Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,939.25 |
1,933.50 |
-5.75 |
-0.3% |
1,904.00 |
High |
1,959.25 |
1,947.00 |
-12.25 |
-0.6% |
1,959.25 |
Low |
1,932.50 |
1,917.75 |
-14.75 |
-0.8% |
1,877.25 |
Close |
1,933.50 |
1,920.25 |
-13.25 |
-0.7% |
1,933.50 |
Range |
26.75 |
29.25 |
2.50 |
9.3% |
82.00 |
ATR |
37.79 |
37.18 |
-0.61 |
-1.6% |
0.00 |
Volume |
11,341 |
15,110 |
3,769 |
33.2% |
46,528 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.00 |
1,997.50 |
1,936.25 |
|
R3 |
1,986.75 |
1,968.25 |
1,928.25 |
|
R2 |
1,957.50 |
1,957.50 |
1,925.50 |
|
R1 |
1,939.00 |
1,939.00 |
1,923.00 |
1,933.50 |
PP |
1,928.25 |
1,928.25 |
1,928.25 |
1,925.75 |
S1 |
1,909.75 |
1,909.75 |
1,917.50 |
1,904.50 |
S2 |
1,899.00 |
1,899.00 |
1,915.00 |
|
S3 |
1,869.75 |
1,880.50 |
1,912.25 |
|
S4 |
1,840.50 |
1,851.25 |
1,904.25 |
|
|
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 |
4.3% |
31.50 |
1.6% |
52% |
False |
False |
11,612 |
10 |
1,959.25 |
1,855.00 |
104.25 |
5.4% |
31.25 |
1.6% |
63% |
False |
False |
8,920 |
20 |
1,959.25 |
1,794.50 |
164.75 |
8.6% |
36.25 |
1.9% |
76% |
False |
False |
9,546 |
40 |
2,051.25 |
1,794.50 |
256.75 |
13.4% |
43.00 |
2.2% |
49% |
False |
False |
7,246 |
60 |
2,090.50 |
1,794.50 |
296.00 |
15.4% |
39.50 |
2.1% |
42% |
False |
False |
5,126 |
80 |
2,095.75 |
1,794.50 |
301.25 |
15.7% |
35.25 |
1.8% |
42% |
False |
False |
3,903 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.7% |
32.50 |
1.7% |
42% |
False |
False |
3,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,071.25 |
2.618 |
2,023.50 |
1.618 |
1,994.25 |
1.000 |
1,976.25 |
0.618 |
1,965.00 |
HIGH |
1,947.00 |
0.618 |
1,935.75 |
0.500 |
1,932.50 |
0.382 |
1,929.00 |
LOW |
1,917.75 |
0.618 |
1,899.75 |
1.000 |
1,888.50 |
1.618 |
1,870.50 |
2.618 |
1,841.25 |
4.250 |
1,793.50 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,932.50 |
1,935.25 |
PP |
1,928.25 |
1,930.25 |
S1 |
1,924.25 |
1,925.25 |
|