Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,247.0 |
1,233.8 |
-13.2 |
-1.1% |
1,172.4 |
High |
1,247.0 |
1,233.8 |
-13.2 |
-1.1% |
1,263.6 |
Low |
1,234.1 |
1,193.2 |
-40.9 |
-3.3% |
1,166.9 |
Close |
1,240.3 |
1,209.0 |
-31.3 |
-2.5% |
1,240.3 |
Range |
12.9 |
40.6 |
27.7 |
214.7% |
96.7 |
ATR |
19.1 |
21.1 |
2.0 |
10.5% |
0.0 |
Volume |
1,282 |
1,764 |
482 |
37.6% |
13,678 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.8 |
1,312.0 |
1,231.3 |
|
R3 |
1,293.2 |
1,271.4 |
1,220.2 |
|
R2 |
1,252.6 |
1,252.6 |
1,216.4 |
|
R1 |
1,230.8 |
1,230.8 |
1,212.7 |
1,221.4 |
PP |
1,212.0 |
1,212.0 |
1,212.0 |
1,207.3 |
S1 |
1,190.2 |
1,190.2 |
1,205.3 |
1,180.8 |
S2 |
1,171.4 |
1,171.4 |
1,201.6 |
|
S3 |
1,130.8 |
1,149.6 |
1,197.8 |
|
S4 |
1,090.2 |
1,109.0 |
1,186.7 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.7 |
1,473.7 |
1,293.5 |
|
R3 |
1,417.0 |
1,377.0 |
1,266.9 |
|
R2 |
1,320.3 |
1,320.3 |
1,258.0 |
|
R1 |
1,280.3 |
1,280.3 |
1,249.2 |
1,300.3 |
PP |
1,223.6 |
1,223.6 |
1,223.6 |
1,233.6 |
S1 |
1,183.6 |
1,183.6 |
1,231.4 |
1,203.6 |
S2 |
1,126.9 |
1,126.9 |
1,222.6 |
|
S3 |
1,030.2 |
1,086.9 |
1,213.7 |
|
S4 |
933.5 |
990.2 |
1,187.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.6 |
1,183.1 |
80.5 |
6.7% |
29.1 |
2.4% |
32% |
False |
False |
2,184 |
10 |
1,263.6 |
1,125.3 |
138.3 |
11.4% |
24.3 |
2.0% |
61% |
False |
False |
2,331 |
20 |
1,263.6 |
1,084.9 |
178.7 |
14.8% |
17.4 |
1.4% |
69% |
False |
False |
1,806 |
40 |
1,263.6 |
1,049.4 |
214.2 |
17.7% |
14.7 |
1.2% |
75% |
False |
False |
1,246 |
60 |
1,263.6 |
1,049.4 |
214.2 |
17.7% |
12.9 |
1.1% |
75% |
False |
False |
972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.4 |
2.618 |
1,340.1 |
1.618 |
1,299.5 |
1.000 |
1,274.4 |
0.618 |
1,258.9 |
HIGH |
1,233.8 |
0.618 |
1,218.3 |
0.500 |
1,213.5 |
0.382 |
1,208.7 |
LOW |
1,193.2 |
0.618 |
1,168.1 |
1.000 |
1,152.6 |
1.618 |
1,127.5 |
2.618 |
1,086.9 |
4.250 |
1,020.7 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,213.5 |
1,228.4 |
PP |
1,212.0 |
1,221.9 |
S1 |
1,210.5 |
1,215.5 |
|