Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,917.50 |
1,911.00 |
-6.50 |
-0.3% |
1,865.25 |
High |
1,922.75 |
1,943.75 |
21.00 |
1.1% |
1,933.50 |
Low |
1,898.50 |
1,908.25 |
9.75 |
0.5% |
1,865.00 |
Close |
1,914.50 |
1,936.25 |
21.75 |
1.1% |
1,914.50 |
Range |
24.25 |
35.50 |
11.25 |
46.4% |
68.50 |
ATR |
40.73 |
40.36 |
-0.37 |
-0.9% |
0.00 |
Volume |
1,616,647 |
1,425,321 |
-191,326 |
-11.8% |
7,120,496 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,036.00 |
2,021.50 |
1,955.75 |
|
R3 |
2,000.50 |
1,986.00 |
1,946.00 |
|
R2 |
1,965.00 |
1,965.00 |
1,942.75 |
|
R1 |
1,950.50 |
1,950.50 |
1,939.50 |
1,957.75 |
PP |
1,929.50 |
1,929.50 |
1,929.50 |
1,933.00 |
S1 |
1,915.00 |
1,915.00 |
1,933.00 |
1,922.25 |
S2 |
1,894.00 |
1,894.00 |
1,929.75 |
|
S3 |
1,858.50 |
1,879.50 |
1,926.50 |
|
S4 |
1,823.00 |
1,844.00 |
1,916.75 |
|
|
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 |
1,943.75 |
1,865.00 |
78.75 |
4.1% |
31.25 |
1.6% |
90% |
True |
False |
1,709,163 |
10 |
1,943.75 |
1,802.50 |
141.25 |
7.3% |
38.00 |
2.0% |
95% |
True |
False |
2,159,457 |
20 |
1,943.75 |
1,802.50 |
141.25 |
7.3% |
40.50 |
2.1% |
95% |
True |
False |
2,153,189 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.1% |
42.00 |
2.2% |
49% |
False |
False |
2,133,685 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.2% |
39.00 |
2.0% |
45% |
False |
False |
1,713,088 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.5% |
35.25 |
1.8% |
45% |
False |
False |
1,285,850 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.5% |
33.75 |
1.7% |
45% |
False |
False |
1,029,956 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.5% |
34.50 |
1.8% |
45% |
False |
False |
858,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,094.50 |
2.618 |
2,036.75 |
1.618 |
2,001.25 |
1.000 |
1,979.25 |
0.618 |
1,965.75 |
HIGH |
1,943.75 |
0.618 |
1,930.25 |
0.500 |
1,926.00 |
0.382 |
1,921.75 |
LOW |
1,908.25 |
0.618 |
1,886.25 |
1.000 |
1,872.75 |
1.618 |
1,850.75 |
2.618 |
1,815.25 |
4.250 |
1,757.50 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,932.75 |
1,931.25 |
PP |
1,929.50 |
1,926.25 |
S1 |
1,926.00 |
1,921.00 |
|