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 |
4,848.0 |
4,779.0 |
-69.0 |
-1.4% |
5,010.0 |
High |
4,859.0 |
4,812.0 |
-47.0 |
-1.0% |
5,023.0 |
Low |
4,769.0 |
4,644.0 |
-125.0 |
-2.6% |
4,812.0 |
Close |
4,775.0 |
4,710.0 |
-65.0 |
-1.4% |
4,923.0 |
Range |
90.0 |
168.0 |
78.0 |
86.7% |
211.0 |
ATR |
89.7 |
95.3 |
5.6 |
6.2% |
0.0 |
Volume |
33,021 |
43,318 |
10,297 |
31.2% |
168,294 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,226.0 |
5,136.0 |
4,802.4 |
|
R3 |
5,058.0 |
4,968.0 |
4,756.2 |
|
R2 |
4,890.0 |
4,890.0 |
4,740.8 |
|
R1 |
4,800.0 |
4,800.0 |
4,725.4 |
4,761.0 |
PP |
4,722.0 |
4,722.0 |
4,722.0 |
4,702.5 |
S1 |
4,632.0 |
4,632.0 |
4,694.6 |
4,593.0 |
S2 |
4,554.0 |
4,554.0 |
4,679.2 |
|
S3 |
4,386.0 |
4,464.0 |
4,663.8 |
|
S4 |
4,218.0 |
4,296.0 |
4,617.6 |
|
|
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 |
4,644.0 |
296.0 |
6.3% |
94.0 |
2.0% |
22% |
False |
True |
29,290 |
10 |
5,023.0 |
4,644.0 |
379.0 |
8.0% |
83.3 |
1.8% |
17% |
False |
True |
32,959 |
20 |
5,023.0 |
4,644.0 |
379.0 |
8.0% |
79.5 |
1.7% |
17% |
False |
True |
31,839 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.9% |
79.0 |
1.7% |
10% |
False |
True |
33,361 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.9% |
67.9 |
1.4% |
10% |
False |
True |
22,358 |
80 |
5,307.0 |
4,644.0 |
663.0 |
14.1% |
57.3 |
1.2% |
10% |
False |
True |
16,803 |
100 |
5,307.0 |
4,644.0 |
663.0 |
14.1% |
53.0 |
1.1% |
10% |
False |
True |
13,455 |
120 |
5,307.0 |
4,644.0 |
663.0 |
14.1% |
48.3 |
1.0% |
10% |
False |
True |
11,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,526.0 |
2.618 |
5,251.8 |
1.618 |
5,083.8 |
1.000 |
4,980.0 |
0.618 |
4,915.8 |
HIGH |
4,812.0 |
0.618 |
4,747.8 |
0.500 |
4,728.0 |
0.382 |
4,708.2 |
LOW |
4,644.0 |
0.618 |
4,540.2 |
1.000 |
4,476.0 |
1.618 |
4,372.2 |
2.618 |
4,204.2 |
4.250 |
3,930.0 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,728.0 |
4,786.5 |
PP |
4,722.0 |
4,761.0 |
S1 |
4,716.0 |
4,735.5 |
|