Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
15,560 |
15,285 |
-275 |
-1.8% |
16,590 |
High |
15,640 |
15,525 |
-115 |
-0.7% |
17,100 |
Low |
15,045 |
14,815 |
-230 |
-1.5% |
14,815 |
Close |
15,240 |
15,455 |
215 |
1.4% |
15,455 |
Range |
595 |
710 |
115 |
19.3% |
2,285 |
ATR |
615 |
622 |
7 |
1.1% |
0 |
Volume |
23,191 |
43,584 |
20,393 |
87.9% |
166,619 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,395 |
17,135 |
15,846 |
|
R3 |
16,685 |
16,425 |
15,650 |
|
R2 |
15,975 |
15,975 |
15,585 |
|
R1 |
15,715 |
15,715 |
15,520 |
15,845 |
PP |
15,265 |
15,265 |
15,265 |
15,330 |
S1 |
15,005 |
15,005 |
15,390 |
15,135 |
S2 |
14,555 |
14,555 |
15,325 |
|
S3 |
13,845 |
14,295 |
15,260 |
|
S4 |
13,135 |
13,585 |
15,065 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,645 |
21,335 |
16,712 |
|
R3 |
20,360 |
19,050 |
16,084 |
|
R2 |
18,075 |
18,075 |
15,874 |
|
R1 |
16,765 |
16,765 |
15,665 |
16,278 |
PP |
15,790 |
15,790 |
15,790 |
15,546 |
S1 |
14,480 |
14,480 |
15,246 |
13,993 |
S2 |
13,505 |
13,505 |
15,036 |
|
S3 |
11,220 |
12,195 |
14,827 |
|
S4 |
8,935 |
9,910 |
14,198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,100 |
14,815 |
2,285 |
14.8% |
710 |
4.6% |
28% |
False |
True |
33,323 |
10 |
17,940 |
14,815 |
3,125 |
20.2% |
614 |
4.0% |
20% |
False |
True |
28,358 |
20 |
17,940 |
14,815 |
3,125 |
20.2% |
687 |
4.4% |
20% |
False |
True |
30,212 |
40 |
19,930 |
14,815 |
5,115 |
33.1% |
583 |
3.8% |
13% |
False |
True |
21,816 |
60 |
20,095 |
14,815 |
5,280 |
34.2% |
488 |
3.2% |
12% |
False |
True |
17,043 |
80 |
20,095 |
14,815 |
5,280 |
34.2% |
415 |
2.7% |
12% |
False |
True |
12,785 |
100 |
20,095 |
14,815 |
5,280 |
34.2% |
372 |
2.4% |
12% |
False |
True |
10,228 |
120 |
20,095 |
14,815 |
5,280 |
34.2% |
326 |
2.1% |
12% |
False |
True |
8,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,543 |
2.618 |
17,384 |
1.618 |
16,674 |
1.000 |
16,235 |
0.618 |
15,964 |
HIGH |
15,525 |
0.618 |
15,254 |
0.500 |
15,170 |
0.382 |
15,086 |
LOW |
14,815 |
0.618 |
14,376 |
1.000 |
14,105 |
1.618 |
13,666 |
2.618 |
12,956 |
4.250 |
11,798 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
15,360 |
15,525 |
PP |
15,265 |
15,502 |
S1 |
15,170 |
15,478 |
|