Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,855.00 |
1,878.50 |
23.50 |
1.3% |
1,866.75 |
High |
1,884.25 |
1,918.75 |
34.50 |
1.8% |
1,875.75 |
Low |
1,855.00 |
1,873.00 |
18.00 |
1.0% |
1,794.50 |
Close |
1,880.00 |
1,913.75 |
33.75 |
1.8% |
1,849.25 |
Range |
29.25 |
45.75 |
16.50 |
56.4% |
81.25 |
ATR |
42.75 |
42.97 |
0.21 |
0.5% |
0.00 |
Volume |
8,477 |
7,454 |
-1,023 |
-12.1% |
64,239 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.00 |
2,022.25 |
1,939.00 |
|
R3 |
1,993.25 |
1,976.50 |
1,926.25 |
|
R2 |
1,947.50 |
1,947.50 |
1,922.25 |
|
R1 |
1,930.75 |
1,930.75 |
1,918.00 |
1,939.00 |
PP |
1,901.75 |
1,901.75 |
1,901.75 |
1,906.00 |
S1 |
1,885.00 |
1,885.00 |
1,909.50 |
1,893.50 |
S2 |
1,856.00 |
1,856.00 |
1,905.25 |
|
S3 |
1,810.25 |
1,839.25 |
1,901.25 |
|
S4 |
1,764.50 |
1,793.50 |
1,888.50 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,083.50 |
2,047.75 |
1,894.00 |
|
R3 |
2,002.25 |
1,966.50 |
1,871.50 |
|
R2 |
1,921.00 |
1,921.00 |
1,864.25 |
|
R1 |
1,885.25 |
1,885.25 |
1,856.75 |
1,862.50 |
PP |
1,839.75 |
1,839.75 |
1,839.75 |
1,828.50 |
S1 |
1,804.00 |
1,804.00 |
1,841.75 |
1,781.25 |
S2 |
1,758.50 |
1,758.50 |
1,834.25 |
|
S3 |
1,677.25 |
1,722.75 |
1,827.00 |
|
S4 |
1,596.00 |
1,641.50 |
1,804.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,918.75 |
1,794.50 |
124.25 |
6.5% |
38.75 |
2.0% |
96% |
True |
False |
12,302 |
10 |
1,918.75 |
1,794.50 |
124.25 |
6.5% |
42.00 |
2.2% |
96% |
True |
False |
10,886 |
20 |
1,931.50 |
1,794.50 |
137.00 |
7.2% |
44.25 |
2.3% |
87% |
False |
False |
8,200 |
40 |
2,068.00 |
1,794.50 |
273.50 |
14.3% |
41.75 |
2.2% |
44% |
False |
False |
5,702 |
60 |
2,090.50 |
1,794.50 |
296.00 |
15.5% |
37.75 |
2.0% |
40% |
False |
False |
3,937 |
80 |
2,095.75 |
1,794.50 |
301.25 |
15.7% |
34.50 |
1.8% |
40% |
False |
False |
3,057 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.7% |
33.50 |
1.8% |
40% |
False |
False |
2,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,113.25 |
2.618 |
2,038.50 |
1.618 |
1,992.75 |
1.000 |
1,964.50 |
0.618 |
1,947.00 |
HIGH |
1,918.75 |
0.618 |
1,901.25 |
0.500 |
1,896.00 |
0.382 |
1,890.50 |
LOW |
1,873.00 |
0.618 |
1,844.75 |
1.000 |
1,827.25 |
1.618 |
1,799.00 |
2.618 |
1,753.25 |
4.250 |
1,678.50 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,907.75 |
1,898.00 |
PP |
1,901.75 |
1,882.25 |
S1 |
1,896.00 |
1,866.50 |
|