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 |
1,198.3 |
1,248.4 |
50.1 |
4.2% |
1,170.0 |
High |
1,264.1 |
1,248.4 |
-15.7 |
-1.2% |
1,264.1 |
Low |
1,198.0 |
1,233.5 |
35.5 |
3.0% |
1,165.6 |
Close |
1,248.3 |
1,239.9 |
-8.4 |
-0.7% |
1,239.9 |
Range |
66.1 |
14.9 |
-51.2 |
-77.5% |
98.5 |
ATR |
21.0 |
20.6 |
-0.4 |
-2.1% |
0.0 |
Volume |
9,771 |
5,728 |
-4,043 |
-41.4% |
32,554 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.3 |
1,277.5 |
1,248.1 |
|
R3 |
1,270.4 |
1,262.6 |
1,244.0 |
|
R2 |
1,255.5 |
1,255.5 |
1,242.6 |
|
R1 |
1,247.7 |
1,247.7 |
1,241.3 |
1,244.2 |
PP |
1,240.6 |
1,240.6 |
1,240.6 |
1,238.8 |
S1 |
1,232.8 |
1,232.8 |
1,238.5 |
1,229.3 |
S2 |
1,225.7 |
1,225.7 |
1,237.2 |
|
S3 |
1,210.8 |
1,217.9 |
1,235.8 |
|
S4 |
1,195.9 |
1,203.0 |
1,231.7 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.7 |
1,477.8 |
1,294.1 |
|
R3 |
1,420.2 |
1,379.3 |
1,267.0 |
|
R2 |
1,321.7 |
1,321.7 |
1,258.0 |
|
R1 |
1,280.8 |
1,280.8 |
1,248.9 |
1,301.3 |
PP |
1,223.2 |
1,223.2 |
1,223.2 |
1,233.4 |
S1 |
1,182.3 |
1,182.3 |
1,230.9 |
1,202.8 |
S2 |
1,124.7 |
1,124.7 |
1,221.8 |
|
S3 |
1,026.2 |
1,083.8 |
1,212.8 |
|
S4 |
927.7 |
985.3 |
1,185.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,264.1 |
1,165.6 |
98.5 |
7.9% |
29.1 |
2.3% |
75% |
False |
False |
6,510 |
10 |
1,264.1 |
1,116.2 |
147.9 |
11.9% |
23.5 |
1.9% |
84% |
False |
False |
5,623 |
20 |
1,264.1 |
1,076.9 |
187.2 |
15.1% |
18.7 |
1.5% |
87% |
False |
False |
6,279 |
40 |
1,264.1 |
1,048.3 |
215.8 |
17.4% |
16.3 |
1.3% |
89% |
False |
False |
4,432 |
60 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
15.7 |
1.3% |
89% |
False |
False |
3,764 |
80 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
15.0 |
1.2% |
89% |
False |
False |
3,314 |
100 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
14.8 |
1.2% |
89% |
False |
False |
2,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.7 |
2.618 |
1,287.4 |
1.618 |
1,272.5 |
1.000 |
1,263.3 |
0.618 |
1,257.6 |
HIGH |
1,248.4 |
0.618 |
1,242.7 |
0.500 |
1,241.0 |
0.382 |
1,239.2 |
LOW |
1,233.5 |
0.618 |
1,224.3 |
1.000 |
1,218.6 |
1.618 |
1,209.4 |
2.618 |
1,194.5 |
4.250 |
1,170.2 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,241.0 |
1,234.3 |
PP |
1,240.6 |
1,228.7 |
S1 |
1,240.3 |
1,223.2 |
|