Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,435.0 |
9,495.0 |
60.0 |
0.6% |
9,262.0 |
High |
9,586.0 |
9,534.0 |
-52.0 |
-0.5% |
9,548.5 |
Low |
9,434.0 |
9,394.0 |
-40.0 |
-0.4% |
9,072.0 |
Close |
9,571.5 |
9,424.0 |
-147.5 |
-1.5% |
9,362.5 |
Range |
152.0 |
140.0 |
-12.0 |
-7.9% |
476.5 |
ATR |
271.7 |
265.0 |
-6.7 |
-2.5% |
0.0 |
Volume |
94,491 |
132,785 |
38,294 |
40.5% |
380,879 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,870.7 |
9,787.3 |
9,501.0 |
|
R3 |
9,730.7 |
9,647.3 |
9,462.5 |
|
R2 |
9,590.7 |
9,590.7 |
9,449.7 |
|
R1 |
9,507.3 |
9,507.3 |
9,436.8 |
9,479.0 |
PP |
9,450.7 |
9,450.7 |
9,450.7 |
9,436.5 |
S1 |
9,367.3 |
9,367.3 |
9,411.2 |
9,339.0 |
S2 |
9,310.7 |
9,310.7 |
9,398.3 |
|
S3 |
9,170.7 |
9,227.3 |
9,385.5 |
|
S4 |
9,030.7 |
9,087.3 |
9,347.0 |
|
|
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 |
9,130.0 |
456.0 |
4.8% |
188.8 |
2.0% |
64% |
False |
False |
101,712 |
10 |
9,586.0 |
8,690.5 |
895.5 |
9.5% |
207.6 |
2.2% |
82% |
False |
False |
108,388 |
20 |
9,923.5 |
8,690.5 |
1,233.0 |
13.1% |
241.4 |
2.6% |
59% |
False |
False |
120,071 |
40 |
10,886.0 |
8,690.5 |
2,195.5 |
23.3% |
251.8 |
2.7% |
33% |
False |
False |
116,332 |
60 |
11,439.0 |
8,690.5 |
2,748.5 |
29.2% |
254.0 |
2.7% |
27% |
False |
False |
87,420 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
29.2% |
233.0 |
2.5% |
27% |
False |
False |
65,898 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
29.2% |
223.4 |
2.4% |
27% |
False |
False |
52,902 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
29.2% |
217.6 |
2.3% |
27% |
False |
False |
44,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,129.0 |
2.618 |
9,900.5 |
1.618 |
9,760.5 |
1.000 |
9,674.0 |
0.618 |
9,620.5 |
HIGH |
9,534.0 |
0.618 |
9,480.5 |
0.500 |
9,464.0 |
0.382 |
9,447.5 |
LOW |
9,394.0 |
0.618 |
9,307.5 |
1.000 |
9,254.0 |
1.618 |
9,167.5 |
2.618 |
9,027.5 |
4.250 |
8,799.0 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,464.0 |
9,451.0 |
PP |
9,450.7 |
9,442.0 |
S1 |
9,437.3 |
9,433.0 |
|