Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,021.50 |
4,089.75 |
68.25 |
1.7% |
4,027.25 |
High |
4,104.75 |
4,211.50 |
106.75 |
2.6% |
4,046.00 |
Low |
4,021.50 |
4,068.25 |
46.75 |
1.2% |
3,862.25 |
Close |
4,092.75 |
4,196.75 |
104.00 |
2.5% |
4,006.25 |
Range |
83.25 |
143.25 |
60.00 |
72.1% |
183.75 |
ATR |
115.72 |
117.68 |
1.97 |
1.7% |
0.00 |
Volume |
320,588 |
291,649 |
-28,939 |
-9.0% |
2,281,488 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.50 |
4,536.00 |
4,275.50 |
|
R3 |
4,445.25 |
4,392.75 |
4,236.25 |
|
R2 |
4,302.00 |
4,302.00 |
4,223.00 |
|
R1 |
4,249.50 |
4,249.50 |
4,210.00 |
4,275.75 |
PP |
4,158.75 |
4,158.75 |
4,158.75 |
4,172.00 |
S1 |
4,106.25 |
4,106.25 |
4,183.50 |
4,132.50 |
S2 |
4,015.50 |
4,015.50 |
4,170.50 |
|
S3 |
3,872.25 |
3,963.00 |
4,157.25 |
|
S4 |
3,729.00 |
3,819.75 |
4,118.00 |
|
|
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 |
4,211.50 |
3,862.25 |
349.25 |
8.3% |
106.50 |
2.5% |
96% |
True |
False |
370,272 |
10 |
4,215.00 |
3,862.25 |
352.75 |
8.4% |
119.25 |
2.8% |
95% |
False |
False |
420,447 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.7% |
121.00 |
2.9% |
75% |
False |
False |
402,989 |
40 |
4,697.75 |
3,862.25 |
835.50 |
19.9% |
112.00 |
2.7% |
40% |
False |
False |
361,139 |
60 |
4,734.75 |
3,862.25 |
872.50 |
20.8% |
99.25 |
2.4% |
38% |
False |
False |
271,489 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.8% |
90.50 |
2.2% |
38% |
False |
False |
203,677 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.8% |
87.25 |
2.1% |
38% |
False |
False |
162,993 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.8% |
81.75 |
1.9% |
38% |
False |
False |
135,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,820.25 |
2.618 |
4,586.50 |
1.618 |
4,443.25 |
1.000 |
4,354.75 |
0.618 |
4,300.00 |
HIGH |
4,211.50 |
0.618 |
4,156.75 |
0.500 |
4,140.00 |
0.382 |
4,123.00 |
LOW |
4,068.25 |
0.618 |
3,979.75 |
1.000 |
3,925.00 |
1.618 |
3,836.50 |
2.618 |
3,693.25 |
4.250 |
3,459.50 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,177.75 |
4,158.50 |
PP |
4,158.75 |
4,120.50 |
S1 |
4,140.00 |
4,082.25 |
|