Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,904.00 |
1,924.75 |
20.75 |
1.1% |
1,855.00 |
High |
1,934.75 |
1,929.00 |
-5.75 |
-0.3% |
1,924.50 |
Low |
1,900.50 |
1,905.00 |
4.50 |
0.2% |
1,855.00 |
Close |
1,927.50 |
1,907.25 |
-20.25 |
-1.1% |
1,905.75 |
Range |
34.25 |
24.00 |
-10.25 |
-29.9% |
69.50 |
ATR |
39.79 |
38.67 |
-1.13 |
-2.8% |
0.00 |
Volume |
3,577 |
5,906 |
2,329 |
65.1% |
27,571 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.75 |
1,970.50 |
1,920.50 |
|
R3 |
1,961.75 |
1,946.50 |
1,913.75 |
|
R2 |
1,937.75 |
1,937.75 |
1,911.75 |
|
R1 |
1,922.50 |
1,922.50 |
1,909.50 |
1,918.00 |
PP |
1,913.75 |
1,913.75 |
1,913.75 |
1,911.50 |
S1 |
1,898.50 |
1,898.50 |
1,905.00 |
1,894.00 |
S2 |
1,889.75 |
1,889.75 |
1,902.75 |
|
S3 |
1,865.75 |
1,874.50 |
1,900.75 |
|
S4 |
1,841.75 |
1,850.50 |
1,894.00 |
|
|
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 |
1,873.00 |
61.75 |
3.2% |
30.00 |
1.6% |
55% |
False |
False |
5,715 |
10 |
1,934.75 |
1,794.50 |
140.25 |
7.4% |
33.50 |
1.8% |
80% |
False |
False |
9,359 |
20 |
1,934.75 |
1,794.50 |
140.25 |
7.4% |
38.75 |
2.0% |
80% |
False |
False |
8,369 |
40 |
2,068.00 |
1,794.50 |
273.50 |
14.3% |
41.50 |
2.2% |
41% |
False |
False |
6,078 |
60 |
2,090.50 |
1,794.50 |
296.00 |
15.5% |
38.25 |
2.0% |
38% |
False |
False |
4,261 |
80 |
2,095.75 |
1,794.50 |
301.25 |
15.8% |
34.75 |
1.8% |
37% |
False |
False |
3,302 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.8% |
33.00 |
1.7% |
37% |
False |
False |
2,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,031.00 |
2.618 |
1,991.75 |
1.618 |
1,967.75 |
1.000 |
1,953.00 |
0.618 |
1,943.75 |
HIGH |
1,929.00 |
0.618 |
1,919.75 |
0.500 |
1,917.00 |
0.382 |
1,914.25 |
LOW |
1,905.00 |
0.618 |
1,890.25 |
1.000 |
1,881.00 |
1.618 |
1,866.25 |
2.618 |
1,842.25 |
4.250 |
1,803.00 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,917.00 |
1,912.25 |
PP |
1,913.75 |
1,910.50 |
S1 |
1,910.50 |
1,909.00 |
|