Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,161.0 |
9,391.0 |
230.0 |
2.5% |
9,314.0 |
High |
9,418.0 |
9,548.5 |
130.5 |
1.4% |
9,334.5 |
Low |
9,130.0 |
9,342.5 |
212.5 |
2.3% |
8,690.5 |
Close |
9,376.5 |
9,456.5 |
80.0 |
0.9% |
8,942.5 |
Range |
288.0 |
206.0 |
-82.0 |
-28.5% |
644.0 |
ATR |
290.5 |
284.5 |
-6.0 |
-2.1% |
0.0 |
Volume |
107,998 |
96,688 |
-11,310 |
-10.5% |
650,289 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,067.2 |
9,967.8 |
9,569.8 |
|
R3 |
9,861.2 |
9,761.8 |
9,513.2 |
|
R2 |
9,655.2 |
9,655.2 |
9,494.3 |
|
R1 |
9,555.8 |
9,555.8 |
9,475.4 |
9,605.5 |
PP |
9,449.2 |
9,449.2 |
9,449.2 |
9,474.0 |
S1 |
9,349.8 |
9,349.8 |
9,437.6 |
9,399.5 |
S2 |
9,243.2 |
9,243.2 |
9,418.7 |
|
S3 |
9,037.2 |
9,143.8 |
9,399.9 |
|
S4 |
8,831.2 |
8,937.8 |
9,343.2 |
|
|
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 |
9,548.5 |
8,690.5 |
858.0 |
9.1% |
219.7 |
2.3% |
89% |
True |
False |
98,403 |
10 |
9,620.0 |
8,690.5 |
929.5 |
9.8% |
265.1 |
2.8% |
82% |
False |
False |
124,717 |
20 |
9,923.5 |
8,690.5 |
1,233.0 |
13.0% |
251.4 |
2.7% |
62% |
False |
False |
120,333 |
40 |
10,886.0 |
8,690.5 |
2,195.5 |
23.2% |
262.0 |
2.8% |
35% |
False |
False |
115,715 |
60 |
11,439.0 |
8,690.5 |
2,748.5 |
29.1% |
251.5 |
2.7% |
28% |
False |
False |
82,411 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
29.1% |
236.8 |
2.5% |
28% |
False |
False |
62,159 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
29.1% |
226.2 |
2.4% |
28% |
False |
False |
49,873 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
29.1% |
216.1 |
2.3% |
28% |
False |
False |
41,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,424.0 |
2.618 |
10,087.8 |
1.618 |
9,881.8 |
1.000 |
9,754.5 |
0.618 |
9,675.8 |
HIGH |
9,548.5 |
0.618 |
9,469.8 |
0.500 |
9,445.5 |
0.382 |
9,421.2 |
LOW |
9,342.5 |
0.618 |
9,215.2 |
1.000 |
9,136.5 |
1.618 |
9,009.2 |
2.618 |
8,803.2 |
4.250 |
8,467.0 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,452.8 |
9,407.8 |
PP |
9,449.2 |
9,359.0 |
S1 |
9,445.5 |
9,310.3 |
|