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 |
1,238.9 |
1,219.8 |
-19.1 |
-1.5% |
1,227.2 |
High |
1,241.4 |
1,242.5 |
1.1 |
0.1% |
1,254.7 |
Low |
1,213.4 |
1,219.8 |
6.4 |
0.5% |
1,204.5 |
Close |
1,221.6 |
1,235.8 |
14.2 |
1.2% |
1,221.6 |
Range |
28.0 |
22.7 |
-5.3 |
-18.9% |
50.2 |
ATR |
22.2 |
22.2 |
0.0 |
0.2% |
0.0 |
Volume |
1,132 |
2,884 |
1,752 |
154.8% |
8,306 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.8 |
1,291.0 |
1,248.3 |
|
R3 |
1,278.1 |
1,268.3 |
1,242.0 |
|
R2 |
1,255.4 |
1,255.4 |
1,240.0 |
|
R1 |
1,245.6 |
1,245.6 |
1,237.9 |
1,250.5 |
PP |
1,232.7 |
1,232.7 |
1,232.7 |
1,235.2 |
S1 |
1,222.9 |
1,222.9 |
1,233.7 |
1,227.8 |
S2 |
1,210.0 |
1,210.0 |
1,231.6 |
|
S3 |
1,187.3 |
1,200.2 |
1,229.6 |
|
S4 |
1,164.6 |
1,177.5 |
1,223.3 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.5 |
1,349.8 |
1,249.2 |
|
R3 |
1,327.3 |
1,299.6 |
1,235.4 |
|
R2 |
1,277.1 |
1,277.1 |
1,230.8 |
|
R1 |
1,249.4 |
1,249.4 |
1,226.2 |
1,238.2 |
PP |
1,226.9 |
1,226.9 |
1,226.9 |
1,221.3 |
S1 |
1,199.2 |
1,199.2 |
1,217.0 |
1,188.0 |
S2 |
1,176.7 |
1,176.7 |
1,212.4 |
|
S3 |
1,126.5 |
1,149.0 |
1,207.8 |
|
S4 |
1,076.3 |
1,098.8 |
1,194.0 |
|
|
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 |
1,209.5 |
45.2 |
3.7% |
23.6 |
1.9% |
58% |
False |
False |
2,082 |
10 |
1,254.7 |
1,193.2 |
61.5 |
5.0% |
24.5 |
2.0% |
69% |
False |
False |
2,332 |
20 |
1,263.6 |
1,121.0 |
142.6 |
11.5% |
22.8 |
1.8% |
81% |
False |
False |
2,267 |
40 |
1,263.6 |
1,059.5 |
204.1 |
16.5% |
17.6 |
1.4% |
86% |
False |
False |
1,700 |
60 |
1,263.6 |
1,049.4 |
214.2 |
17.3% |
15.2 |
1.2% |
87% |
False |
False |
1,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.0 |
2.618 |
1,301.9 |
1.618 |
1,279.2 |
1.000 |
1,265.2 |
0.618 |
1,256.5 |
HIGH |
1,242.5 |
0.618 |
1,233.8 |
0.500 |
1,231.2 |
0.382 |
1,228.5 |
LOW |
1,219.8 |
0.618 |
1,205.8 |
1.000 |
1,197.1 |
1.618 |
1,183.1 |
2.618 |
1,160.4 |
4.250 |
1,123.3 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,234.3 |
1,233.6 |
PP |
1,232.7 |
1,231.4 |
S1 |
1,231.2 |
1,229.2 |
|