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 |
16,590 |
16,425 |
-165 |
-1.0% |
17,910 |
High |
17,100 |
16,440 |
-660 |
-3.9% |
17,940 |
Low |
16,225 |
15,850 |
-375 |
-2.3% |
16,500 |
Close |
16,475 |
16,135 |
-340 |
-2.1% |
16,585 |
Range |
875 |
590 |
-285 |
-32.6% |
1,440 |
ATR |
602 |
604 |
2 |
0.3% |
0 |
Volume |
23,575 |
32,184 |
8,609 |
36.5% |
116,969 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,912 |
17,613 |
16,460 |
|
R3 |
17,322 |
17,023 |
16,297 |
|
R2 |
16,732 |
16,732 |
16,243 |
|
R1 |
16,433 |
16,433 |
16,189 |
16,288 |
PP |
16,142 |
16,142 |
16,142 |
16,069 |
S1 |
15,843 |
15,843 |
16,081 |
15,698 |
S2 |
15,552 |
15,552 |
16,027 |
|
S3 |
14,962 |
15,253 |
15,973 |
|
S4 |
14,372 |
14,663 |
15,811 |
|
|
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 |
17,485 |
15,850 |
1,635 |
10.1% |
646 |
4.0% |
17% |
False |
True |
26,508 |
10 |
17,940 |
15,850 |
2,090 |
13.0% |
598 |
3.7% |
14% |
False |
True |
25,657 |
20 |
17,940 |
15,820 |
2,120 |
13.1% |
666 |
4.1% |
15% |
False |
False |
27,836 |
40 |
19,930 |
15,820 |
4,110 |
25.5% |
570 |
3.5% |
8% |
False |
False |
20,316 |
60 |
20,095 |
15,820 |
4,275 |
26.5% |
468 |
2.9% |
7% |
False |
False |
15,197 |
80 |
20,095 |
15,820 |
4,275 |
26.5% |
391 |
2.4% |
7% |
False |
False |
11,399 |
100 |
20,095 |
15,820 |
4,275 |
26.5% |
359 |
2.2% |
7% |
False |
False |
9,120 |
120 |
20,135 |
15,820 |
4,315 |
26.7% |
309 |
1.9% |
7% |
False |
False |
7,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,948 |
2.618 |
17,985 |
1.618 |
17,395 |
1.000 |
17,030 |
0.618 |
16,805 |
HIGH |
16,440 |
0.618 |
16,215 |
0.500 |
16,145 |
0.382 |
16,076 |
LOW |
15,850 |
0.618 |
15,486 |
1.000 |
15,260 |
1.618 |
14,896 |
2.618 |
14,306 |
4.250 |
13,343 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,145 |
16,475 |
PP |
16,142 |
16,362 |
S1 |
16,138 |
16,248 |
|