Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,207.25 |
4,156.50 |
-50.75 |
-1.2% |
4,021.50 |
High |
4,216.50 |
4,218.50 |
2.00 |
0.0% |
4,227.50 |
Low |
4,154.50 |
4,084.75 |
-69.75 |
-1.7% |
4,021.50 |
Close |
4,159.25 |
4,208.50 |
49.25 |
1.2% |
4,161.00 |
Range |
62.00 |
133.75 |
71.75 |
115.7% |
206.00 |
ATR |
105.87 |
107.87 |
1.99 |
1.9% |
0.00 |
Volume |
227,805 |
336,253 |
108,448 |
47.6% |
1,095,835 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,571.75 |
4,524.00 |
4,282.00 |
|
R3 |
4,438.00 |
4,390.25 |
4,245.25 |
|
R2 |
4,304.25 |
4,304.25 |
4,233.00 |
|
R1 |
4,256.50 |
4,256.50 |
4,220.75 |
4,280.50 |
PP |
4,170.50 |
4,170.50 |
4,170.50 |
4,182.50 |
S1 |
4,122.75 |
4,122.75 |
4,196.25 |
4,146.50 |
S2 |
4,036.75 |
4,036.75 |
4,184.00 |
|
S3 |
3,903.00 |
3,989.00 |
4,171.75 |
|
S4 |
3,769.25 |
3,855.25 |
4,135.00 |
|
|
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 |
4,234.00 |
4,084.75 |
149.25 |
3.5% |
84.25 |
2.0% |
83% |
False |
True |
247,527 |
10 |
4,234.00 |
3,862.25 |
371.75 |
8.8% |
95.50 |
2.3% |
93% |
False |
False |
308,899 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.6% |
108.00 |
2.6% |
77% |
False |
False |
358,583 |
40 |
4,697.75 |
3,862.25 |
835.50 |
19.9% |
116.00 |
2.8% |
41% |
False |
False |
369,742 |
60 |
4,734.75 |
3,862.25 |
872.50 |
20.7% |
102.75 |
2.4% |
40% |
False |
False |
292,063 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.7% |
91.25 |
2.2% |
40% |
False |
False |
219,131 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.7% |
86.00 |
2.0% |
40% |
False |
False |
175,365 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.7% |
82.75 |
2.0% |
40% |
False |
False |
146,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,787.00 |
2.618 |
4,568.75 |
1.618 |
4,435.00 |
1.000 |
4,352.25 |
0.618 |
4,301.25 |
HIGH |
4,218.50 |
0.618 |
4,167.50 |
0.500 |
4,151.50 |
0.382 |
4,135.75 |
LOW |
4,084.75 |
0.618 |
4,002.00 |
1.000 |
3,951.00 |
1.618 |
3,868.25 |
2.618 |
3,734.50 |
4.250 |
3,516.25 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,189.50 |
4,192.00 |
PP |
4,170.50 |
4,175.75 |
S1 |
4,151.50 |
4,159.50 |
|