Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,204.5 |
1,207.4 |
2.9 |
0.2% |
1,172.4 |
High |
1,214.8 |
1,240.7 |
25.9 |
2.1% |
1,263.6 |
Low |
1,198.1 |
1,205.7 |
7.6 |
0.6% |
1,166.9 |
Close |
1,212.2 |
1,227.3 |
15.1 |
1.2% |
1,240.3 |
Range |
16.7 |
35.0 |
18.3 |
109.6% |
96.7 |
ATR |
20.8 |
21.8 |
1.0 |
4.9% |
0.0 |
Volume |
5,190 |
3,674 |
-1,516 |
-29.2% |
13,678 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.6 |
1,313.4 |
1,246.6 |
|
R3 |
1,294.6 |
1,278.4 |
1,236.9 |
|
R2 |
1,259.6 |
1,259.6 |
1,233.7 |
|
R1 |
1,243.4 |
1,243.4 |
1,230.5 |
1,251.5 |
PP |
1,224.6 |
1,224.6 |
1,224.6 |
1,228.6 |
S1 |
1,208.4 |
1,208.4 |
1,224.1 |
1,216.5 |
S2 |
1,189.6 |
1,189.6 |
1,220.9 |
|
S3 |
1,154.6 |
1,173.4 |
1,217.7 |
|
S4 |
1,119.6 |
1,138.4 |
1,208.1 |
|
|
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 |
1,193.2 |
70.4 |
5.7% |
33.8 |
2.8% |
48% |
False |
False |
3,318 |
10 |
1,263.6 |
1,142.5 |
121.1 |
9.9% |
27.3 |
2.2% |
70% |
False |
False |
2,989 |
20 |
1,263.6 |
1,094.0 |
169.6 |
13.8% |
18.8 |
1.5% |
79% |
False |
False |
2,149 |
40 |
1,263.6 |
1,059.5 |
204.1 |
16.6% |
15.0 |
1.2% |
82% |
False |
False |
1,433 |
60 |
1,263.6 |
1,049.4 |
214.2 |
17.5% |
13.6 |
1.1% |
83% |
False |
False |
1,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.5 |
2.618 |
1,332.3 |
1.618 |
1,297.3 |
1.000 |
1,275.7 |
0.618 |
1,262.3 |
HIGH |
1,240.7 |
0.618 |
1,227.3 |
0.500 |
1,223.2 |
0.382 |
1,219.1 |
LOW |
1,205.7 |
0.618 |
1,184.1 |
1.000 |
1,170.7 |
1.618 |
1,149.1 |
2.618 |
1,114.1 |
4.250 |
1,057.0 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,225.9 |
1,223.9 |
PP |
1,224.6 |
1,220.4 |
S1 |
1,223.2 |
1,217.0 |
|