Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,865.25 |
1,888.25 |
23.00 |
1.2% |
1,876.25 |
High |
1,892.75 |
1,928.00 |
35.25 |
1.9% |
1,884.50 |
Low |
1,865.00 |
1,881.50 |
16.50 |
0.9% |
1,802.50 |
Close |
1,888.75 |
1,922.75 |
34.00 |
1.8% |
1,858.25 |
Range |
27.75 |
46.50 |
18.75 |
67.6% |
82.00 |
ATR |
43.29 |
43.52 |
0.23 |
0.5% |
0.00 |
Volume |
2,034,059 |
1,854,185 |
-179,874 |
-8.8% |
13,048,754 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.25 |
2,033.00 |
1,948.25 |
|
R3 |
2,003.75 |
1,986.50 |
1,935.50 |
|
R2 |
1,957.25 |
1,957.25 |
1,931.25 |
|
R1 |
1,940.00 |
1,940.00 |
1,927.00 |
1,948.50 |
PP |
1,910.75 |
1,910.75 |
1,910.75 |
1,915.00 |
S1 |
1,893.50 |
1,893.50 |
1,918.50 |
1,902.00 |
S2 |
1,864.25 |
1,864.25 |
1,914.25 |
|
S3 |
1,817.75 |
1,847.00 |
1,910.00 |
|
S4 |
1,771.25 |
1,800.50 |
1,897.25 |
|
|
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 |
1,928.00 |
1,802.50 |
125.50 |
6.5% |
39.25 |
2.0% |
96% |
True |
False |
2,294,055 |
10 |
1,928.00 |
1,802.50 |
125.50 |
6.5% |
42.50 |
2.2% |
96% |
True |
False |
2,436,123 |
20 |
1,940.00 |
1,802.50 |
137.50 |
7.2% |
44.75 |
2.3% |
87% |
False |
False |
2,358,596 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.2% |
42.25 |
2.2% |
44% |
False |
False |
2,130,722 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.4% |
38.25 |
2.0% |
41% |
False |
False |
1,635,723 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.6% |
35.25 |
1.8% |
40% |
False |
False |
1,227,752 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.6% |
34.25 |
1.8% |
40% |
False |
False |
983,517 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.6% |
35.25 |
1.8% |
40% |
False |
False |
819,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,125.50 |
2.618 |
2,049.75 |
1.618 |
2,003.25 |
1.000 |
1,974.50 |
0.618 |
1,956.75 |
HIGH |
1,928.00 |
0.618 |
1,910.25 |
0.500 |
1,904.75 |
0.382 |
1,899.25 |
LOW |
1,881.50 |
0.618 |
1,852.75 |
1.000 |
1,835.00 |
1.618 |
1,806.25 |
2.618 |
1,759.75 |
4.250 |
1,684.00 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,916.75 |
1,907.00 |
PP |
1,910.75 |
1,891.00 |
S1 |
1,904.75 |
1,875.25 |
|