Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,924.75 |
1,904.50 |
-20.25 |
-1.1% |
1,855.00 |
High |
1,929.00 |
1,924.25 |
-4.75 |
-0.2% |
1,924.50 |
Low |
1,905.00 |
1,877.25 |
-27.75 |
-1.5% |
1,855.00 |
Close |
1,907.25 |
1,921.00 |
13.75 |
0.7% |
1,905.75 |
Range |
24.00 |
47.00 |
23.00 |
95.8% |
69.50 |
ATR |
38.67 |
39.26 |
0.60 |
1.5% |
0.00 |
Volume |
5,906 |
10,140 |
4,234 |
71.7% |
27,571 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.50 |
2,031.75 |
1,946.75 |
|
R3 |
2,001.50 |
1,984.75 |
1,934.00 |
|
R2 |
1,954.50 |
1,954.50 |
1,929.50 |
|
R1 |
1,937.75 |
1,937.75 |
1,925.25 |
1,946.00 |
PP |
1,907.50 |
1,907.50 |
1,907.50 |
1,911.75 |
S1 |
1,890.75 |
1,890.75 |
1,916.75 |
1,899.00 |
S2 |
1,860.50 |
1,860.50 |
1,912.50 |
|
S3 |
1,813.50 |
1,843.75 |
1,908.00 |
|
S4 |
1,766.50 |
1,796.75 |
1,895.25 |
|
|
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 |
1,877.25 |
57.50 |
3.0% |
30.25 |
1.6% |
76% |
False |
True |
6,252 |
10 |
1,934.75 |
1,794.50 |
140.25 |
7.3% |
34.50 |
1.8% |
90% |
False |
False |
9,277 |
20 |
1,934.75 |
1,794.50 |
140.25 |
7.3% |
38.75 |
2.0% |
90% |
False |
False |
8,684 |
40 |
2,068.00 |
1,794.50 |
273.50 |
14.2% |
42.50 |
2.2% |
46% |
False |
False |
6,314 |
60 |
2,090.50 |
1,794.50 |
296.00 |
15.4% |
39.00 |
2.0% |
43% |
False |
False |
4,429 |
80 |
2,095.75 |
1,794.50 |
301.25 |
15.7% |
35.00 |
1.8% |
42% |
False |
False |
3,406 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.7% |
33.00 |
1.7% |
42% |
False |
False |
2,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,124.00 |
2.618 |
2,047.25 |
1.618 |
2,000.25 |
1.000 |
1,971.25 |
0.618 |
1,953.25 |
HIGH |
1,924.25 |
0.618 |
1,906.25 |
0.500 |
1,900.75 |
0.382 |
1,895.25 |
LOW |
1,877.25 |
0.618 |
1,848.25 |
1.000 |
1,830.25 |
1.618 |
1,801.25 |
2.618 |
1,754.25 |
4.250 |
1,677.50 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,914.25 |
1,916.00 |
PP |
1,907.50 |
1,911.00 |
S1 |
1,900.75 |
1,906.00 |
|