Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,907.25 |
1,904.00 |
-3.25 |
-0.2% |
1,855.00 |
High |
1,913.75 |
1,934.75 |
21.00 |
1.1% |
1,924.50 |
Low |
1,889.75 |
1,900.50 |
10.75 |
0.6% |
1,855.00 |
Close |
1,905.75 |
1,927.50 |
21.75 |
1.1% |
1,905.75 |
Range |
24.00 |
34.25 |
10.25 |
42.7% |
69.50 |
ATR |
40.22 |
39.79 |
-0.43 |
-1.1% |
0.00 |
Volume |
8,046 |
3,577 |
-4,469 |
-55.5% |
27,571 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.75 |
2,009.75 |
1,946.25 |
|
R3 |
1,989.50 |
1,975.50 |
1,937.00 |
|
R2 |
1,955.25 |
1,955.25 |
1,933.75 |
|
R1 |
1,941.25 |
1,941.25 |
1,930.75 |
1,948.25 |
PP |
1,921.00 |
1,921.00 |
1,921.00 |
1,924.50 |
S1 |
1,907.00 |
1,907.00 |
1,924.25 |
1,914.00 |
S2 |
1,886.75 |
1,886.75 |
1,921.25 |
|
S3 |
1,852.50 |
1,872.75 |
1,918.00 |
|
S4 |
1,818.25 |
1,838.50 |
1,908.75 |
|
|
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 |
1,934.75 |
1,855.00 |
79.75 |
4.1% |
31.00 |
1.6% |
91% |
True |
False |
6,229 |
10 |
1,934.75 |
1,794.50 |
140.25 |
7.3% |
37.50 |
1.9% |
95% |
True |
False |
9,538 |
20 |
1,934.75 |
1,794.50 |
140.25 |
7.3% |
40.00 |
2.1% |
95% |
True |
False |
8,234 |
40 |
2,068.00 |
1,794.50 |
273.50 |
14.2% |
41.50 |
2.2% |
49% |
False |
False |
5,970 |
60 |
2,090.50 |
1,794.50 |
296.00 |
15.4% |
38.25 |
2.0% |
45% |
False |
False |
4,164 |
80 |
2,095.75 |
1,794.50 |
301.25 |
15.6% |
34.75 |
1.8% |
44% |
False |
False |
3,231 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.6% |
33.00 |
1.7% |
44% |
False |
False |
2,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,080.25 |
2.618 |
2,024.50 |
1.618 |
1,990.25 |
1.000 |
1,969.00 |
0.618 |
1,956.00 |
HIGH |
1,934.75 |
0.618 |
1,921.75 |
0.500 |
1,917.50 |
0.382 |
1,913.50 |
LOW |
1,900.50 |
0.618 |
1,879.25 |
1.000 |
1,866.25 |
1.618 |
1,845.00 |
2.618 |
1,810.75 |
4.250 |
1,755.00 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,924.25 |
1,922.50 |
PP |
1,921.00 |
1,917.25 |
S1 |
1,917.50 |
1,912.25 |
|