Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,208.25 |
4,156.25 |
-52.00 |
-1.2% |
4,021.50 |
High |
4,227.50 |
4,175.00 |
-52.50 |
-1.2% |
4,227.50 |
Low |
4,144.00 |
4,120.25 |
-23.75 |
-0.6% |
4,021.50 |
Close |
4,155.00 |
4,161.00 |
6.00 |
0.1% |
4,161.00 |
Range |
83.50 |
54.75 |
-28.75 |
-34.4% |
206.00 |
ATR |
115.24 |
110.92 |
-4.32 |
-3.7% |
0.00 |
Volume |
254,579 |
229,019 |
-25,560 |
-10.0% |
1,095,835 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,316.25 |
4,293.50 |
4,191.00 |
|
R3 |
4,261.50 |
4,238.75 |
4,176.00 |
|
R2 |
4,206.75 |
4,206.75 |
4,171.00 |
|
R1 |
4,184.00 |
4,184.00 |
4,166.00 |
4,195.50 |
PP |
4,152.00 |
4,152.00 |
4,152.00 |
4,157.75 |
S1 |
4,129.25 |
4,129.25 |
4,156.00 |
4,140.50 |
S2 |
4,097.25 |
4,097.25 |
4,151.00 |
|
S3 |
4,042.50 |
4,074.50 |
4,146.00 |
|
S4 |
3,987.75 |
4,019.75 |
4,131.00 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,754.75 |
4,663.75 |
4,274.25 |
|
R3 |
4,548.75 |
4,457.75 |
4,217.75 |
|
R2 |
4,342.75 |
4,342.75 |
4,198.75 |
|
R1 |
4,251.75 |
4,251.75 |
4,180.00 |
4,297.25 |
PP |
4,136.75 |
4,136.75 |
4,136.75 |
4,159.50 |
S1 |
4,045.75 |
4,045.75 |
4,142.00 |
4,091.25 |
S2 |
3,930.75 |
3,930.75 |
4,123.25 |
|
S3 |
3,724.75 |
3,839.75 |
4,104.25 |
|
S4 |
3,518.75 |
3,633.75 |
4,047.75 |
|
|
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 |
3,953.00 |
274.50 |
6.6% |
85.75 |
2.1% |
76% |
False |
False |
280,636 |
10 |
4,227.50 |
3,862.25 |
365.25 |
8.8% |
111.25 |
2.7% |
82% |
False |
False |
382,040 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.7% |
113.25 |
2.7% |
67% |
False |
False |
368,052 |
40 |
4,697.75 |
3,862.25 |
835.50 |
20.1% |
111.75 |
2.7% |
36% |
False |
False |
360,302 |
60 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
100.50 |
2.4% |
34% |
False |
False |
279,533 |
80 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
89.50 |
2.2% |
34% |
False |
False |
209,715 |
100 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
86.50 |
2.1% |
34% |
False |
False |
167,828 |
120 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
81.00 |
1.9% |
34% |
False |
False |
139,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,407.75 |
2.618 |
4,318.25 |
1.618 |
4,263.50 |
1.000 |
4,229.75 |
0.618 |
4,208.75 |
HIGH |
4,175.00 |
0.618 |
4,154.00 |
0.500 |
4,147.50 |
0.382 |
4,141.25 |
LOW |
4,120.25 |
0.618 |
4,086.50 |
1.000 |
4,065.50 |
1.618 |
4,031.75 |
2.618 |
3,977.00 |
4.250 |
3,887.50 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,156.50 |
4,156.50 |
PP |
4,152.00 |
4,152.25 |
S1 |
4,147.50 |
4,148.00 |
|