Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,207.4 |
1,233.3 |
25.9 |
2.1% |
1,233.8 |
High |
1,240.7 |
1,234.9 |
-5.8 |
-0.5% |
1,240.7 |
Low |
1,205.7 |
1,222.9 |
17.2 |
1.4% |
1,193.2 |
Close |
1,227.3 |
1,231.8 |
4.5 |
0.4% |
1,231.8 |
Range |
35.0 |
12.0 |
-23.0 |
-65.7% |
47.5 |
ATR |
21.8 |
21.1 |
-0.7 |
-3.2% |
0.0 |
Volume |
3,674 |
1,511 |
-2,163 |
-58.9% |
12,139 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.9 |
1,260.8 |
1,238.4 |
|
R3 |
1,253.9 |
1,248.8 |
1,235.1 |
|
R2 |
1,241.9 |
1,241.9 |
1,234.0 |
|
R1 |
1,236.8 |
1,236.8 |
1,232.9 |
1,233.4 |
PP |
1,229.9 |
1,229.9 |
1,229.9 |
1,228.1 |
S1 |
1,224.8 |
1,224.8 |
1,230.7 |
1,221.4 |
S2 |
1,217.9 |
1,217.9 |
1,229.6 |
|
S3 |
1,205.9 |
1,212.8 |
1,228.5 |
|
S4 |
1,193.9 |
1,200.8 |
1,225.2 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.4 |
1,345.6 |
1,257.9 |
|
R3 |
1,316.9 |
1,298.1 |
1,244.9 |
|
R2 |
1,269.4 |
1,269.4 |
1,240.5 |
|
R1 |
1,250.6 |
1,250.6 |
1,236.2 |
1,236.3 |
PP |
1,221.9 |
1,221.9 |
1,221.9 |
1,214.7 |
S1 |
1,203.1 |
1,203.1 |
1,227.4 |
1,188.8 |
S2 |
1,174.4 |
1,174.4 |
1,223.1 |
|
S3 |
1,126.9 |
1,155.6 |
1,218.7 |
|
S4 |
1,079.4 |
1,108.1 |
1,205.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,247.0 |
1,193.2 |
53.8 |
4.4% |
23.4 |
1.9% |
72% |
False |
False |
2,684 |
10 |
1,263.6 |
1,148.8 |
114.8 |
9.3% |
26.9 |
2.2% |
72% |
False |
False |
2,864 |
20 |
1,263.6 |
1,095.9 |
167.7 |
13.6% |
18.9 |
1.5% |
81% |
False |
False |
2,176 |
40 |
1,263.6 |
1,059.5 |
204.1 |
16.6% |
14.9 |
1.2% |
84% |
False |
False |
1,446 |
60 |
1,263.6 |
1,049.4 |
214.2 |
17.4% |
13.8 |
1.1% |
85% |
False |
False |
1,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.9 |
2.618 |
1,266.3 |
1.618 |
1,254.3 |
1.000 |
1,246.9 |
0.618 |
1,242.3 |
HIGH |
1,234.9 |
0.618 |
1,230.3 |
0.500 |
1,228.9 |
0.382 |
1,227.5 |
LOW |
1,222.9 |
0.618 |
1,215.5 |
1.000 |
1,210.9 |
1.618 |
1,203.5 |
2.618 |
1,191.5 |
4.250 |
1,171.9 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,230.8 |
1,227.7 |
PP |
1,229.9 |
1,223.5 |
S1 |
1,228.9 |
1,219.4 |
|