Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,878.50 |
1,917.50 |
39.00 |
2.1% |
1,866.75 |
High |
1,918.75 |
1,924.50 |
5.75 |
0.3% |
1,875.75 |
Low |
1,873.00 |
1,902.50 |
29.50 |
1.6% |
1,794.50 |
Close |
1,913.75 |
1,907.75 |
-6.00 |
-0.3% |
1,849.25 |
Range |
45.75 |
22.00 |
-23.75 |
-51.9% |
81.25 |
ATR |
42.97 |
41.47 |
-1.50 |
-3.5% |
0.00 |
Volume |
7,454 |
3,594 |
-3,860 |
-51.8% |
64,239 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.50 |
1,964.75 |
1,919.75 |
|
R3 |
1,955.50 |
1,942.75 |
1,913.75 |
|
R2 |
1,933.50 |
1,933.50 |
1,911.75 |
|
R1 |
1,920.75 |
1,920.75 |
1,909.75 |
1,916.00 |
PP |
1,911.50 |
1,911.50 |
1,911.50 |
1,909.25 |
S1 |
1,898.75 |
1,898.75 |
1,905.75 |
1,894.00 |
S2 |
1,889.50 |
1,889.50 |
1,903.75 |
|
S3 |
1,867.50 |
1,876.75 |
1,901.75 |
|
S4 |
1,845.50 |
1,854.75 |
1,895.75 |
|
|
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 |
1,924.50 |
1,794.50 |
130.00 |
6.8% |
35.50 |
1.9% |
87% |
True |
False |
10,389 |
10 |
1,924.50 |
1,794.50 |
130.00 |
6.8% |
39.50 |
2.1% |
87% |
True |
False |
9,937 |
20 |
1,931.50 |
1,794.50 |
137.00 |
7.2% |
41.50 |
2.2% |
83% |
False |
False |
8,027 |
40 |
2,068.00 |
1,794.50 |
273.50 |
14.3% |
41.50 |
2.2% |
41% |
False |
False |
5,727 |
60 |
2,090.50 |
1,794.50 |
296.00 |
15.5% |
37.75 |
2.0% |
38% |
False |
False |
3,980 |
80 |
2,095.75 |
1,794.50 |
301.25 |
15.8% |
34.25 |
1.8% |
38% |
False |
False |
3,091 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.8% |
33.25 |
1.7% |
38% |
False |
False |
2,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,018.00 |
2.618 |
1,982.00 |
1.618 |
1,960.00 |
1.000 |
1,946.50 |
0.618 |
1,938.00 |
HIGH |
1,924.50 |
0.618 |
1,916.00 |
0.500 |
1,913.50 |
0.382 |
1,911.00 |
LOW |
1,902.50 |
0.618 |
1,889.00 |
1.000 |
1,880.50 |
1.618 |
1,867.00 |
2.618 |
1,845.00 |
4.250 |
1,809.00 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,913.50 |
1,901.75 |
PP |
1,911.50 |
1,895.75 |
S1 |
1,909.75 |
1,889.75 |
|