| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
15,952 |
15,830 |
-122 |
-0.8% |
16,367 |
| High |
16,154 |
15,863 |
-291 |
-1.8% |
16,426 |
| Low |
15,827 |
15,452 |
-375 |
-2.4% |
15,875 |
| Close |
15,866 |
15,612 |
-254 |
-1.6% |
16,131 |
| Range |
327 |
411 |
84 |
25.7% |
551 |
| ATR |
349 |
354 |
5 |
1.3% |
0 |
| Volume |
273,574 |
349,218 |
75,644 |
27.7% |
1,266,601 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,875 |
16,655 |
15,838 |
|
| R3 |
16,464 |
16,244 |
15,725 |
|
| R2 |
16,053 |
16,053 |
15,687 |
|
| R1 |
15,833 |
15,833 |
15,650 |
15,738 |
| PP |
15,642 |
15,642 |
15,642 |
15,595 |
| S1 |
15,422 |
15,422 |
15,574 |
15,327 |
| S2 |
15,231 |
15,231 |
15,537 |
|
| S3 |
14,820 |
15,011 |
15,499 |
|
| S4 |
14,409 |
14,600 |
15,386 |
|
|
| 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 |
16,383 |
15,452 |
931 |
6.0% |
368 |
2.4% |
17% |
False |
True |
294,085 |
| 10 |
16,426 |
15,452 |
974 |
6.2% |
351 |
2.2% |
16% |
False |
True |
269,828 |
| 20 |
16,426 |
15,365 |
1,061 |
6.8% |
378 |
2.4% |
23% |
False |
False |
277,427 |
| 40 |
17,735 |
15,365 |
2,370 |
15.2% |
341 |
2.2% |
10% |
False |
False |
227,171 |
| 60 |
17,825 |
15,365 |
2,460 |
15.8% |
306 |
2.0% |
10% |
False |
False |
160,131 |
| 80 |
17,828 |
15,365 |
2,463 |
15.8% |
274 |
1.8% |
10% |
False |
False |
120,143 |
| 100 |
17,828 |
15,365 |
2,463 |
15.8% |
267 |
1.7% |
10% |
False |
False |
96,127 |
| 120 |
17,828 |
15,365 |
2,463 |
15.8% |
263 |
1.7% |
10% |
False |
False |
80,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,610 |
|
2.618 |
16,939 |
|
1.618 |
16,528 |
|
1.000 |
16,274 |
|
0.618 |
16,117 |
|
HIGH |
15,863 |
|
0.618 |
15,706 |
|
0.500 |
15,658 |
|
0.382 |
15,609 |
|
LOW |
15,452 |
|
0.618 |
15,198 |
|
1.000 |
15,041 |
|
1.618 |
14,787 |
|
2.618 |
14,376 |
|
4.250 |
13,705 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,658 |
15,803 |
| PP |
15,642 |
15,739 |
| S1 |
15,627 |
15,676 |
|