Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,458.0 |
9,435.0 |
-23.0 |
-0.2% |
9,262.0 |
High |
9,474.0 |
9,586.0 |
112.0 |
1.2% |
9,548.5 |
Low |
9,316.0 |
9,434.0 |
118.0 |
1.3% |
9,072.0 |
Close |
9,362.5 |
9,571.5 |
209.0 |
2.2% |
9,362.5 |
Range |
158.0 |
152.0 |
-6.0 |
-3.8% |
476.5 |
ATR |
275.4 |
271.7 |
-3.7 |
-1.3% |
0.0 |
Volume |
76,600 |
94,491 |
17,891 |
23.4% |
380,879 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,986.5 |
9,931.0 |
9,655.1 |
|
R3 |
9,834.5 |
9,779.0 |
9,613.3 |
|
R2 |
9,682.5 |
9,682.5 |
9,599.4 |
|
R1 |
9,627.0 |
9,627.0 |
9,585.4 |
9,654.8 |
PP |
9,530.5 |
9,530.5 |
9,530.5 |
9,544.4 |
S1 |
9,475.0 |
9,475.0 |
9,557.6 |
9,502.8 |
S2 |
9,378.5 |
9,378.5 |
9,543.6 |
|
S3 |
9,226.5 |
9,323.0 |
9,529.7 |
|
S4 |
9,074.5 |
9,171.0 |
9,487.9 |
|
|
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 |
9,586.0 |
9,072.0 |
514.0 |
5.4% |
200.0 |
2.1% |
97% |
True |
False |
95,074 |
10 |
9,586.0 |
8,690.5 |
895.5 |
9.4% |
235.5 |
2.5% |
98% |
True |
False |
112,565 |
20 |
9,923.5 |
8,690.5 |
1,233.0 |
12.9% |
243.3 |
2.5% |
71% |
False |
False |
118,420 |
40 |
10,886.0 |
8,690.5 |
2,195.5 |
22.9% |
256.5 |
2.7% |
40% |
False |
False |
115,200 |
60 |
11,439.0 |
8,690.5 |
2,748.5 |
28.7% |
253.2 |
2.6% |
32% |
False |
False |
85,226 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.7% |
232.4 |
2.4% |
32% |
False |
False |
64,267 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.7% |
224.2 |
2.3% |
32% |
False |
False |
51,579 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.7% |
217.4 |
2.3% |
32% |
False |
False |
43,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,232.0 |
2.618 |
9,983.9 |
1.618 |
9,831.9 |
1.000 |
9,738.0 |
0.618 |
9,679.9 |
HIGH |
9,586.0 |
0.618 |
9,527.9 |
0.500 |
9,510.0 |
0.382 |
9,492.1 |
LOW |
9,434.0 |
0.618 |
9,340.1 |
1.000 |
9,282.0 |
1.618 |
9,188.1 |
2.618 |
9,036.1 |
4.250 |
8,788.0 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,551.0 |
9,531.3 |
PP |
9,530.5 |
9,491.2 |
S1 |
9,510.0 |
9,451.0 |
|