Trading Metrics calculated at close of trading on 15-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
15-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
8,860.0 |
9,087.0 |
227.0 |
2.6% |
9,337.5 |
High |
9,023.0 |
9,280.0 |
257.0 |
2.8% |
9,369.0 |
Low |
8,850.0 |
9,087.0 |
237.0 |
2.7% |
8,730.0 |
Close |
8,978.5 |
9,245.0 |
266.5 |
3.0% |
8,978.5 |
Range |
173.0 |
193.0 |
20.0 |
11.6% |
639.0 |
ATR |
266.1 |
268.6 |
2.5 |
1.0% |
0.0 |
Volume |
1,366 |
296 |
-1,070 |
-78.3% |
3,719 |
|
Daily Pivots for day following 15-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,783.0 |
9,707.0 |
9,351.2 |
|
R3 |
9,590.0 |
9,514.0 |
9,298.1 |
|
R2 |
9,397.0 |
9,397.0 |
9,280.4 |
|
R1 |
9,321.0 |
9,321.0 |
9,262.7 |
9,359.0 |
PP |
9,204.0 |
9,204.0 |
9,204.0 |
9,223.0 |
S1 |
9,128.0 |
9,128.0 |
9,227.3 |
9,166.0 |
S2 |
9,011.0 |
9,011.0 |
9,209.6 |
|
S3 |
8,818.0 |
8,935.0 |
9,191.9 |
|
S4 |
8,625.0 |
8,742.0 |
9,138.9 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,942.8 |
10,599.7 |
9,330.0 |
|
R3 |
10,303.8 |
9,960.7 |
9,154.2 |
|
R2 |
9,664.8 |
9,664.8 |
9,095.7 |
|
R1 |
9,321.7 |
9,321.7 |
9,037.1 |
9,173.8 |
PP |
9,025.8 |
9,025.8 |
9,025.8 |
8,951.9 |
S1 |
8,682.7 |
8,682.7 |
8,919.9 |
8,534.8 |
S2 |
8,386.8 |
8,386.8 |
8,861.4 |
|
S3 |
7,747.8 |
8,043.7 |
8,802.8 |
|
S4 |
7,108.8 |
7,404.7 |
8,627.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,280.0 |
8,730.0 |
550.0 |
5.9% |
216.9 |
2.3% |
94% |
True |
False |
672 |
10 |
9,747.0 |
8,730.0 |
1,017.0 |
11.0% |
249.7 |
2.7% |
51% |
False |
False |
1,015 |
20 |
9,959.0 |
8,730.0 |
1,229.0 |
13.3% |
232.6 |
2.5% |
42% |
False |
False |
888 |
40 |
10,920.5 |
8,730.0 |
2,190.5 |
23.7% |
236.4 |
2.6% |
24% |
False |
False |
898 |
60 |
11,454.0 |
8,730.0 |
2,724.0 |
29.5% |
211.9 |
2.3% |
19% |
False |
False |
644 |
80 |
11,454.0 |
8,730.0 |
2,724.0 |
29.5% |
186.0 |
2.0% |
19% |
False |
False |
494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,100.3 |
2.618 |
9,785.3 |
1.618 |
9,592.3 |
1.000 |
9,473.0 |
0.618 |
9,399.3 |
HIGH |
9,280.0 |
0.618 |
9,206.3 |
0.500 |
9,183.5 |
0.382 |
9,160.7 |
LOW |
9,087.0 |
0.618 |
8,967.7 |
1.000 |
8,894.0 |
1.618 |
8,774.7 |
2.618 |
8,581.7 |
4.250 |
8,266.8 |
|
|
Fisher Pivots for day following 15-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,224.5 |
9,165.0 |
PP |
9,204.0 |
9,085.0 |
S1 |
9,183.5 |
9,005.0 |
|