Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,378.0 |
9,268.0 |
-110.0 |
-1.2% |
9,262.0 |
High |
9,425.0 |
9,398.0 |
-27.0 |
-0.3% |
9,548.5 |
Low |
9,120.5 |
9,197.0 |
76.5 |
0.8% |
9,072.0 |
Close |
9,149.0 |
9,327.0 |
178.0 |
1.9% |
9,362.5 |
Range |
304.5 |
201.0 |
-103.5 |
-34.0% |
476.5 |
ATR |
267.8 |
266.5 |
-1.3 |
-0.5% |
0.0 |
Volume |
111,188 |
111,163 |
-25 |
0.0% |
380,879 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,910.3 |
9,819.7 |
9,437.6 |
|
R3 |
9,709.3 |
9,618.7 |
9,382.3 |
|
R2 |
9,508.3 |
9,508.3 |
9,363.9 |
|
R1 |
9,417.7 |
9,417.7 |
9,345.4 |
9,463.0 |
PP |
9,307.3 |
9,307.3 |
9,307.3 |
9,330.0 |
S1 |
9,216.7 |
9,216.7 |
9,308.6 |
9,262.0 |
S2 |
9,106.3 |
9,106.3 |
9,290.2 |
|
S3 |
8,905.3 |
9,015.7 |
9,271.7 |
|
S4 |
8,704.3 |
8,814.7 |
9,216.5 |
|
|
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 |
9,120.5 |
465.5 |
5.0% |
191.1 |
2.0% |
44% |
False |
False |
105,245 |
10 |
9,586.0 |
8,690.5 |
895.5 |
9.6% |
205.4 |
2.2% |
71% |
False |
False |
101,824 |
20 |
9,902.5 |
8,690.5 |
1,212.0 |
13.0% |
240.7 |
2.6% |
53% |
False |
False |
119,421 |
40 |
10,886.0 |
8,690.5 |
2,195.5 |
23.5% |
253.4 |
2.7% |
29% |
False |
False |
119,026 |
60 |
11,439.0 |
8,690.5 |
2,748.5 |
29.5% |
254.7 |
2.7% |
23% |
False |
False |
91,078 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
29.5% |
234.9 |
2.5% |
23% |
False |
False |
68,622 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
29.5% |
225.0 |
2.4% |
23% |
False |
False |
55,114 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
29.5% |
219.6 |
2.4% |
23% |
False |
False |
45,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,252.3 |
2.618 |
9,924.2 |
1.618 |
9,723.2 |
1.000 |
9,599.0 |
0.618 |
9,522.2 |
HIGH |
9,398.0 |
0.618 |
9,321.2 |
0.500 |
9,297.5 |
0.382 |
9,273.8 |
LOW |
9,197.0 |
0.618 |
9,072.8 |
1.000 |
8,996.0 |
1.618 |
8,871.8 |
2.618 |
8,670.8 |
4.250 |
8,342.8 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,317.2 |
9,327.3 |
PP |
9,307.3 |
9,327.2 |
S1 |
9,297.5 |
9,327.1 |
|