Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,089.75 |
4,208.25 |
118.50 |
2.9% |
4,027.25 |
High |
4,211.50 |
4,227.50 |
16.00 |
0.4% |
4,046.00 |
Low |
4,068.25 |
4,144.00 |
75.75 |
1.9% |
3,862.25 |
Close |
4,196.75 |
4,155.00 |
-41.75 |
-1.0% |
4,006.25 |
Range |
143.25 |
83.50 |
-59.75 |
-41.7% |
183.75 |
ATR |
117.68 |
115.24 |
-2.44 |
-2.1% |
0.00 |
Volume |
291,649 |
254,579 |
-37,070 |
-12.7% |
2,281,488 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,426.00 |
4,374.00 |
4,201.00 |
|
R3 |
4,342.50 |
4,290.50 |
4,178.00 |
|
R2 |
4,259.00 |
4,259.00 |
4,170.25 |
|
R1 |
4,207.00 |
4,207.00 |
4,162.75 |
4,191.25 |
PP |
4,175.50 |
4,175.50 |
4,175.50 |
4,167.50 |
S1 |
4,123.50 |
4,123.50 |
4,147.25 |
4,107.75 |
S2 |
4,092.00 |
4,092.00 |
4,139.75 |
|
S3 |
4,008.50 |
4,040.00 |
4,132.00 |
|
S4 |
3,925.00 |
3,956.50 |
4,109.00 |
|
|
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 |
4,227.50 |
3,862.25 |
365.25 |
8.8% |
99.50 |
2.4% |
80% |
True |
False |
335,805 |
10 |
4,227.50 |
3,862.25 |
365.25 |
8.8% |
115.25 |
2.8% |
80% |
True |
False |
397,455 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.8% |
115.75 |
2.8% |
65% |
False |
False |
384,306 |
40 |
4,697.75 |
3,862.25 |
835.50 |
20.1% |
112.00 |
2.7% |
35% |
False |
False |
358,992 |
60 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
100.25 |
2.4% |
34% |
False |
False |
275,720 |
80 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
89.75 |
2.2% |
34% |
False |
False |
206,857 |
100 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
87.25 |
2.1% |
34% |
False |
False |
165,538 |
120 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
80.50 |
1.9% |
34% |
False |
False |
137,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,582.50 |
2.618 |
4,446.00 |
1.618 |
4,362.50 |
1.000 |
4,311.00 |
0.618 |
4,279.00 |
HIGH |
4,227.50 |
0.618 |
4,195.50 |
0.500 |
4,185.75 |
0.382 |
4,176.00 |
LOW |
4,144.00 |
0.618 |
4,092.50 |
1.000 |
4,060.50 |
1.618 |
4,009.00 |
2.618 |
3,925.50 |
4.250 |
3,789.00 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,185.75 |
4,144.75 |
PP |
4,175.50 |
4,134.75 |
S1 |
4,165.25 |
4,124.50 |
|