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 |
4,860.0 |
4,848.0 |
-12.0 |
-0.2% |
5,010.0 |
High |
4,929.0 |
4,859.0 |
-70.0 |
-1.4% |
5,023.0 |
Low |
4,860.0 |
4,769.0 |
-91.0 |
-1.9% |
4,812.0 |
Close |
4,923.0 |
4,775.0 |
-148.0 |
-3.0% |
4,923.0 |
Range |
69.0 |
90.0 |
21.0 |
30.4% |
211.0 |
ATR |
84.8 |
89.7 |
4.9 |
5.8% |
0.0 |
Volume |
17,441 |
33,021 |
15,580 |
89.3% |
168,294 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,071.0 |
5,013.0 |
4,824.5 |
|
R3 |
4,981.0 |
4,923.0 |
4,799.8 |
|
R2 |
4,891.0 |
4,891.0 |
4,791.5 |
|
R1 |
4,833.0 |
4,833.0 |
4,783.3 |
4,817.0 |
PP |
4,801.0 |
4,801.0 |
4,801.0 |
4,793.0 |
S1 |
4,743.0 |
4,743.0 |
4,766.8 |
4,727.0 |
S2 |
4,711.0 |
4,711.0 |
4,758.5 |
|
S3 |
4,621.0 |
4,653.0 |
4,750.3 |
|
S4 |
4,531.0 |
4,563.0 |
4,725.5 |
|
|
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 |
4,940.0 |
4,769.0 |
171.0 |
3.6% |
76.0 |
1.6% |
4% |
False |
True |
27,955 |
10 |
5,023.0 |
4,769.0 |
254.0 |
5.3% |
73.2 |
1.5% |
2% |
False |
True |
31,318 |
20 |
5,023.0 |
4,747.0 |
276.0 |
5.8% |
75.0 |
1.6% |
10% |
False |
False |
31,325 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.5% |
76.9 |
1.6% |
5% |
False |
False |
32,367 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.5% |
65.5 |
1.4% |
5% |
False |
False |
21,636 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.7% |
55.2 |
1.2% |
5% |
False |
False |
16,261 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.7% |
51.9 |
1.1% |
5% |
False |
False |
13,022 |
120 |
5,307.0 |
4,747.0 |
560.0 |
11.7% |
46.9 |
1.0% |
5% |
False |
False |
10,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,241.5 |
2.618 |
5,094.6 |
1.618 |
5,004.6 |
1.000 |
4,949.0 |
0.618 |
4,914.6 |
HIGH |
4,859.0 |
0.618 |
4,824.6 |
0.500 |
4,814.0 |
0.382 |
4,803.4 |
LOW |
4,769.0 |
0.618 |
4,713.4 |
1.000 |
4,679.0 |
1.618 |
4,623.4 |
2.618 |
4,533.4 |
4.250 |
4,386.5 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,814.0 |
4,853.5 |
PP |
4,801.0 |
4,827.3 |
S1 |
4,788.0 |
4,801.2 |
|