Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
3,963.25 |
4,021.50 |
58.25 |
1.5% |
4,027.25 |
High |
4,017.50 |
4,104.75 |
87.25 |
2.2% |
4,046.00 |
Low |
3,953.00 |
4,021.50 |
68.50 |
1.7% |
3,862.25 |
Close |
4,006.25 |
4,092.75 |
86.50 |
2.2% |
4,006.25 |
Range |
64.50 |
83.25 |
18.75 |
29.1% |
183.75 |
ATR |
117.04 |
115.72 |
-1.32 |
-1.1% |
0.00 |
Volume |
307,347 |
320,588 |
13,241 |
4.3% |
2,281,488 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,322.75 |
4,291.00 |
4,138.50 |
|
R3 |
4,239.50 |
4,207.75 |
4,115.75 |
|
R2 |
4,156.25 |
4,156.25 |
4,108.00 |
|
R1 |
4,124.50 |
4,124.50 |
4,100.50 |
4,140.50 |
PP |
4,073.00 |
4,073.00 |
4,073.00 |
4,081.00 |
S1 |
4,041.25 |
4,041.25 |
4,085.00 |
4,057.00 |
S2 |
3,989.75 |
3,989.75 |
4,077.50 |
|
S3 |
3,906.50 |
3,958.00 |
4,069.75 |
|
S4 |
3,823.25 |
3,874.75 |
4,047.00 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,522.75 |
4,448.25 |
4,107.25 |
|
R3 |
4,339.00 |
4,264.50 |
4,056.75 |
|
R2 |
4,155.25 |
4,155.25 |
4,040.00 |
|
R1 |
4,080.75 |
4,080.75 |
4,023.00 |
4,026.00 |
PP |
3,971.50 |
3,971.50 |
3,971.50 |
3,944.25 |
S1 |
3,897.00 |
3,897.00 |
3,989.50 |
3,842.50 |
S2 |
3,787.75 |
3,787.75 |
3,972.50 |
|
S3 |
3,604.00 |
3,713.25 |
3,955.75 |
|
S4 |
3,420.25 |
3,529.50 |
3,905.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,104.75 |
3,862.25 |
242.50 |
5.9% |
99.25 |
2.4% |
95% |
True |
False |
411,941 |
10 |
4,287.00 |
3,862.25 |
424.75 |
10.4% |
116.50 |
2.8% |
54% |
False |
False |
422,755 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.9% |
120.00 |
2.9% |
52% |
False |
False |
412,194 |
40 |
4,697.75 |
3,862.25 |
835.50 |
20.4% |
111.50 |
2.7% |
28% |
False |
False |
361,865 |
60 |
4,734.75 |
3,862.25 |
872.50 |
21.3% |
98.50 |
2.4% |
26% |
False |
False |
266,633 |
80 |
4,734.75 |
3,862.25 |
872.50 |
21.3% |
89.50 |
2.2% |
26% |
False |
False |
200,032 |
100 |
4,734.75 |
3,862.25 |
872.50 |
21.3% |
86.50 |
2.1% |
26% |
False |
False |
160,076 |
120 |
4,734.75 |
3,862.25 |
872.50 |
21.3% |
81.75 |
2.0% |
26% |
False |
False |
133,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,458.50 |
2.618 |
4,322.75 |
1.618 |
4,239.50 |
1.000 |
4,188.00 |
0.618 |
4,156.25 |
HIGH |
4,104.75 |
0.618 |
4,073.00 |
0.500 |
4,063.00 |
0.382 |
4,053.25 |
LOW |
4,021.50 |
0.618 |
3,970.00 |
1.000 |
3,938.25 |
1.618 |
3,886.75 |
2.618 |
3,803.50 |
4.250 |
3,667.75 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,083.00 |
4,056.25 |
PP |
4,073.00 |
4,020.00 |
S1 |
4,063.00 |
3,983.50 |
|