Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,155.25 |
4,207.25 |
52.00 |
1.3% |
4,021.50 |
High |
4,234.00 |
4,216.50 |
-17.50 |
-0.4% |
4,227.50 |
Low |
4,146.50 |
4,154.50 |
8.00 |
0.2% |
4,021.50 |
Close |
4,214.75 |
4,159.25 |
-55.50 |
-1.3% |
4,161.00 |
Range |
87.50 |
62.00 |
-25.50 |
-29.1% |
206.00 |
ATR |
109.25 |
105.87 |
-3.37 |
-3.1% |
0.00 |
Volume |
189,979 |
227,805 |
37,826 |
19.9% |
1,095,835 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,362.75 |
4,323.00 |
4,193.25 |
|
R3 |
4,300.75 |
4,261.00 |
4,176.25 |
|
R2 |
4,238.75 |
4,238.75 |
4,170.50 |
|
R1 |
4,199.00 |
4,199.00 |
4,165.00 |
4,188.00 |
PP |
4,176.75 |
4,176.75 |
4,176.75 |
4,171.25 |
S1 |
4,137.00 |
4,137.00 |
4,153.50 |
4,126.00 |
S2 |
4,114.75 |
4,114.75 |
4,148.00 |
|
S3 |
4,052.75 |
4,075.00 |
4,142.25 |
|
S4 |
3,990.75 |
4,013.00 |
4,125.25 |
|
|
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 |
4,068.25 |
165.75 |
4.0% |
86.25 |
2.1% |
55% |
False |
False |
238,606 |
10 |
4,234.00 |
3,862.25 |
371.75 |
8.9% |
92.75 |
2.2% |
80% |
False |
False |
325,273 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.7% |
107.00 |
2.6% |
66% |
False |
False |
358,131 |
40 |
4,697.75 |
3,862.25 |
835.50 |
20.1% |
113.25 |
2.7% |
36% |
False |
False |
362,887 |
60 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
101.00 |
2.4% |
34% |
False |
False |
286,473 |
80 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
90.50 |
2.2% |
34% |
False |
False |
214,930 |
100 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
85.50 |
2.1% |
34% |
False |
False |
172,004 |
120 |
4,734.75 |
3,862.25 |
872.50 |
21.0% |
81.75 |
2.0% |
34% |
False |
False |
143,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,480.00 |
2.618 |
4,378.75 |
1.618 |
4,316.75 |
1.000 |
4,278.50 |
0.618 |
4,254.75 |
HIGH |
4,216.50 |
0.618 |
4,192.75 |
0.500 |
4,185.50 |
0.382 |
4,178.25 |
LOW |
4,154.50 |
0.618 |
4,116.25 |
1.000 |
4,092.50 |
1.618 |
4,054.25 |
2.618 |
3,992.25 |
4.250 |
3,891.00 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,185.50 |
4,177.00 |
PP |
4,176.75 |
4,171.25 |
S1 |
4,168.00 |
4,165.25 |
|