Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,923.75 |
1,939.25 |
15.50 |
0.8% |
1,904.00 |
High |
1,941.75 |
1,959.25 |
17.50 |
0.9% |
1,959.25 |
Low |
1,911.25 |
1,932.50 |
21.25 |
1.1% |
1,877.25 |
Close |
1,941.25 |
1,933.50 |
-7.75 |
-0.4% |
1,933.50 |
Range |
30.50 |
26.75 |
-3.75 |
-12.3% |
82.00 |
ATR |
38.64 |
37.79 |
-0.85 |
-2.2% |
0.00 |
Volume |
15,564 |
11,341 |
-4,223 |
-27.1% |
46,528 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,022.00 |
2,004.50 |
1,948.25 |
|
R3 |
1,995.25 |
1,977.75 |
1,940.75 |
|
R2 |
1,968.50 |
1,968.50 |
1,938.50 |
|
R1 |
1,951.00 |
1,951.00 |
1,936.00 |
1,946.50 |
PP |
1,941.75 |
1,941.75 |
1,941.75 |
1,939.50 |
S1 |
1,924.25 |
1,924.25 |
1,931.00 |
1,919.50 |
S2 |
1,915.00 |
1,915.00 |
1,928.50 |
|
S3 |
1,888.25 |
1,897.50 |
1,926.25 |
|
S4 |
1,861.50 |
1,870.75 |
1,918.75 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,169.25 |
2,133.50 |
1,978.50 |
|
R3 |
2,087.25 |
2,051.50 |
1,956.00 |
|
R2 |
2,005.25 |
2,005.25 |
1,948.50 |
|
R1 |
1,969.50 |
1,969.50 |
1,941.00 |
1,987.50 |
PP |
1,923.25 |
1,923.25 |
1,923.25 |
1,932.25 |
S1 |
1,887.50 |
1,887.50 |
1,926.00 |
1,905.50 |
S2 |
1,841.25 |
1,841.25 |
1,918.50 |
|
S3 |
1,759.25 |
1,805.50 |
1,911.00 |
|
S4 |
1,677.25 |
1,723.50 |
1,888.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,959.25 |
1,877.25 |
82.00 |
4.2% |
32.50 |
1.7% |
69% |
True |
False |
9,305 |
10 |
1,959.25 |
1,814.25 |
145.00 |
7.5% |
32.00 |
1.7% |
82% |
True |
False |
8,905 |
20 |
1,959.25 |
1,794.50 |
164.75 |
8.5% |
37.50 |
1.9% |
84% |
True |
False |
9,138 |
40 |
2,068.00 |
1,794.50 |
273.50 |
14.1% |
42.75 |
2.2% |
51% |
False |
False |
6,886 |
60 |
2,090.50 |
1,794.50 |
296.00 |
15.3% |
39.25 |
2.0% |
47% |
False |
False |
4,877 |
80 |
2,095.75 |
1,794.50 |
301.25 |
15.6% |
35.25 |
1.8% |
46% |
False |
False |
3,729 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.6% |
32.50 |
1.7% |
46% |
False |
False |
3,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,073.00 |
2.618 |
2,029.25 |
1.618 |
2,002.50 |
1.000 |
1,986.00 |
0.618 |
1,975.75 |
HIGH |
1,959.25 |
0.618 |
1,949.00 |
0.500 |
1,946.00 |
0.382 |
1,942.75 |
LOW |
1,932.50 |
0.618 |
1,916.00 |
1.000 |
1,905.75 |
1.618 |
1,889.25 |
2.618 |
1,862.50 |
4.250 |
1,818.75 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,946.00 |
1,928.50 |
PP |
1,941.75 |
1,923.25 |
S1 |
1,937.50 |
1,918.25 |
|