Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,234.0 |
1,235.8 |
1.8 |
0.1% |
1,233.8 |
High |
1,254.7 |
1,245.0 |
-9.7 |
-0.8% |
1,240.7 |
Low |
1,223.7 |
1,227.7 |
4.0 |
0.3% |
1,193.2 |
Close |
1,240.2 |
1,240.0 |
-0.2 |
0.0% |
1,231.8 |
Range |
31.0 |
17.3 |
-13.7 |
-44.2% |
47.5 |
ATR |
22.0 |
21.7 |
-0.3 |
-1.5% |
0.0 |
Volume |
2,775 |
1,589 |
-1,186 |
-42.7% |
12,139 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.5 |
1,282.0 |
1,249.5 |
|
R3 |
1,272.2 |
1,264.7 |
1,244.8 |
|
R2 |
1,254.9 |
1,254.9 |
1,243.2 |
|
R1 |
1,247.4 |
1,247.4 |
1,241.6 |
1,251.2 |
PP |
1,237.6 |
1,237.6 |
1,237.6 |
1,239.4 |
S1 |
1,230.1 |
1,230.1 |
1,238.4 |
1,233.9 |
S2 |
1,220.3 |
1,220.3 |
1,236.8 |
|
S3 |
1,203.0 |
1,212.8 |
1,235.2 |
|
S4 |
1,185.7 |
1,195.5 |
1,230.5 |
|
|
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 |
1,254.7 |
1,204.5 |
50.2 |
4.0% |
20.4 |
1.6% |
71% |
False |
False |
1,737 |
10 |
1,263.6 |
1,193.2 |
70.4 |
5.7% |
27.1 |
2.2% |
66% |
False |
False |
2,527 |
20 |
1,263.6 |
1,111.3 |
152.3 |
12.3% |
21.4 |
1.7% |
85% |
False |
False |
2,191 |
40 |
1,263.6 |
1,059.5 |
204.1 |
16.5% |
16.7 |
1.3% |
88% |
False |
False |
1,610 |
60 |
1,263.6 |
1,049.4 |
214.2 |
17.3% |
14.7 |
1.2% |
89% |
False |
False |
1,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.5 |
2.618 |
1,290.3 |
1.618 |
1,273.0 |
1.000 |
1,262.3 |
0.618 |
1,255.7 |
HIGH |
1,245.0 |
0.618 |
1,238.4 |
0.500 |
1,236.4 |
0.382 |
1,234.3 |
LOW |
1,227.7 |
0.618 |
1,217.0 |
1.000 |
1,210.4 |
1.618 |
1,199.7 |
2.618 |
1,182.4 |
4.250 |
1,154.2 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,238.8 |
1,237.4 |
PP |
1,237.6 |
1,234.7 |
S1 |
1,236.4 |
1,232.1 |
|