Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,827.25 |
1,865.25 |
38.00 |
2.1% |
1,876.25 |
High |
1,860.75 |
1,892.75 |
32.00 |
1.7% |
1,884.50 |
Low |
1,822.50 |
1,865.00 |
42.50 |
2.3% |
1,802.50 |
Close |
1,858.25 |
1,888.75 |
30.50 |
1.6% |
1,858.25 |
Range |
38.25 |
27.75 |
-10.50 |
-27.5% |
82.00 |
ATR |
43.97 |
43.29 |
-0.68 |
-1.5% |
0.00 |
Volume |
2,018,154 |
2,034,059 |
15,905 |
0.8% |
13,048,754 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.50 |
1,954.75 |
1,904.00 |
|
R3 |
1,937.75 |
1,927.00 |
1,896.50 |
|
R2 |
1,910.00 |
1,910.00 |
1,893.75 |
|
R1 |
1,899.25 |
1,899.25 |
1,891.25 |
1,904.50 |
PP |
1,882.25 |
1,882.25 |
1,882.25 |
1,884.75 |
S1 |
1,871.50 |
1,871.50 |
1,886.25 |
1,877.00 |
S2 |
1,854.50 |
1,854.50 |
1,883.75 |
|
S3 |
1,826.75 |
1,843.75 |
1,881.00 |
|
S4 |
1,799.00 |
1,816.00 |
1,873.50 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,094.50 |
2,058.25 |
1,903.25 |
|
R3 |
2,012.50 |
1,976.25 |
1,880.75 |
|
R2 |
1,930.50 |
1,930.50 |
1,873.25 |
|
R1 |
1,894.25 |
1,894.25 |
1,865.75 |
1,871.50 |
PP |
1,848.50 |
1,848.50 |
1,848.50 |
1,837.00 |
S1 |
1,812.25 |
1,812.25 |
1,850.75 |
1,789.50 |
S2 |
1,766.50 |
1,766.50 |
1,843.25 |
|
S3 |
1,684.50 |
1,730.25 |
1,835.75 |
|
S4 |
1,602.50 |
1,648.25 |
1,813.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,892.75 |
1,802.50 |
90.25 |
4.8% |
37.50 |
2.0% |
96% |
True |
False |
2,481,660 |
10 |
1,929.25 |
1,802.50 |
126.75 |
6.7% |
42.00 |
2.2% |
68% |
False |
False |
2,460,945 |
20 |
1,940.00 |
1,802.50 |
137.50 |
7.3% |
45.00 |
2.4% |
63% |
False |
False |
2,405,720 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.4% |
42.50 |
2.2% |
32% |
False |
False |
2,137,240 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.6% |
38.25 |
2.0% |
29% |
False |
False |
1,604,917 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.9% |
35.00 |
1.9% |
29% |
False |
False |
1,204,643 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.9% |
34.00 |
1.8% |
29% |
False |
False |
965,006 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.9% |
35.50 |
1.9% |
29% |
False |
False |
804,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.75 |
2.618 |
1,965.50 |
1.618 |
1,937.75 |
1.000 |
1,920.50 |
0.618 |
1,910.00 |
HIGH |
1,892.75 |
0.618 |
1,882.25 |
0.500 |
1,879.00 |
0.382 |
1,875.50 |
LOW |
1,865.00 |
0.618 |
1,847.75 |
1.000 |
1,837.25 |
1.618 |
1,820.00 |
2.618 |
1,792.25 |
4.250 |
1,747.00 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,885.50 |
1,875.00 |
PP |
1,882.25 |
1,861.25 |
S1 |
1,879.00 |
1,847.50 |
|