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 |
4,779.0 |
4,713.0 |
-66.0 |
-1.4% |
5,010.0 |
High |
4,812.0 |
4,777.0 |
-35.0 |
-0.7% |
5,023.0 |
Low |
4,644.0 |
4,713.0 |
69.0 |
1.5% |
4,812.0 |
Close |
4,710.0 |
4,767.0 |
57.0 |
1.2% |
4,923.0 |
Range |
168.0 |
64.0 |
-104.0 |
-61.9% |
211.0 |
ATR |
95.3 |
93.3 |
-2.0 |
-2.1% |
0.0 |
Volume |
43,318 |
25,187 |
-18,131 |
-41.9% |
168,294 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,944.3 |
4,919.7 |
4,802.2 |
|
R3 |
4,880.3 |
4,855.7 |
4,784.6 |
|
R2 |
4,816.3 |
4,816.3 |
4,778.7 |
|
R1 |
4,791.7 |
4,791.7 |
4,772.9 |
4,804.0 |
PP |
4,752.3 |
4,752.3 |
4,752.3 |
4,758.5 |
S1 |
4,727.7 |
4,727.7 |
4,761.1 |
4,740.0 |
S2 |
4,688.3 |
4,688.3 |
4,755.3 |
|
S3 |
4,624.3 |
4,663.7 |
4,749.4 |
|
S4 |
4,560.3 |
4,599.7 |
4,731.8 |
|
|
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 |
4,938.0 |
4,644.0 |
294.0 |
6.2% |
90.2 |
1.9% |
42% |
False |
False |
27,985 |
10 |
5,023.0 |
4,644.0 |
379.0 |
8.0% |
80.8 |
1.7% |
32% |
False |
False |
32,389 |
20 |
5,023.0 |
4,644.0 |
379.0 |
8.0% |
79.3 |
1.7% |
32% |
False |
False |
31,784 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.7% |
79.3 |
1.7% |
19% |
False |
False |
33,888 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.7% |
68.9 |
1.4% |
19% |
False |
False |
22,778 |
80 |
5,307.0 |
4,644.0 |
663.0 |
13.9% |
58.1 |
1.2% |
19% |
False |
False |
17,117 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.9% |
53.6 |
1.1% |
19% |
False |
False |
13,707 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.9% |
48.8 |
1.0% |
19% |
False |
False |
11,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,049.0 |
2.618 |
4,944.6 |
1.618 |
4,880.6 |
1.000 |
4,841.0 |
0.618 |
4,816.6 |
HIGH |
4,777.0 |
0.618 |
4,752.6 |
0.500 |
4,745.0 |
0.382 |
4,737.4 |
LOW |
4,713.0 |
0.618 |
4,673.4 |
1.000 |
4,649.0 |
1.618 |
4,609.4 |
2.618 |
4,545.4 |
4.250 |
4,441.0 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,759.7 |
4,761.8 |
PP |
4,752.3 |
4,756.7 |
S1 |
4,745.0 |
4,751.5 |
|