Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,214.50 |
4,243.00 |
28.50 |
0.7% |
4,155.25 |
High |
4,247.75 |
4,230.00 |
-17.75 |
-0.4% |
4,247.75 |
Low |
4,170.25 |
4,230.00 |
59.75 |
1.4% |
4,084.75 |
Close |
4,244.25 |
4,230.00 |
-14.25 |
-0.3% |
4,230.00 |
Range |
77.50 |
0.00 |
-77.50 |
-100.0% |
163.00 |
ATR |
105.70 |
99.16 |
-6.53 |
-6.2% |
0.00 |
Volume |
265,546 |
272,803 |
7,257 |
2.7% |
1,292,386 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,230.00 |
4,230.00 |
4,230.00 |
|
R3 |
4,230.00 |
4,230.00 |
4,230.00 |
|
R2 |
4,230.00 |
4,230.00 |
4,230.00 |
|
R1 |
4,230.00 |
4,230.00 |
4,230.00 |
4,230.00 |
PP |
4,230.00 |
4,230.00 |
4,230.00 |
4,230.00 |
S1 |
4,230.00 |
4,230.00 |
4,230.00 |
4,230.00 |
S2 |
4,230.00 |
4,230.00 |
4,230.00 |
|
S3 |
4,230.00 |
4,230.00 |
4,230.00 |
|
S4 |
4,230.00 |
4,230.00 |
4,230.00 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,676.50 |
4,616.25 |
4,319.75 |
|
R3 |
4,513.50 |
4,453.25 |
4,274.75 |
|
R2 |
4,350.50 |
4,350.50 |
4,260.00 |
|
R1 |
4,290.25 |
4,290.25 |
4,245.00 |
4,320.50 |
PP |
4,187.50 |
4,187.50 |
4,187.50 |
4,202.50 |
S1 |
4,127.25 |
4,127.25 |
4,215.00 |
4,157.50 |
S2 |
4,024.50 |
4,024.50 |
4,200.00 |
|
S3 |
3,861.50 |
3,964.25 |
4,185.25 |
|
S4 |
3,698.50 |
3,801.25 |
4,140.25 |
|
|
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 |
3.9% |
72.25 |
1.7% |
89% |
False |
False |
258,477 |
10 |
4,247.75 |
3,953.00 |
294.75 |
7.0% |
79.00 |
1.9% |
94% |
False |
False |
269,556 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.6% |
101.50 |
2.4% |
82% |
False |
False |
344,370 |
40 |
4,695.00 |
3,862.25 |
832.75 |
19.7% |
114.50 |
2.7% |
44% |
False |
False |
376,409 |
60 |
4,734.75 |
3,862.25 |
872.50 |
20.6% |
102.75 |
2.4% |
42% |
False |
False |
301,017 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.6% |
91.25 |
2.2% |
42% |
False |
False |
225,858 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.6% |
84.25 |
2.0% |
42% |
False |
False |
180,741 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.6% |
83.00 |
2.0% |
42% |
False |
False |
150,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,230.00 |
2.618 |
4,230.00 |
1.618 |
4,230.00 |
1.000 |
4,230.00 |
0.618 |
4,230.00 |
HIGH |
4,230.00 |
0.618 |
4,230.00 |
0.500 |
4,230.00 |
0.382 |
4,230.00 |
LOW |
4,230.00 |
0.618 |
4,230.00 |
1.000 |
4,230.00 |
1.618 |
4,230.00 |
2.618 |
4,230.00 |
4.250 |
4,230.00 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,230.00 |
4,208.75 |
PP |
4,230.00 |
4,187.50 |
S1 |
4,230.00 |
4,166.25 |
|