0 |
15.0% |
211.0 |
ATR |
86.0 |
84.8 |
-1.2 |
-1.4% |
0.0 |
Volume |
20,962 |
17,441 |
-3,521 |
-16.8% |
168,294 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,111.0 |
5,086.0 |
4,961.0 |
|
R3 |
5,042.0 |
5,017.0 |
4,942.0 |
|
R2 |
4,973.0 |
4,973.0 |
4,935.7 |
|
R1 |
4,948.0 |
4,948.0 |
4,929.3 |
4,960.5 |
PP |
4,904.0 |
4,904.0 |
4,904.0 |
4,910.3 |
S1 |
4,879.0 |
4,879.0 |
4,916.7 |
4,891.5 |
S2 |
4,835.0 |
4,835.0 |
4,910.4 |
|
S3 |
4,766.0 |
4,810.0 |
4,904.0 |
|
S4 |
4,697.0 |
4,741.0 |
4,885.1 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,552.3 |
5,448.7 |
5,039.1 |
|
R3 |
5,341.3 |
5,237.7 |
4,981.0 |
|
R2 |
5,130.3 |
5,130.3 |
4,961.7 |
|
R1 |
5,026.7 |
5,026.7 |
4,942.3 |
4,973.0 |
PP |
4,919.3 |
4,919.3 |
4,919.3 |
4,892.5 |
S1 |
4,815.7 |
4,815.7 |
4,903.7 |
4,762.0 |
S2 |
4,708.3 |
4,708.3 |
4,884.3 |
|
S3 |
4,497.3 |
4,604.7 |
4,865.0 |
|
S4 |
4,286.3 |
4,393.7 |
4,807.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,998.0 |
4,812.0 |
186.0 |
3.8% |
72.4 |
1.5% |
60% |
False |
False |
28,207 |
10 |
5,023.0 |
4,812.0 |
211.0 |
4.3% |
69.1 |
1.4% |
53% |
False |
False |
30,308 |
20 |
5,023.0 |
4,747.0 |
276.0 |
5.6% |
73.8 |
1.5% |
64% |
False |
False |
31,724 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
75.9 |
1.5% |
32% |
False |
False |
31,574 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
64.3 |
1.3% |
32% |
False |
False |
21,086 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
54.1 |
1.1% |
31% |
False |
False |
15,848 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
51.0 |
1.0% |
31% |
False |
False |
12,692 |
120 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
46.1 |
0.9% |
31% |
False |
False |
10,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,222.3 |
2.618 |
5,109.6 |
1.618 |
5,040.6 |
1.000 |
4,998.0 |
0.618 |
4,971.6 |
HIGH |
4,929.0 |
0.618 |
4,902.6 |
0.500 |
4,894.5 |
0.382 |
4,886.4 |
LOW |
4,860.0 |
0.618 |
4,817.4 |
1.000 |
4,791.0 |
1.618 |
4,748.4 |
2.618 |
4,679.4 |
4.250 |
4,566.8 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,913.5 |
4,914.8 |
PP |
4,904.0 |
4,906.7 |
S1 |
4,894.5 |
4,898.5 |
|