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 |
16,190 |
15,560 |
-630 |
-3.9% |
17,910 |
High |
16,235 |
15,640 |
-595 |
-3.7% |
17,940 |
Low |
15,455 |
15,045 |
-410 |
-2.7% |
16,500 |
Close |
15,560 |
15,240 |
-320 |
-2.1% |
16,585 |
Range |
780 |
595 |
-185 |
-23.7% |
1,440 |
ATR |
617 |
615 |
-2 |
-0.3% |
0 |
Volume |
44,085 |
23,191 |
-20,894 |
-47.4% |
116,969 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,093 |
16,762 |
15,567 |
|
R3 |
16,498 |
16,167 |
15,404 |
|
R2 |
15,903 |
15,903 |
15,349 |
|
R1 |
15,572 |
15,572 |
15,295 |
15,440 |
PP |
15,308 |
15,308 |
15,308 |
15,243 |
S1 |
14,977 |
14,977 |
15,186 |
14,845 |
S2 |
14,713 |
14,713 |
15,131 |
|
S3 |
14,118 |
14,382 |
15,077 |
|
S4 |
13,523 |
13,787 |
14,913 |
|
|
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 |
17,100 |
15,045 |
2,055 |
13.5% |
650 |
4.3% |
9% |
False |
True |
28,495 |
10 |
17,940 |
15,045 |
2,895 |
19.0% |
656 |
4.3% |
7% |
False |
True |
28,007 |
20 |
17,940 |
15,045 |
2,895 |
19.0% |
684 |
4.5% |
7% |
False |
True |
29,372 |
40 |
19,930 |
15,045 |
4,885 |
32.1% |
577 |
3.8% |
4% |
False |
True |
21,117 |
60 |
20,095 |
15,045 |
5,050 |
33.1% |
484 |
3.2% |
4% |
False |
True |
16,317 |
80 |
20,095 |
15,045 |
5,050 |
33.1% |
407 |
2.7% |
4% |
False |
True |
12,240 |
100 |
20,095 |
15,045 |
5,050 |
33.1% |
365 |
2.4% |
4% |
False |
True |
9,792 |
120 |
20,095 |
15,045 |
5,050 |
33.1% |
320 |
2.1% |
4% |
False |
True |
8,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,169 |
2.618 |
17,198 |
1.618 |
16,603 |
1.000 |
16,235 |
0.618 |
16,008 |
HIGH |
15,640 |
0.618 |
15,413 |
0.500 |
15,343 |
0.382 |
15,272 |
LOW |
15,045 |
0.618 |
14,677 |
1.000 |
14,450 |
1.618 |
14,082 |
2.618 |
13,487 |
4.250 |
12,516 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
15,343 |
15,743 |
PP |
15,308 |
15,575 |
S1 |
15,274 |
15,408 |
|