Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,917.50 |
1,907.25 |
-10.25 |
-0.5% |
1,855.00 |
High |
1,924.50 |
1,913.75 |
-10.75 |
-0.6% |
1,924.50 |
Low |
1,902.50 |
1,889.75 |
-12.75 |
-0.7% |
1,855.00 |
Close |
1,907.75 |
1,905.75 |
-2.00 |
-0.1% |
1,905.75 |
Range |
22.00 |
24.00 |
2.00 |
9.1% |
69.50 |
ATR |
41.47 |
40.22 |
-1.25 |
-3.0% |
0.00 |
Volume |
3,594 |
8,046 |
4,452 |
123.9% |
27,571 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.00 |
1,964.50 |
1,919.00 |
|
R3 |
1,951.00 |
1,940.50 |
1,912.25 |
|
R2 |
1,927.00 |
1,927.00 |
1,910.25 |
|
R1 |
1,916.50 |
1,916.50 |
1,908.00 |
1,909.75 |
PP |
1,903.00 |
1,903.00 |
1,903.00 |
1,899.75 |
S1 |
1,892.50 |
1,892.50 |
1,903.50 |
1,885.75 |
S2 |
1,879.00 |
1,879.00 |
1,901.25 |
|
S3 |
1,855.00 |
1,868.50 |
1,899.25 |
|
S4 |
1,831.00 |
1,844.50 |
1,892.50 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,103.50 |
2,074.25 |
1,944.00 |
|
R3 |
2,034.00 |
2,004.75 |
1,924.75 |
|
R2 |
1,964.50 |
1,964.50 |
1,918.50 |
|
R1 |
1,935.25 |
1,935.25 |
1,912.00 |
1,950.00 |
PP |
1,895.00 |
1,895.00 |
1,895.00 |
1,902.50 |
S1 |
1,865.75 |
1,865.75 |
1,899.50 |
1,880.50 |
S2 |
1,825.50 |
1,825.50 |
1,893.00 |
|
S3 |
1,756.00 |
1,796.25 |
1,886.75 |
|
S4 |
1,686.50 |
1,726.75 |
1,867.50 |
|
|
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 |
1,814.25 |
110.25 |
5.8% |
31.75 |
1.7% |
83% |
False |
False |
8,504 |
10 |
1,924.50 |
1,794.50 |
130.00 |
6.8% |
38.75 |
2.0% |
86% |
False |
False |
9,934 |
20 |
1,931.50 |
1,794.50 |
137.00 |
7.2% |
40.50 |
2.1% |
81% |
False |
False |
8,180 |
40 |
2,068.00 |
1,794.50 |
273.50 |
14.4% |
41.50 |
2.2% |
41% |
False |
False |
5,904 |
60 |
2,090.50 |
1,794.50 |
296.00 |
15.5% |
38.00 |
2.0% |
38% |
False |
False |
4,106 |
80 |
2,095.75 |
1,794.50 |
301.25 |
15.8% |
34.50 |
1.8% |
37% |
False |
False |
3,188 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.8% |
33.25 |
1.7% |
37% |
False |
False |
2,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.75 |
2.618 |
1,976.50 |
1.618 |
1,952.50 |
1.000 |
1,937.75 |
0.618 |
1,928.50 |
HIGH |
1,913.75 |
0.618 |
1,904.50 |
0.500 |
1,901.75 |
0.382 |
1,899.00 |
LOW |
1,889.75 |
0.618 |
1,875.00 |
1.000 |
1,865.75 |
1.618 |
1,851.00 |
2.618 |
1,827.00 |
4.250 |
1,787.75 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,904.50 |
1,903.50 |
PP |
1,903.00 |
1,901.00 |
S1 |
1,901.75 |
1,898.75 |
|