Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,391.0 |
9,458.0 |
67.0 |
0.7% |
9,262.0 |
High |
9,548.5 |
9,474.0 |
-74.5 |
-0.8% |
9,548.5 |
Low |
9,342.5 |
9,316.0 |
-26.5 |
-0.3% |
9,072.0 |
Close |
9,456.5 |
9,362.5 |
-94.0 |
-1.0% |
9,362.5 |
Range |
206.0 |
158.0 |
-48.0 |
-23.3% |
476.5 |
ATR |
284.5 |
275.4 |
-9.0 |
-3.2% |
0.0 |
Volume |
96,688 |
76,600 |
-20,088 |
-20.8% |
380,879 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,858.2 |
9,768.3 |
9,449.4 |
|
R3 |
9,700.2 |
9,610.3 |
9,406.0 |
|
R2 |
9,542.2 |
9,542.2 |
9,391.5 |
|
R1 |
9,452.3 |
9,452.3 |
9,377.0 |
9,418.3 |
PP |
9,384.2 |
9,384.2 |
9,384.2 |
9,367.1 |
S1 |
9,294.3 |
9,294.3 |
9,348.0 |
9,260.3 |
S2 |
9,226.2 |
9,226.2 |
9,333.5 |
|
S3 |
9,068.2 |
9,136.3 |
9,319.1 |
|
S4 |
8,910.2 |
8,978.3 |
9,275.6 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,757.2 |
10,536.3 |
9,624.6 |
|
R3 |
10,280.7 |
10,059.8 |
9,493.5 |
|
R2 |
9,804.2 |
9,804.2 |
9,449.9 |
|
R1 |
9,583.3 |
9,583.3 |
9,406.2 |
9,693.8 |
PP |
9,327.7 |
9,327.7 |
9,327.7 |
9,382.9 |
S1 |
9,106.8 |
9,106.8 |
9,318.8 |
9,217.3 |
S2 |
8,851.2 |
8,851.2 |
9,275.1 |
|
S3 |
8,374.7 |
8,630.3 |
9,231.5 |
|
S4 |
7,898.2 |
8,153.8 |
9,100.4 |
|
|
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 |
8,806.5 |
742.0 |
7.9% |
206.5 |
2.2% |
75% |
False |
False |
92,509 |
10 |
9,548.5 |
8,690.5 |
858.0 |
9.2% |
244.9 |
2.6% |
78% |
False |
False |
119,545 |
20 |
9,923.5 |
8,690.5 |
1,233.0 |
13.2% |
242.6 |
2.6% |
55% |
False |
False |
118,327 |
40 |
10,886.0 |
8,690.5 |
2,195.5 |
23.4% |
258.2 |
2.8% |
31% |
False |
False |
115,151 |
60 |
11,439.0 |
8,690.5 |
2,748.5 |
29.4% |
252.3 |
2.7% |
24% |
False |
False |
83,668 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
29.4% |
233.8 |
2.5% |
24% |
False |
False |
63,096 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
29.4% |
224.4 |
2.4% |
24% |
False |
False |
50,637 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
29.4% |
216.6 |
2.3% |
24% |
False |
False |
42,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,145.5 |
2.618 |
9,887.6 |
1.618 |
9,729.6 |
1.000 |
9,632.0 |
0.618 |
9,571.6 |
HIGH |
9,474.0 |
0.618 |
9,413.6 |
0.500 |
9,395.0 |
0.382 |
9,376.4 |
LOW |
9,316.0 |
0.618 |
9,218.4 |
1.000 |
9,158.0 |
1.618 |
9,060.4 |
2.618 |
8,902.4 |
4.250 |
8,644.5 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,395.0 |
9,354.8 |
PP |
9,384.2 |
9,347.0 |
S1 |
9,373.3 |
9,339.3 |
|