| 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 |
15,965 |
15,952 |
-13 |
-0.1% |
16,367 |
| High |
16,072 |
16,154 |
82 |
0.5% |
16,426 |
| Low |
15,773 |
15,827 |
54 |
0.3% |
15,875 |
| Close |
15,959 |
15,866 |
-93 |
-0.6% |
16,131 |
| Range |
299 |
327 |
28 |
9.4% |
551 |
| ATR |
351 |
349 |
-2 |
-0.5% |
0 |
| Volume |
296,252 |
273,574 |
-22,678 |
-7.7% |
1,266,601 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,930 |
16,725 |
16,046 |
|
| R3 |
16,603 |
16,398 |
15,956 |
|
| R2 |
16,276 |
16,276 |
15,926 |
|
| R1 |
16,071 |
16,071 |
15,896 |
16,010 |
| PP |
15,949 |
15,949 |
15,949 |
15,919 |
| S1 |
15,744 |
15,744 |
15,836 |
15,683 |
| S2 |
15,622 |
15,622 |
15,806 |
|
| S3 |
15,295 |
15,417 |
15,776 |
|
| S4 |
14,968 |
15,090 |
15,686 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,797 |
17,515 |
16,434 |
|
| R3 |
17,246 |
16,964 |
16,283 |
|
| R2 |
16,695 |
16,695 |
16,232 |
|
| R1 |
16,413 |
16,413 |
16,182 |
16,279 |
| PP |
16,144 |
16,144 |
16,144 |
16,077 |
| S1 |
15,862 |
15,862 |
16,081 |
15,728 |
| S2 |
15,593 |
15,593 |
16,030 |
|
| S3 |
15,042 |
15,311 |
15,980 |
|
| S4 |
14,491 |
14,760 |
15,828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,408 |
15,729 |
679 |
4.3% |
342 |
2.2% |
20% |
False |
False |
278,086 |
| 10 |
16,426 |
15,729 |
697 |
4.4% |
339 |
2.1% |
20% |
False |
False |
261,771 |
| 20 |
16,533 |
15,365 |
1,168 |
7.4% |
383 |
2.4% |
43% |
False |
False |
275,218 |
| 40 |
17,735 |
15,365 |
2,370 |
14.9% |
338 |
2.1% |
21% |
False |
False |
225,035 |
| 60 |
17,825 |
15,365 |
2,460 |
15.5% |
304 |
1.9% |
20% |
False |
False |
154,315 |
| 80 |
17,828 |
15,365 |
2,463 |
15.5% |
270 |
1.7% |
20% |
False |
False |
115,779 |
| 100 |
17,828 |
15,365 |
2,463 |
15.5% |
266 |
1.7% |
20% |
False |
False |
92,635 |
| 120 |
17,828 |
15,365 |
2,463 |
15.5% |
263 |
1.7% |
20% |
False |
False |
77,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,544 |
|
2.618 |
17,010 |
|
1.618 |
16,683 |
|
1.000 |
16,481 |
|
0.618 |
16,356 |
|
HIGH |
16,154 |
|
0.618 |
16,029 |
|
0.500 |
15,991 |
|
0.382 |
15,952 |
|
LOW |
15,827 |
|
0.618 |
15,625 |
|
1.000 |
15,500 |
|
1.618 |
15,298 |
|
2.618 |
14,971 |
|
4.250 |
14,437 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,991 |
15,963 |
| PP |
15,949 |
15,931 |
| S1 |
15,908 |
15,898 |
|