Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,243.00 |
4,225.25 |
-17.75 |
-0.4% |
4,155.25 |
High |
4,230.00 |
4,263.25 |
33.25 |
0.8% |
4,247.75 |
Low |
4,230.00 |
4,184.50 |
-45.50 |
-1.1% |
4,084.75 |
Close |
4,230.00 |
4,201.25 |
-28.75 |
-0.7% |
4,230.00 |
Range |
0.00 |
78.75 |
78.75 |
|
163.00 |
ATR |
99.16 |
97.71 |
-1.46 |
-1.5% |
0.00 |
Volume |
272,803 |
250,315 |
-22,488 |
-8.2% |
1,292,386 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,452.50 |
4,405.75 |
4,244.50 |
|
R3 |
4,373.75 |
4,327.00 |
4,223.00 |
|
R2 |
4,295.00 |
4,295.00 |
4,215.75 |
|
R1 |
4,248.25 |
4,248.25 |
4,208.50 |
4,232.25 |
PP |
4,216.25 |
4,216.25 |
4,216.25 |
4,208.50 |
S1 |
4,169.50 |
4,169.50 |
4,194.00 |
4,153.50 |
S2 |
4,137.50 |
4,137.50 |
4,186.75 |
|
S3 |
4,058.75 |
4,090.75 |
4,179.50 |
|
S4 |
3,980.00 |
4,012.00 |
4,158.00 |
|
|
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 |
4,263.25 |
4,084.75 |
178.50 |
4.2% |
70.50 |
1.7% |
65% |
True |
False |
270,544 |
10 |
4,263.25 |
4,021.50 |
241.75 |
5.8% |
80.50 |
1.9% |
74% |
True |
False |
263,853 |
20 |
4,309.25 |
3,862.25 |
447.00 |
10.6% |
98.25 |
2.3% |
76% |
False |
False |
340,443 |
40 |
4,655.00 |
3,862.25 |
792.75 |
18.9% |
115.00 |
2.7% |
43% |
False |
False |
379,731 |
60 |
4,734.75 |
3,862.25 |
872.50 |
20.8% |
103.50 |
2.5% |
39% |
False |
False |
305,174 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.8% |
91.50 |
2.2% |
39% |
False |
False |
228,985 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.8% |
84.25 |
2.0% |
39% |
False |
False |
183,242 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.8% |
83.50 |
2.0% |
39% |
False |
False |
152,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,598.00 |
2.618 |
4,469.50 |
1.618 |
4,390.75 |
1.000 |
4,342.00 |
0.618 |
4,312.00 |
HIGH |
4,263.25 |
0.618 |
4,233.25 |
0.500 |
4,224.00 |
0.382 |
4,214.50 |
LOW |
4,184.50 |
0.618 |
4,135.75 |
1.000 |
4,105.75 |
1.618 |
4,057.00 |
2.618 |
3,978.25 |
4.250 |
3,849.75 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,224.00 |
4,216.75 |
PP |
4,216.25 |
4,211.50 |
S1 |
4,208.75 |
4,206.50 |
|