Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,156.50 |
4,214.50 |
58.00 |
1.4% |
4,021.50 |
High |
4,218.50 |
4,247.75 |
29.25 |
0.7% |
4,227.50 |
Low |
4,084.75 |
4,170.25 |
85.50 |
2.1% |
4,021.50 |
Close |
4,208.50 |
4,244.25 |
35.75 |
0.8% |
4,161.00 |
Range |
133.75 |
77.50 |
-56.25 |
-42.1% |
206.00 |
ATR |
107.87 |
105.70 |
-2.17 |
-2.0% |
0.00 |
Volume |
336,253 |
265,546 |
-70,707 |
-21.0% |
1,095,835 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,453.25 |
4,426.25 |
4,287.00 |
|
R3 |
4,375.75 |
4,348.75 |
4,265.50 |
|
R2 |
4,298.25 |
4,298.25 |
4,258.50 |
|
R1 |
4,271.25 |
4,271.25 |
4,251.25 |
4,284.75 |
PP |
4,220.75 |
4,220.75 |
4,220.75 |
4,227.50 |
S1 |
4,193.75 |
4,193.75 |
4,237.25 |
4,207.25 |
S2 |
4,143.25 |
4,143.25 |
4,230.00 |
|
S3 |
4,065.75 |
4,116.25 |
4,223.00 |
|
S4 |
3,988.25 |
4,038.75 |
4,201.50 |
|
|
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 |
4,247.75 |
4,084.75 |
163.00 |
3.8% |
83.00 |
2.0% |
98% |
True |
False |
249,720 |
10 |
4,247.75 |
3,862.25 |
385.50 |
9.1% |
91.25 |
2.2% |
99% |
True |
False |
292,763 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.5% |
106.25 |
2.5% |
85% |
False |
False |
351,434 |
40 |
4,697.75 |
3,862.25 |
835.50 |
19.7% |
116.50 |
2.7% |
46% |
False |
False |
373,541 |
60 |
4,734.75 |
3,862.25 |
872.50 |
20.6% |
103.50 |
2.4% |
44% |
False |
False |
296,486 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.6% |
92.00 |
2.2% |
44% |
False |
False |
222,449 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.6% |
85.75 |
2.0% |
44% |
False |
False |
178,019 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.6% |
83.50 |
2.0% |
44% |
False |
False |
148,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,577.00 |
2.618 |
4,450.75 |
1.618 |
4,373.25 |
1.000 |
4,325.25 |
0.618 |
4,295.75 |
HIGH |
4,247.75 |
0.618 |
4,218.25 |
0.500 |
4,209.00 |
0.382 |
4,199.75 |
LOW |
4,170.25 |
0.618 |
4,122.25 |
1.000 |
4,092.75 |
1.618 |
4,044.75 |
2.618 |
3,967.25 |
4.250 |
3,841.00 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,232.50 |
4,218.25 |
PP |
4,220.75 |
4,192.25 |
S1 |
4,209.00 |
4,166.25 |
|