Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,949.00 |
1,943.00 |
-6.00 |
-0.3% |
1,911.00 |
High |
1,942.75 |
1,956.25 |
13.50 |
0.7% |
1,951.50 |
Low |
1,942.75 |
1,926.50 |
-16.25 |
-0.8% |
1,886.75 |
Close |
1,942.75 |
1,929.50 |
-13.25 |
-0.7% |
1,942.75 |
Range |
0.00 |
29.75 |
29.75 |
|
64.75 |
ATR |
36.91 |
36.40 |
-0.51 |
-1.4% |
0.00 |
Volume |
1,876,651 |
1,826,411 |
-50,240 |
-2.7% |
9,062,505 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.75 |
2,007.75 |
1,945.75 |
|
R3 |
1,997.00 |
1,978.00 |
1,937.75 |
|
R2 |
1,967.25 |
1,967.25 |
1,935.00 |
|
R1 |
1,948.25 |
1,948.25 |
1,932.25 |
1,943.00 |
PP |
1,937.50 |
1,937.50 |
1,937.50 |
1,934.75 |
S1 |
1,918.50 |
1,918.50 |
1,926.75 |
1,913.00 |
S2 |
1,907.75 |
1,907.75 |
1,924.00 |
|
S3 |
1,878.00 |
1,888.75 |
1,921.25 |
|
S4 |
1,848.25 |
1,859.00 |
1,913.25 |
|
|
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 |
1,956.25 |
1,886.75 |
69.50 |
3.6% |
26.50 |
1.4% |
62% |
True |
False |
1,892,719 |
10 |
1,956.25 |
1,865.00 |
91.25 |
4.7% |
28.75 |
1.5% |
71% |
True |
False |
1,800,941 |
20 |
1,956.25 |
1,802.50 |
153.75 |
8.0% |
35.25 |
1.8% |
83% |
True |
False |
2,116,643 |
40 |
2,057.75 |
1,802.50 |
255.25 |
13.2% |
42.75 |
2.2% |
50% |
False |
False |
2,280,802 |
60 |
2,097.75 |
1,802.50 |
295.25 |
15.3% |
39.75 |
2.1% |
43% |
False |
False |
1,869,717 |
80 |
2,102.75 |
1,802.50 |
300.25 |
15.6% |
35.50 |
1.8% |
42% |
False |
False |
1,403,958 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.6% |
33.00 |
1.7% |
42% |
False |
False |
1,124,253 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.6% |
34.00 |
1.8% |
42% |
False |
False |
937,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,082.75 |
2.618 |
2,034.25 |
1.618 |
2,004.50 |
1.000 |
1,986.00 |
0.618 |
1,974.75 |
HIGH |
1,956.25 |
0.618 |
1,945.00 |
0.500 |
1,941.50 |
0.382 |
1,937.75 |
LOW |
1,926.50 |
0.618 |
1,908.00 |
1.000 |
1,896.75 |
1.618 |
1,878.25 |
2.618 |
1,848.50 |
4.250 |
1,800.00 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,941.50 |
1,938.25 |
PP |
1,937.50 |
1,935.25 |
S1 |
1,933.50 |
1,932.50 |
|