Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,934.00 |
1,914.00 |
-20.00 |
-1.0% |
1,865.25 |
High |
1,938.00 |
1,933.75 |
-4.25 |
-0.2% |
1,933.50 |
Low |
1,913.75 |
1,886.75 |
-27.00 |
-1.4% |
1,865.00 |
Close |
1,916.00 |
1,930.25 |
14.25 |
0.7% |
1,914.50 |
Range |
24.25 |
47.00 |
22.75 |
93.8% |
68.50 |
ATR |
39.21 |
39.76 |
0.56 |
1.4% |
0.00 |
Volume |
1,600,879 |
2,315,370 |
714,491 |
44.6% |
7,120,496 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.00 |
2,041.00 |
1,956.00 |
|
R3 |
2,011.00 |
1,994.00 |
1,943.25 |
|
R2 |
1,964.00 |
1,964.00 |
1,938.75 |
|
R1 |
1,947.00 |
1,947.00 |
1,934.50 |
1,955.50 |
PP |
1,917.00 |
1,917.00 |
1,917.00 |
1,921.00 |
S1 |
1,900.00 |
1,900.00 |
1,926.00 |
1,908.50 |
S2 |
1,870.00 |
1,870.00 |
1,921.75 |
|
S3 |
1,823.00 |
1,853.00 |
1,917.25 |
|
S4 |
1,776.00 |
1,806.00 |
1,904.50 |
|
|
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 |
1,886.75 |
57.00 |
3.0% |
30.75 |
1.6% |
76% |
False |
True |
1,714,764 |
10 |
1,943.75 |
1,802.50 |
141.25 |
7.3% |
35.00 |
1.8% |
90% |
False |
False |
2,004,410 |
20 |
1,943.75 |
1,802.50 |
141.25 |
7.3% |
39.25 |
2.0% |
90% |
False |
False |
2,177,969 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.1% |
43.00 |
2.2% |
47% |
False |
False |
2,198,361 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.3% |
39.50 |
2.0% |
43% |
False |
False |
1,778,106 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.6% |
35.75 |
1.9% |
43% |
False |
False |
1,334,708 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.6% |
33.75 |
1.7% |
43% |
False |
False |
1,068,944 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.6% |
34.50 |
1.8% |
43% |
False |
False |
891,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,133.50 |
2.618 |
2,056.75 |
1.618 |
2,009.75 |
1.000 |
1,980.75 |
0.618 |
1,962.75 |
HIGH |
1,933.75 |
0.618 |
1,915.75 |
0.500 |
1,910.25 |
0.382 |
1,904.75 |
LOW |
1,886.75 |
0.618 |
1,857.75 |
1.000 |
1,839.75 |
1.618 |
1,810.75 |
2.618 |
1,763.75 |
4.250 |
1,687.00 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,923.50 |
1,925.25 |
PP |
1,917.00 |
1,920.25 |
S1 |
1,910.25 |
1,915.25 |
|