Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,262.0 |
9,161.0 |
-101.0 |
-1.1% |
9,314.0 |
High |
9,268.0 |
9,418.0 |
150.0 |
1.6% |
9,334.5 |
Low |
9,072.0 |
9,130.0 |
58.0 |
0.6% |
8,690.5 |
Close |
9,105.5 |
9,376.5 |
271.0 |
3.0% |
8,942.5 |
Range |
196.0 |
288.0 |
92.0 |
46.9% |
644.0 |
ATR |
288.8 |
290.5 |
1.7 |
0.6% |
0.0 |
Volume |
99,593 |
107,998 |
8,405 |
8.4% |
650,289 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,172.2 |
10,062.3 |
9,534.9 |
|
R3 |
9,884.2 |
9,774.3 |
9,455.7 |
|
R2 |
9,596.2 |
9,596.2 |
9,429.3 |
|
R1 |
9,486.3 |
9,486.3 |
9,402.9 |
9,541.3 |
PP |
9,308.2 |
9,308.2 |
9,308.2 |
9,335.6 |
S1 |
9,198.3 |
9,198.3 |
9,350.1 |
9,253.3 |
S2 |
9,020.2 |
9,020.2 |
9,323.7 |
|
S3 |
8,732.2 |
8,910.3 |
9,297.3 |
|
S4 |
8,444.2 |
8,622.3 |
9,218.1 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,921.2 |
10,575.8 |
9,296.7 |
|
R3 |
10,277.2 |
9,931.8 |
9,119.6 |
|
R2 |
9,633.2 |
9,633.2 |
9,060.6 |
|
R1 |
9,287.8 |
9,287.8 |
9,001.5 |
9,138.5 |
PP |
8,989.2 |
8,989.2 |
8,989.2 |
8,914.5 |
S1 |
8,643.8 |
8,643.8 |
8,883.5 |
8,494.5 |
S2 |
8,345.2 |
8,345.2 |
8,824.4 |
|
S3 |
7,701.2 |
7,999.8 |
8,765.4 |
|
S4 |
7,057.2 |
7,355.8 |
8,588.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,418.0 |
8,690.5 |
727.5 |
7.8% |
229.9 |
2.5% |
94% |
True |
False |
110,461 |
10 |
9,620.0 |
8,690.5 |
929.5 |
9.9% |
267.4 |
2.9% |
74% |
False |
False |
129,685 |
20 |
9,923.5 |
8,690.5 |
1,233.0 |
13.1% |
254.4 |
2.7% |
56% |
False |
False |
123,042 |
40 |
10,886.0 |
8,690.5 |
2,195.5 |
23.4% |
262.6 |
2.8% |
31% |
False |
False |
114,940 |
60 |
11,439.0 |
8,690.5 |
2,748.5 |
29.3% |
250.7 |
2.7% |
25% |
False |
False |
80,826 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
29.3% |
236.2 |
2.5% |
25% |
False |
False |
60,973 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
29.3% |
226.3 |
2.4% |
25% |
False |
False |
48,911 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
29.3% |
216.4 |
2.3% |
25% |
False |
False |
40,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,642.0 |
2.618 |
10,172.0 |
1.618 |
9,884.0 |
1.000 |
9,706.0 |
0.618 |
9,596.0 |
HIGH |
9,418.0 |
0.618 |
9,308.0 |
0.500 |
9,274.0 |
0.382 |
9,240.0 |
LOW |
9,130.0 |
0.618 |
8,952.0 |
1.000 |
8,842.0 |
1.618 |
8,664.0 |
2.618 |
8,376.0 |
4.250 |
7,906.0 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,342.3 |
9,288.4 |
PP |
9,308.2 |
9,200.3 |
S1 |
9,274.0 |
9,112.3 |
|