Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,451.0 |
9,463.5 |
12.5 |
0.1% |
9,475.0 |
High |
9,604.0 |
9,534.0 |
-70.0 |
-0.7% |
9,617.5 |
Low |
9,451.0 |
9,362.0 |
-89.0 |
-0.9% |
9,158.5 |
Close |
9,557.0 |
9,494.5 |
-62.5 |
-0.7% |
9,557.0 |
Range |
153.0 |
172.0 |
19.0 |
12.4% |
459.0 |
ATR |
246.6 |
242.9 |
-3.7 |
-1.5% |
0.0 |
Volume |
391 |
1,147 |
756 |
193.4% |
3,009 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,979.5 |
9,909.0 |
9,589.1 |
|
R3 |
9,807.5 |
9,737.0 |
9,541.8 |
|
R2 |
9,635.5 |
9,635.5 |
9,526.0 |
|
R1 |
9,565.0 |
9,565.0 |
9,510.3 |
9,600.3 |
PP |
9,463.5 |
9,463.5 |
9,463.5 |
9,481.1 |
S1 |
9,393.0 |
9,393.0 |
9,478.7 |
9,428.3 |
S2 |
9,291.5 |
9,291.5 |
9,463.0 |
|
S3 |
9,119.5 |
9,221.0 |
9,447.2 |
|
S4 |
8,947.5 |
9,049.0 |
9,399.9 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,821.3 |
10,648.2 |
9,809.5 |
|
R3 |
10,362.3 |
10,189.2 |
9,683.2 |
|
R2 |
9,903.3 |
9,903.3 |
9,641.2 |
|
R1 |
9,730.2 |
9,730.2 |
9,599.1 |
9,816.8 |
PP |
9,444.3 |
9,444.3 |
9,444.3 |
9,487.6 |
S1 |
9,271.2 |
9,271.2 |
9,514.9 |
9,357.8 |
S2 |
8,985.3 |
8,985.3 |
9,472.9 |
|
S3 |
8,526.3 |
8,812.2 |
9,430.8 |
|
S4 |
8,067.3 |
8,353.2 |
9,304.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,604.0 |
9,158.5 |
445.5 |
4.7% |
185.5 |
2.0% |
75% |
False |
False |
720 |
10 |
9,617.5 |
9,123.0 |
494.5 |
5.2% |
185.4 |
2.0% |
75% |
False |
False |
755 |
20 |
9,747.0 |
8,730.0 |
1,017.0 |
10.7% |
217.5 |
2.3% |
75% |
False |
False |
885 |
40 |
10,424.0 |
8,730.0 |
1,694.0 |
17.8% |
232.7 |
2.5% |
45% |
False |
False |
906 |
60 |
11,318.0 |
8,730.0 |
2,588.0 |
27.3% |
223.4 |
2.4% |
30% |
False |
False |
763 |
80 |
11,454.0 |
8,730.0 |
2,724.0 |
28.7% |
194.8 |
2.1% |
28% |
False |
False |
584 |
100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.7% |
174.8 |
1.8% |
28% |
False |
False |
481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,265.0 |
2.618 |
9,984.3 |
1.618 |
9,812.3 |
1.000 |
9,706.0 |
0.618 |
9,640.3 |
HIGH |
9,534.0 |
0.618 |
9,468.3 |
0.500 |
9,448.0 |
0.382 |
9,427.7 |
LOW |
9,362.0 |
0.618 |
9,255.7 |
1.000 |
9,190.0 |
1.618 |
9,083.7 |
2.618 |
8,911.7 |
4.250 |
8,631.0 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,479.0 |
9,469.3 |
PP |
9,463.5 |
9,444.0 |
S1 |
9,448.0 |
9,418.8 |
|