Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,933.00 |
1,949.00 |
16.00 |
0.8% |
1,911.00 |
High |
1,951.50 |
1,942.75 |
-8.75 |
-0.4% |
1,951.50 |
Low |
1,920.25 |
1,942.75 |
22.50 |
1.2% |
1,886.75 |
Close |
1,950.50 |
1,942.75 |
-7.75 |
-0.4% |
1,942.75 |
Range |
31.25 |
0.00 |
-31.25 |
-100.0% |
64.75 |
ATR |
39.16 |
36.91 |
-2.24 |
-5.7% |
0.00 |
Volume |
1,844,284 |
1,876,651 |
32,367 |
1.8% |
9,062,505 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.75 |
1,942.75 |
1,942.75 |
|
R3 |
1,942.75 |
1,942.75 |
1,942.75 |
|
R2 |
1,942.75 |
1,942.75 |
1,942.75 |
|
R1 |
1,942.75 |
1,942.75 |
1,942.75 |
1,942.75 |
PP |
1,942.75 |
1,942.75 |
1,942.75 |
1,942.75 |
S1 |
1,942.75 |
1,942.75 |
1,942.75 |
1,942.75 |
S2 |
1,942.75 |
1,942.75 |
1,942.75 |
|
S3 |
1,942.75 |
1,942.75 |
1,942.75 |
|
S4 |
1,942.75 |
1,942.75 |
1,942.75 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,121.25 |
2,096.75 |
1,978.25 |
|
R3 |
2,056.50 |
2,032.00 |
1,960.50 |
|
R2 |
1,991.75 |
1,991.75 |
1,954.50 |
|
R1 |
1,967.25 |
1,967.25 |
1,948.75 |
1,979.50 |
PP |
1,927.00 |
1,927.00 |
1,927.00 |
1,933.00 |
S1 |
1,902.50 |
1,902.50 |
1,936.75 |
1,914.75 |
S2 |
1,862.25 |
1,862.25 |
1,931.00 |
|
S3 |
1,797.50 |
1,837.75 |
1,925.00 |
|
S4 |
1,732.75 |
1,773.00 |
1,907.25 |
|
|
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% |
27.50 |
1.4% |
86% |
False |
False |
1,812,501 |
10 |
1,951.50 |
1,822.50 |
129.00 |
6.6% |
29.75 |
1.5% |
93% |
False |
False |
1,820,115 |
20 |
1,951.50 |
1,802.50 |
149.00 |
7.7% |
36.75 |
1.9% |
94% |
False |
False |
2,145,643 |
40 |
2,075.00 |
1,802.50 |
272.50 |
14.0% |
42.50 |
2.2% |
51% |
False |
False |
2,253,156 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.2% |
39.50 |
2.0% |
48% |
False |
False |
1,839,783 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.5% |
35.75 |
1.8% |
47% |
False |
False |
1,381,166 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.5% |
33.00 |
1.7% |
47% |
False |
False |
1,106,022 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.5% |
34.25 |
1.8% |
47% |
False |
False |
922,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,942.75 |
2.618 |
1,942.75 |
1.618 |
1,942.75 |
1.000 |
1,942.75 |
0.618 |
1,942.75 |
HIGH |
1,942.75 |
0.618 |
1,942.75 |
0.500 |
1,942.75 |
0.382 |
1,942.75 |
LOW |
1,942.75 |
0.618 |
1,942.75 |
1.000 |
1,942.75 |
1.618 |
1,942.75 |
2.618 |
1,942.75 |
4.250 |
1,942.75 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,942.75 |
1,935.00 |
PP |
1,942.75 |
1,927.00 |
S1 |
1,942.75 |
1,919.00 |
|