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 |
1,174.0 |
1,189.5 |
15.5 |
1.3% |
1,118.0 |
High |
1,201.4 |
1,199.3 |
-2.1 |
-0.2% |
1,175.0 |
Low |
1,164.5 |
1,185.9 |
21.4 |
1.8% |
1,115.3 |
Close |
1,197.9 |
1,198.6 |
0.7 |
0.1% |
1,157.7 |
Range |
36.9 |
13.4 |
-23.5 |
-63.7% |
59.7 |
ATR |
18.4 |
18.0 |
-0.4 |
-1.9% |
0.0 |
Volume |
249,464 |
190,796 |
-58,668 |
-23.5% |
817,585 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.8 |
1,230.1 |
1,206.0 |
|
R3 |
1,221.4 |
1,216.7 |
1,202.3 |
|
R2 |
1,208.0 |
1,208.0 |
1,201.1 |
|
R1 |
1,203.3 |
1,203.3 |
1,199.8 |
1,205.7 |
PP |
1,194.6 |
1,194.6 |
1,194.6 |
1,195.8 |
S1 |
1,189.9 |
1,189.9 |
1,197.4 |
1,192.3 |
S2 |
1,181.2 |
1,181.2 |
1,196.1 |
|
S3 |
1,167.8 |
1,176.5 |
1,194.9 |
|
S4 |
1,154.4 |
1,163.1 |
1,191.2 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.4 |
1,302.8 |
1,190.5 |
|
R3 |
1,268.7 |
1,243.1 |
1,174.1 |
|
R2 |
1,209.0 |
1,209.0 |
1,168.6 |
|
R1 |
1,183.4 |
1,183.4 |
1,163.2 |
1,196.2 |
PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,155.8 |
S1 |
1,123.7 |
1,123.7 |
1,152.2 |
1,136.5 |
S2 |
1,089.6 |
1,089.6 |
1,146.8 |
|
S3 |
1,029.9 |
1,064.0 |
1,141.3 |
|
S4 |
970.2 |
1,004.3 |
1,124.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,201.4 |
1,124.8 |
76.6 |
6.4% |
23.9 |
2.0% |
96% |
False |
False |
204,317 |
10 |
1,201.4 |
1,108.5 |
92.9 |
7.8% |
18.3 |
1.5% |
97% |
False |
False |
167,130 |
20 |
1,201.4 |
1,071.3 |
130.1 |
10.9% |
17.2 |
1.4% |
98% |
False |
False |
103,866 |
40 |
1,201.4 |
1,047.4 |
154.0 |
12.8% |
15.7 |
1.3% |
98% |
False |
False |
56,217 |
60 |
1,201.4 |
1,046.6 |
154.8 |
12.9% |
15.5 |
1.3% |
98% |
False |
False |
39,142 |
80 |
1,201.4 |
1,046.6 |
154.8 |
12.9% |
14.7 |
1.2% |
98% |
False |
False |
29,833 |
100 |
1,201.4 |
1,046.6 |
154.8 |
12.9% |
14.6 |
1.2% |
98% |
False |
False |
24,177 |
120 |
1,201.4 |
1,046.6 |
154.8 |
12.9% |
13.9 |
1.2% |
98% |
False |
False |
20,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.3 |
2.618 |
1,234.4 |
1.618 |
1,221.0 |
1.000 |
1,212.7 |
0.618 |
1,207.6 |
HIGH |
1,199.3 |
0.618 |
1,194.2 |
0.500 |
1,192.6 |
0.382 |
1,191.0 |
LOW |
1,185.9 |
0.618 |
1,177.6 |
1.000 |
1,172.5 |
1.618 |
1,164.2 |
2.618 |
1,150.8 |
4.250 |
1,129.0 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,196.6 |
1,190.2 |
PP |
1,194.6 |
1,181.8 |
S1 |
1,192.6 |
1,173.5 |
|