| 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 |
16,425 |
16,190 |
-235 |
-1.4% |
17,910 |
| High |
16,440 |
16,235 |
-205 |
-1.2% |
17,940 |
| Low |
15,850 |
15,455 |
-395 |
-2.5% |
16,500 |
| Close |
16,135 |
15,560 |
-575 |
-3.6% |
16,585 |
| Range |
590 |
780 |
190 |
32.2% |
1,440 |
| ATR |
604 |
617 |
13 |
2.1% |
0 |
| Volume |
32,184 |
44,085 |
11,901 |
37.0% |
116,969 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,090 |
17,605 |
15,989 |
|
| R3 |
17,310 |
16,825 |
15,775 |
|
| R2 |
16,530 |
16,530 |
15,703 |
|
| R1 |
16,045 |
16,045 |
15,632 |
15,898 |
| PP |
15,750 |
15,750 |
15,750 |
15,676 |
| S1 |
15,265 |
15,265 |
15,489 |
15,118 |
| S2 |
14,970 |
14,970 |
15,417 |
|
| S3 |
14,190 |
14,485 |
15,346 |
|
| S4 |
13,410 |
13,705 |
15,131 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,328 |
20,397 |
17,377 |
|
| R3 |
19,888 |
18,957 |
16,981 |
|
| R2 |
18,448 |
18,448 |
16,849 |
|
| R1 |
17,517 |
17,517 |
16,717 |
17,263 |
| PP |
17,008 |
17,008 |
17,008 |
16,881 |
| S1 |
16,077 |
16,077 |
16,453 |
15,823 |
| S2 |
15,568 |
15,568 |
16,321 |
|
| S3 |
14,128 |
14,637 |
16,189 |
|
| S4 |
12,688 |
13,197 |
15,793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,230 |
15,455 |
1,775 |
11.4% |
633 |
4.1% |
6% |
False |
True |
28,705 |
| 10 |
17,940 |
15,455 |
2,485 |
16.0% |
631 |
4.1% |
4% |
False |
True |
27,670 |
| 20 |
17,940 |
15,455 |
2,485 |
16.0% |
683 |
4.4% |
4% |
False |
True |
29,103 |
| 40 |
19,930 |
15,455 |
4,475 |
28.8% |
573 |
3.7% |
2% |
False |
True |
21,048 |
| 60 |
20,095 |
15,455 |
4,640 |
29.8% |
477 |
3.1% |
2% |
False |
True |
15,932 |
| 80 |
20,095 |
15,455 |
4,640 |
29.8% |
401 |
2.6% |
2% |
False |
True |
11,951 |
| 100 |
20,095 |
15,455 |
4,640 |
29.8% |
364 |
2.3% |
2% |
False |
True |
9,561 |
| 120 |
20,095 |
15,455 |
4,640 |
29.8% |
315 |
2.0% |
2% |
False |
True |
7,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,550 |
|
2.618 |
18,277 |
|
1.618 |
17,497 |
|
1.000 |
17,015 |
|
0.618 |
16,717 |
|
HIGH |
16,235 |
|
0.618 |
15,937 |
|
0.500 |
15,845 |
|
0.382 |
15,753 |
|
LOW |
15,455 |
|
0.618 |
14,973 |
|
1.000 |
14,675 |
|
1.618 |
14,193 |
|
2.618 |
13,413 |
|
4.250 |
12,140 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,845 |
16,278 |
| PP |
15,750 |
16,038 |
| S1 |
15,655 |
15,799 |
|