Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,914.00 |
1,933.00 |
19.00 |
1.0% |
1,865.25 |
High |
1,933.75 |
1,951.50 |
17.75 |
0.9% |
1,933.50 |
Low |
1,886.75 |
1,920.25 |
33.50 |
1.8% |
1,865.00 |
Close |
1,930.25 |
1,950.50 |
20.25 |
1.0% |
1,914.50 |
Range |
47.00 |
31.25 |
-15.75 |
-33.5% |
68.50 |
ATR |
39.76 |
39.16 |
-0.61 |
-1.5% |
0.00 |
Volume |
2,315,370 |
1,844,284 |
-471,086 |
-20.3% |
7,120,496 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,034.50 |
2,023.75 |
1,967.75 |
|
R3 |
2,003.25 |
1,992.50 |
1,959.00 |
|
R2 |
1,972.00 |
1,972.00 |
1,956.25 |
|
R1 |
1,961.25 |
1,961.25 |
1,953.25 |
1,966.50 |
PP |
1,940.75 |
1,940.75 |
1,940.75 |
1,943.50 |
S1 |
1,930.00 |
1,930.00 |
1,947.75 |
1,935.50 |
S2 |
1,909.50 |
1,909.50 |
1,944.75 |
|
S3 |
1,878.25 |
1,898.75 |
1,942.00 |
|
S4 |
1,847.00 |
1,867.50 |
1,933.25 |
|
|
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 |
1,951.50 |
1,886.75 |
64.75 |
3.3% |
32.50 |
1.7% |
98% |
True |
False |
1,760,500 |
10 |
1,951.50 |
1,802.50 |
149.00 |
7.6% |
34.25 |
1.8% |
99% |
True |
False |
1,952,850 |
20 |
1,951.50 |
1,802.50 |
149.00 |
7.6% |
38.50 |
2.0% |
99% |
True |
False |
2,164,515 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.0% |
43.25 |
2.2% |
54% |
False |
False |
2,227,057 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.1% |
39.75 |
2.0% |
50% |
False |
False |
1,808,733 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.4% |
36.00 |
1.8% |
49% |
False |
False |
1,357,738 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.4% |
33.75 |
1.7% |
49% |
False |
False |
1,087,327 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.4% |
34.50 |
1.8% |
49% |
False |
False |
906,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,084.25 |
2.618 |
2,033.25 |
1.618 |
2,002.00 |
1.000 |
1,982.75 |
0.618 |
1,970.75 |
HIGH |
1,951.50 |
0.618 |
1,939.50 |
0.500 |
1,936.00 |
0.382 |
1,932.25 |
LOW |
1,920.25 |
0.618 |
1,901.00 |
1.000 |
1,889.00 |
1.618 |
1,869.75 |
2.618 |
1,838.50 |
4.250 |
1,787.50 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,945.50 |
1,940.00 |
PP |
1,940.75 |
1,929.50 |
S1 |
1,936.00 |
1,919.00 |
|