Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,926.75 |
1,917.50 |
-9.25 |
-0.5% |
1,865.25 |
High |
1,933.50 |
1,922.75 |
-10.75 |
-0.6% |
1,933.50 |
Low |
1,911.25 |
1,898.50 |
-12.75 |
-0.7% |
1,865.00 |
Close |
1,916.50 |
1,914.50 |
-2.00 |
-0.1% |
1,914.50 |
Range |
22.25 |
24.25 |
2.00 |
9.0% |
68.50 |
ATR |
42.00 |
40.73 |
-1.27 |
-3.0% |
0.00 |
Volume |
1,615,605 |
1,616,647 |
1,042 |
0.1% |
7,120,496 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.75 |
1,973.75 |
1,927.75 |
|
R3 |
1,960.50 |
1,949.50 |
1,921.25 |
|
R2 |
1,936.25 |
1,936.25 |
1,919.00 |
|
R1 |
1,925.25 |
1,925.25 |
1,916.75 |
1,918.50 |
PP |
1,912.00 |
1,912.00 |
1,912.00 |
1,908.50 |
S1 |
1,901.00 |
1,901.00 |
1,912.25 |
1,894.50 |
S2 |
1,887.75 |
1,887.75 |
1,910.00 |
|
S3 |
1,863.50 |
1,876.75 |
1,907.75 |
|
S4 |
1,839.25 |
1,852.50 |
1,901.25 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,109.75 |
2,080.75 |
1,952.25 |
|
R3 |
2,041.25 |
2,012.25 |
1,933.25 |
|
R2 |
1,972.75 |
1,972.75 |
1,927.00 |
|
R1 |
1,943.75 |
1,943.75 |
1,920.75 |
1,958.25 |
PP |
1,904.25 |
1,904.25 |
1,904.25 |
1,911.50 |
S1 |
1,875.25 |
1,875.25 |
1,908.25 |
1,889.75 |
S2 |
1,835.75 |
1,835.75 |
1,902.00 |
|
S3 |
1,767.25 |
1,806.75 |
1,895.75 |
|
S4 |
1,698.75 |
1,738.25 |
1,876.75 |
|
|
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 |
1,822.50 |
111.00 |
5.8% |
31.75 |
1.7% |
83% |
False |
False |
1,827,730 |
10 |
1,933.50 |
1,802.50 |
131.00 |
6.8% |
39.25 |
2.1% |
85% |
False |
False |
2,248,993 |
20 |
1,940.00 |
1,802.50 |
137.50 |
7.2% |
41.00 |
2.1% |
81% |
False |
False |
2,187,249 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.2% |
42.00 |
2.2% |
41% |
False |
False |
2,126,674 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.4% |
38.50 |
2.0% |
38% |
False |
False |
1,689,475 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.7% |
35.00 |
1.8% |
37% |
False |
False |
1,268,046 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.7% |
34.00 |
1.8% |
37% |
False |
False |
1,015,747 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.7% |
34.50 |
1.8% |
37% |
False |
False |
846,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.75 |
2.618 |
1,986.25 |
1.618 |
1,962.00 |
1.000 |
1,947.00 |
0.618 |
1,937.75 |
HIGH |
1,922.75 |
0.618 |
1,913.50 |
0.500 |
1,910.50 |
0.382 |
1,907.75 |
LOW |
1,898.50 |
0.618 |
1,883.50 |
1.000 |
1,874.25 |
1.618 |
1,859.25 |
2.618 |
1,835.00 |
4.250 |
1,795.50 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,913.25 |
1,912.25 |
PP |
1,912.00 |
1,909.75 |
S1 |
1,910.50 |
1,907.50 |
|