Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,911.00 |
1,934.00 |
23.00 |
1.2% |
1,865.25 |
High |
1,943.75 |
1,938.00 |
-5.75 |
-0.3% |
1,933.50 |
Low |
1,908.25 |
1,913.75 |
5.50 |
0.3% |
1,865.00 |
Close |
1,936.25 |
1,916.00 |
-20.25 |
-1.0% |
1,914.50 |
Range |
35.50 |
24.25 |
-11.25 |
-31.7% |
68.50 |
ATR |
40.36 |
39.21 |
-1.15 |
-2.9% |
0.00 |
Volume |
1,425,321 |
1,600,879 |
175,558 |
12.3% |
7,120,496 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.25 |
1,980.00 |
1,929.25 |
|
R3 |
1,971.00 |
1,955.75 |
1,922.75 |
|
R2 |
1,946.75 |
1,946.75 |
1,920.50 |
|
R1 |
1,931.50 |
1,931.50 |
1,918.25 |
1,927.00 |
PP |
1,922.50 |
1,922.50 |
1,922.50 |
1,920.50 |
S1 |
1,907.25 |
1,907.25 |
1,913.75 |
1,902.75 |
S2 |
1,898.25 |
1,898.25 |
1,911.50 |
|
S3 |
1,874.00 |
1,883.00 |
1,909.25 |
|
S4 |
1,849.75 |
1,858.75 |
1,902.75 |
|
|
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 |
1,881.50 |
62.25 |
3.2% |
30.50 |
1.6% |
55% |
False |
False |
1,622,527 |
10 |
1,943.75 |
1,802.50 |
141.25 |
7.4% |
34.00 |
1.8% |
80% |
False |
False |
2,052,093 |
20 |
1,943.75 |
1,802.50 |
141.25 |
7.4% |
39.25 |
2.1% |
80% |
False |
False |
2,151,213 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.2% |
42.00 |
2.2% |
42% |
False |
False |
2,148,607 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.4% |
39.00 |
2.0% |
38% |
False |
False |
1,739,578 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.7% |
35.50 |
1.9% |
38% |
False |
False |
1,305,820 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.7% |
33.75 |
1.8% |
38% |
False |
False |
1,045,861 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.7% |
34.50 |
1.8% |
38% |
False |
False |
871,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,041.00 |
2.618 |
2,001.50 |
1.618 |
1,977.25 |
1.000 |
1,962.25 |
0.618 |
1,953.00 |
HIGH |
1,938.00 |
0.618 |
1,928.75 |
0.500 |
1,926.00 |
0.382 |
1,923.00 |
LOW |
1,913.75 |
0.618 |
1,898.75 |
1.000 |
1,889.50 |
1.618 |
1,874.50 |
2.618 |
1,850.25 |
4.250 |
1,810.75 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,926.00 |
1,921.00 |
PP |
1,922.50 |
1,919.50 |
S1 |
1,919.25 |
1,917.75 |
|