Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,534.0 |
9,419.0 |
-115.0 |
-1.2% |
9,087.0 |
High |
9,556.0 |
9,451.0 |
-105.0 |
-1.1% |
9,574.0 |
Low |
9,432.5 |
9,158.5 |
-274.0 |
-2.9% |
9,087.0 |
Close |
9,456.0 |
9,181.5 |
-274.5 |
-2.9% |
9,396.0 |
Range |
123.5 |
292.5 |
169.0 |
136.8% |
487.0 |
ATR |
243.6 |
247.4 |
3.9 |
1.6% |
0.0 |
Volume |
1,466 |
255 |
-1,211 |
-82.6% |
3,694 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,141.2 |
9,953.8 |
9,342.4 |
|
R3 |
9,848.7 |
9,661.3 |
9,261.9 |
|
R2 |
9,556.2 |
9,556.2 |
9,235.1 |
|
R1 |
9,368.8 |
9,368.8 |
9,208.3 |
9,316.3 |
PP |
9,263.7 |
9,263.7 |
9,263.7 |
9,237.4 |
S1 |
9,076.3 |
9,076.3 |
9,154.7 |
9,023.8 |
S2 |
8,971.2 |
8,971.2 |
9,127.9 |
|
S3 |
8,678.7 |
8,783.8 |
9,101.1 |
|
S4 |
8,386.2 |
8,491.3 |
9,020.6 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,813.3 |
10,591.7 |
9,663.9 |
|
R3 |
10,326.3 |
10,104.7 |
9,529.9 |
|
R2 |
9,839.3 |
9,839.3 |
9,485.3 |
|
R1 |
9,617.7 |
9,617.7 |
9,440.6 |
9,728.5 |
PP |
9,352.3 |
9,352.3 |
9,352.3 |
9,407.8 |
S1 |
9,130.7 |
9,130.7 |
9,351.4 |
9,241.5 |
S2 |
8,865.3 |
8,865.3 |
9,306.7 |
|
S3 |
8,378.3 |
8,643.7 |
9,262.1 |
|
S4 |
7,891.3 |
8,156.7 |
9,128.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,617.5 |
9,158.5 |
459.0 |
5.0% |
178.7 |
1.9% |
5% |
False |
True |
510 |
10 |
9,617.5 |
8,730.0 |
887.5 |
9.7% |
192.8 |
2.1% |
51% |
False |
False |
796 |
20 |
9,931.5 |
8,730.0 |
1,201.5 |
13.1% |
223.6 |
2.4% |
38% |
False |
False |
891 |
40 |
10,920.5 |
8,730.0 |
2,190.5 |
23.9% |
233.8 |
2.5% |
21% |
False |
False |
931 |
60 |
11,454.0 |
8,730.0 |
2,724.0 |
29.7% |
220.9 |
2.4% |
17% |
False |
False |
735 |
80 |
11,454.0 |
8,730.0 |
2,724.0 |
29.7% |
192.4 |
2.1% |
17% |
False |
False |
561 |
100 |
11,454.0 |
8,730.0 |
2,724.0 |
29.7% |
173.6 |
1.9% |
17% |
False |
False |
463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,694.1 |
2.618 |
10,216.8 |
1.618 |
9,924.3 |
1.000 |
9,743.5 |
0.618 |
9,631.8 |
HIGH |
9,451.0 |
0.618 |
9,339.3 |
0.500 |
9,304.8 |
0.382 |
9,270.2 |
LOW |
9,158.5 |
0.618 |
8,977.7 |
1.000 |
8,866.0 |
1.618 |
8,685.2 |
2.618 |
8,392.7 |
4.250 |
7,915.4 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,304.8 |
9,388.0 |
PP |
9,263.7 |
9,319.2 |
S1 |
9,222.6 |
9,250.3 |
|