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 |
4,156.25 |
4,155.25 |
-1.00 |
0.0% |
4,021.50 |
High |
4,175.00 |
4,234.00 |
59.00 |
1.4% |
4,227.50 |
Low |
4,120.25 |
4,146.50 |
26.25 |
0.6% |
4,021.50 |
Close |
4,161.00 |
4,214.75 |
53.75 |
1.3% |
4,161.00 |
Range |
54.75 |
87.50 |
32.75 |
59.8% |
206.00 |
ATR |
110.92 |
109.25 |
-1.67 |
-1.5% |
0.00 |
Volume |
229,019 |
189,979 |
-39,040 |
-17.0% |
1,095,835 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,461.00 |
4,425.25 |
4,263.00 |
|
R3 |
4,373.50 |
4,337.75 |
4,238.75 |
|
R2 |
4,286.00 |
4,286.00 |
4,230.75 |
|
R1 |
4,250.25 |
4,250.25 |
4,222.75 |
4,268.00 |
PP |
4,198.50 |
4,198.50 |
4,198.50 |
4,207.25 |
S1 |
4,162.75 |
4,162.75 |
4,206.75 |
4,180.50 |
S2 |
4,111.00 |
4,111.00 |
4,198.75 |
|
S3 |
4,023.50 |
4,075.25 |
4,190.75 |
|
S4 |
3,936.00 |
3,987.75 |
4,166.50 |
|
|
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 |
4,234.00 |
4,021.50 |
212.50 |
5.0% |
90.50 |
2.1% |
91% |
True |
False |
257,162 |
10 |
4,234.00 |
3,862.25 |
371.75 |
8.8% |
102.75 |
2.4% |
95% |
True |
False |
356,730 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.6% |
111.00 |
2.6% |
79% |
False |
False |
361,121 |
40 |
4,697.75 |
3,862.25 |
835.50 |
19.8% |
112.75 |
2.7% |
42% |
False |
False |
360,885 |
60 |
4,734.75 |
3,862.25 |
872.50 |
20.7% |
101.00 |
2.4% |
40% |
False |
False |
282,695 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.7% |
90.25 |
2.1% |
40% |
False |
False |
212,084 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.7% |
86.00 |
2.0% |
40% |
False |
False |
169,727 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.7% |
81.25 |
1.9% |
40% |
False |
False |
141,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,606.00 |
2.618 |
4,463.00 |
1.618 |
4,375.50 |
1.000 |
4,321.50 |
0.618 |
4,288.00 |
HIGH |
4,234.00 |
0.618 |
4,200.50 |
0.500 |
4,190.25 |
0.382 |
4,180.00 |
LOW |
4,146.50 |
0.618 |
4,092.50 |
1.000 |
4,059.00 |
1.618 |
4,005.00 |
2.618 |
3,917.50 |
4.250 |
3,774.50 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,206.50 |
4,202.25 |
PP |
4,198.50 |
4,189.75 |
S1 |
4,190.25 |
4,177.00 |
|