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 |
16,815 |
16,590 |
-225 |
-1.3% |
17,910 |
High |
16,910 |
17,100 |
190 |
1.1% |
17,940 |
Low |
16,500 |
16,225 |
-275 |
-1.7% |
16,500 |
Close |
16,585 |
16,475 |
-110 |
-0.7% |
16,585 |
Range |
410 |
875 |
465 |
113.4% |
1,440 |
ATR |
581 |
602 |
21 |
3.6% |
0 |
Volume |
19,441 |
23,575 |
4,134 |
21.3% |
116,969 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,225 |
18,725 |
16,956 |
|
R3 |
18,350 |
17,850 |
16,716 |
|
R2 |
17,475 |
17,475 |
16,636 |
|
R1 |
16,975 |
16,975 |
16,555 |
16,788 |
PP |
16,600 |
16,600 |
16,600 |
16,506 |
S1 |
16,100 |
16,100 |
16,395 |
15,913 |
S2 |
15,725 |
15,725 |
16,315 |
|
S3 |
14,850 |
15,225 |
16,235 |
|
S4 |
13,975 |
14,350 |
15,994 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,328 |
20,397 |
17,377 |
|
R3 |
19,888 |
18,957 |
16,981 |
|
R2 |
18,448 |
18,448 |
16,849 |
|
R1 |
17,517 |
17,517 |
16,717 |
17,263 |
PP |
17,008 |
17,008 |
17,008 |
16,881 |
S1 |
16,077 |
16,077 |
16,453 |
15,823 |
S2 |
15,568 |
15,568 |
16,321 |
|
S3 |
14,128 |
14,637 |
16,189 |
|
S4 |
12,688 |
13,197 |
15,793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,895 |
16,225 |
1,670 |
10.1% |
630 |
3.8% |
15% |
False |
True |
24,464 |
10 |
17,940 |
16,225 |
1,715 |
10.4% |
595 |
3.6% |
15% |
False |
True |
24,804 |
20 |
17,940 |
15,820 |
2,120 |
12.9% |
659 |
4.0% |
31% |
False |
False |
26,741 |
40 |
19,930 |
15,820 |
4,110 |
24.9% |
560 |
3.4% |
16% |
False |
False |
19,885 |
60 |
20,095 |
15,820 |
4,275 |
25.9% |
461 |
2.8% |
15% |
False |
False |
14,661 |
80 |
20,095 |
15,820 |
4,275 |
25.9% |
387 |
2.3% |
15% |
False |
False |
10,997 |
100 |
20,095 |
15,820 |
4,275 |
25.9% |
356 |
2.2% |
15% |
False |
False |
8,798 |
120 |
20,495 |
15,820 |
4,675 |
28.4% |
304 |
1.8% |
14% |
False |
False |
7,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,819 |
2.618 |
19,391 |
1.618 |
18,516 |
1.000 |
17,975 |
0.618 |
17,641 |
HIGH |
17,100 |
0.618 |
16,766 |
0.500 |
16,663 |
0.382 |
16,559 |
LOW |
16,225 |
0.618 |
15,684 |
1.000 |
15,350 |
1.618 |
14,809 |
2.618 |
13,934 |
4.250 |
12,506 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,663 |
16,728 |
PP |
16,600 |
16,643 |
S1 |
16,538 |
16,559 |
|