Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,888.25 |
1,926.75 |
38.50 |
2.0% |
1,876.25 |
High |
1,928.00 |
1,933.50 |
5.50 |
0.3% |
1,884.50 |
Low |
1,881.50 |
1,911.25 |
29.75 |
1.6% |
1,802.50 |
Close |
1,922.75 |
1,916.50 |
-6.25 |
-0.3% |
1,858.25 |
Range |
46.50 |
22.25 |
-24.25 |
-52.2% |
82.00 |
ATR |
43.52 |
42.00 |
-1.52 |
-3.5% |
0.00 |
Volume |
1,854,185 |
1,615,605 |
-238,580 |
-12.9% |
13,048,754 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.25 |
1,974.00 |
1,928.75 |
|
R3 |
1,965.00 |
1,951.75 |
1,922.50 |
|
R2 |
1,942.75 |
1,942.75 |
1,920.50 |
|
R1 |
1,929.50 |
1,929.50 |
1,918.50 |
1,925.00 |
PP |
1,920.50 |
1,920.50 |
1,920.50 |
1,918.00 |
S1 |
1,907.25 |
1,907.25 |
1,914.50 |
1,902.75 |
S2 |
1,898.25 |
1,898.25 |
1,912.50 |
|
S3 |
1,876.00 |
1,885.00 |
1,910.50 |
|
S4 |
1,853.75 |
1,862.75 |
1,904.25 |
|
|
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 |
1,933.50 |
1,802.50 |
131.00 |
6.8% |
36.00 |
1.9% |
87% |
True |
False |
2,145,200 |
10 |
1,933.50 |
1,802.50 |
131.00 |
6.8% |
40.00 |
2.1% |
87% |
True |
False |
2,312,864 |
20 |
1,940.00 |
1,802.50 |
137.50 |
7.2% |
42.25 |
2.2% |
83% |
False |
False |
2,242,887 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.2% |
42.00 |
2.2% |
42% |
False |
False |
2,118,140 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.4% |
38.50 |
2.0% |
39% |
False |
False |
1,662,590 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.7% |
35.00 |
1.8% |
38% |
False |
False |
1,247,892 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.7% |
34.00 |
1.8% |
38% |
False |
False |
999,631 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.7% |
34.75 |
1.8% |
38% |
False |
False |
833,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.00 |
2.618 |
1,991.75 |
1.618 |
1,969.50 |
1.000 |
1,955.75 |
0.618 |
1,947.25 |
HIGH |
1,933.50 |
0.618 |
1,925.00 |
0.500 |
1,922.50 |
0.382 |
1,919.75 |
LOW |
1,911.25 |
0.618 |
1,897.50 |
1.000 |
1,889.00 |
1.618 |
1,875.25 |
2.618 |
1,853.00 |
4.250 |
1,816.75 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,922.50 |
1,910.75 |
PP |
1,920.50 |
1,905.00 |
S1 |
1,918.50 |
1,899.25 |
|