Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,268.0 |
9,420.0 |
152.0 |
1.6% |
9,435.0 |
High |
9,398.0 |
9,575.5 |
177.5 |
1.9% |
9,586.0 |
Low |
9,197.0 |
9,411.0 |
214.0 |
2.3% |
9,120.5 |
Close |
9,327.0 |
9,525.5 |
198.5 |
2.1% |
9,525.5 |
Range |
201.0 |
164.5 |
-36.5 |
-18.2% |
465.5 |
ATR |
266.5 |
265.2 |
-1.3 |
-0.5% |
0.0 |
Volume |
111,163 |
109,711 |
-1,452 |
-1.3% |
559,338 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,997.5 |
9,926.0 |
9,616.0 |
|
R3 |
9,833.0 |
9,761.5 |
9,570.7 |
|
R2 |
9,668.5 |
9,668.5 |
9,555.7 |
|
R1 |
9,597.0 |
9,597.0 |
9,540.6 |
9,632.8 |
PP |
9,504.0 |
9,504.0 |
9,504.0 |
9,521.9 |
S1 |
9,432.5 |
9,432.5 |
9,510.4 |
9,468.3 |
S2 |
9,339.5 |
9,339.5 |
9,495.3 |
|
S3 |
9,175.0 |
9,268.0 |
9,480.3 |
|
S4 |
9,010.5 |
9,103.5 |
9,435.0 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,807.2 |
10,631.8 |
9,781.5 |
|
R3 |
10,341.7 |
10,166.3 |
9,653.5 |
|
R2 |
9,876.2 |
9,876.2 |
9,610.8 |
|
R1 |
9,700.8 |
9,700.8 |
9,568.2 |
9,788.5 |
PP |
9,410.7 |
9,410.7 |
9,410.7 |
9,454.5 |
S1 |
9,235.3 |
9,235.3 |
9,482.8 |
9,323.0 |
S2 |
8,945.2 |
8,945.2 |
9,440.2 |
|
S3 |
8,479.7 |
8,769.8 |
9,397.5 |
|
S4 |
8,014.2 |
8,304.3 |
9,269.5 |
|
|
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 |
4.9% |
192.4 |
2.0% |
87% |
False |
False |
111,867 |
10 |
9,586.0 |
8,806.5 |
779.5 |
8.2% |
199.5 |
2.1% |
92% |
False |
False |
102,188 |
20 |
9,846.0 |
8,690.5 |
1,155.5 |
12.1% |
233.1 |
2.4% |
72% |
False |
False |
119,838 |
40 |
10,886.0 |
8,690.5 |
2,195.5 |
23.0% |
253.9 |
2.7% |
38% |
False |
False |
120,505 |
60 |
11,439.0 |
8,690.5 |
2,748.5 |
28.9% |
254.3 |
2.7% |
30% |
False |
False |
92,903 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.9% |
235.2 |
2.5% |
30% |
False |
False |
69,968 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.9% |
223.3 |
2.3% |
30% |
False |
False |
56,202 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.9% |
219.8 |
2.3% |
30% |
False |
False |
46,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,274.6 |
2.618 |
10,006.2 |
1.618 |
9,841.7 |
1.000 |
9,740.0 |
0.618 |
9,677.2 |
HIGH |
9,575.5 |
0.618 |
9,512.7 |
0.500 |
9,493.3 |
0.382 |
9,473.8 |
LOW |
9,411.0 |
0.618 |
9,309.3 |
1.000 |
9,246.5 |
1.618 |
9,144.8 |
2.618 |
8,980.3 |
4.250 |
8,711.9 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,514.8 |
9,466.3 |
PP |
9,504.0 |
9,407.2 |
S1 |
9,493.3 |
9,348.0 |
|