Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,190.0 |
1,191.1 |
1.1 |
0.1% |
1,116.2 |
High |
1,199.8 |
1,198.4 |
-1.4 |
-0.1% |
1,175.1 |
Low |
1,186.7 |
1,182.2 |
-4.5 |
-0.4% |
1,116.2 |
Close |
1,199.1 |
1,195.1 |
-4.0 |
-0.3% |
1,158.2 |
Range |
13.1 |
16.2 |
3.1 |
23.7% |
58.9 |
ATR |
17.3 |
17.3 |
0.0 |
-0.2% |
0.0 |
Volume |
6,692 |
2,903 |
-3,789 |
-56.6% |
23,681 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.5 |
1,234.0 |
1,204.0 |
|
R3 |
1,224.3 |
1,217.8 |
1,199.6 |
|
R2 |
1,208.1 |
1,208.1 |
1,198.1 |
|
R1 |
1,201.6 |
1,201.6 |
1,196.6 |
1,204.9 |
PP |
1,191.9 |
1,191.9 |
1,191.9 |
1,193.5 |
S1 |
1,185.4 |
1,185.4 |
1,193.6 |
1,188.7 |
S2 |
1,175.7 |
1,175.7 |
1,192.1 |
|
S3 |
1,159.5 |
1,169.2 |
1,190.6 |
|
S4 |
1,143.3 |
1,153.0 |
1,186.2 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.5 |
1,301.3 |
1,190.6 |
|
R3 |
1,267.6 |
1,242.4 |
1,174.4 |
|
R2 |
1,208.7 |
1,208.7 |
1,169.0 |
|
R1 |
1,183.5 |
1,183.5 |
1,163.6 |
1,196.1 |
PP |
1,149.8 |
1,149.8 |
1,149.8 |
1,156.2 |
S1 |
1,124.6 |
1,124.6 |
1,152.8 |
1,137.2 |
S2 |
1,090.9 |
1,090.9 |
1,147.4 |
|
S3 |
1,032.0 |
1,065.7 |
1,142.0 |
|
S4 |
973.1 |
1,006.8 |
1,125.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,200.9 |
1,141.0 |
59.9 |
5.0% |
22.2 |
1.9% |
90% |
False |
False |
6,330 |
10 |
1,200.9 |
1,110.0 |
90.9 |
7.6% |
17.8 |
1.5% |
94% |
False |
False |
5,200 |
20 |
1,200.9 |
1,071.8 |
129.1 |
10.8% |
16.5 |
1.4% |
96% |
False |
False |
6,150 |
40 |
1,200.9 |
1,048.3 |
152.6 |
12.8% |
14.9 |
1.2% |
96% |
False |
False |
4,103 |
60 |
1,200.9 |
1,047.2 |
153.7 |
12.9% |
14.7 |
1.2% |
96% |
False |
False |
3,548 |
80 |
1,200.9 |
1,047.2 |
153.7 |
12.9% |
14.2 |
1.2% |
96% |
False |
False |
3,135 |
100 |
1,200.9 |
1,047.2 |
153.7 |
12.9% |
14.2 |
1.2% |
96% |
False |
False |
2,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.3 |
2.618 |
1,240.8 |
1.618 |
1,224.6 |
1.000 |
1,214.6 |
0.618 |
1,208.4 |
HIGH |
1,198.4 |
0.618 |
1,192.2 |
0.500 |
1,190.3 |
0.382 |
1,188.4 |
LOW |
1,182.2 |
0.618 |
1,172.2 |
1.000 |
1,166.0 |
1.618 |
1,156.0 |
2.618 |
1,139.8 |
4.250 |
1,113.4 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,193.5 |
1,191.2 |
PP |
1,191.9 |
1,187.2 |
S1 |
1,190.3 |
1,183.3 |
|