Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,003.3 |
1,006.9 |
3.6 |
0.4% |
984.8 |
High |
1,009.5 |
1,024.0 |
14.5 |
1.4% |
1,016.6 |
Low |
994.7 |
1,005.3 |
10.6 |
1.1% |
975.7 |
Close |
1,008.5 |
1,017.0 |
8.5 |
0.8% |
1,008.5 |
Range |
14.8 |
18.7 |
3.9 |
26.4% |
40.9 |
ATR |
26.1 |
25.5 |
-0.5 |
-2.0% |
0.0 |
Volume |
84,004 |
82,325 |
-1,679 |
-2.0% |
404,044 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,071.5 |
1,063.0 |
1,027.3 |
|
R3 |
1,052.8 |
1,044.3 |
1,022.3 |
|
R2 |
1,034.3 |
1,034.3 |
1,020.5 |
|
R1 |
1,025.5 |
1,025.5 |
1,018.8 |
1,029.8 |
PP |
1,015.5 |
1,015.5 |
1,015.5 |
1,017.5 |
S1 |
1,006.8 |
1,006.8 |
1,015.3 |
1,011.3 |
S2 |
996.8 |
996.8 |
1,013.5 |
|
S3 |
978.0 |
988.3 |
1,011.8 |
|
S4 |
959.3 |
969.5 |
1,006.8 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,123.0 |
1,106.8 |
1,031.0 |
|
R3 |
1,082.0 |
1,065.8 |
1,019.8 |
|
R2 |
1,041.3 |
1,041.3 |
1,016.0 |
|
R1 |
1,024.8 |
1,024.8 |
1,012.3 |
1,033.0 |
PP |
1,000.3 |
1,000.3 |
1,000.3 |
1,004.3 |
S1 |
984.0 |
984.0 |
1,004.8 |
992.0 |
S2 |
959.3 |
959.3 |
1,001.0 |
|
S3 |
918.5 |
943.0 |
997.3 |
|
S4 |
877.5 |
902.3 |
986.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,024.0 |
975.7 |
48.3 |
4.7% |
19.8 |
1.9% |
86% |
True |
False |
97,273 |
10 |
1,024.0 |
936.2 |
87.8 |
8.6% |
23.0 |
2.3% |
92% |
True |
False |
128,528 |
20 |
1,035.8 |
936.2 |
99.6 |
9.8% |
25.3 |
2.5% |
81% |
False |
False |
130,351 |
40 |
1,160.0 |
936.2 |
223.8 |
22.0% |
27.0 |
2.7% |
36% |
False |
False |
131,518 |
60 |
1,202.4 |
936.2 |
266.2 |
26.2% |
24.0 |
2.4% |
30% |
False |
False |
109,307 |
80 |
1,202.4 |
936.2 |
266.2 |
26.2% |
21.0 |
2.1% |
30% |
False |
False |
82,194 |
100 |
1,202.4 |
936.2 |
266.2 |
26.2% |
19.3 |
1.9% |
30% |
False |
False |
65,765 |
120 |
1,202.4 |
936.2 |
266.2 |
26.2% |
16.5 |
1.6% |
30% |
False |
False |
54,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,103.5 |
2.618 |
1,073.0 |
1.618 |
1,054.3 |
1.000 |
1,042.8 |
0.618 |
1,035.5 |
HIGH |
1,024.0 |
0.618 |
1,016.8 |
0.500 |
1,014.8 |
0.382 |
1,012.5 |
LOW |
1,005.3 |
0.618 |
993.8 |
1.000 |
986.5 |
1.618 |
975.0 |
2.618 |
956.3 |
4.250 |
925.8 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,016.3 |
1,014.5 |
PP |
1,015.5 |
1,012.0 |
S1 |
1,014.8 |
1,009.3 |
|