Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,420.0 |
9,434.5 |
14.5 |
0.2% |
9,435.0 |
High |
9,575.5 |
9,506.5 |
-69.0 |
-0.7% |
9,586.0 |
Low |
9,411.0 |
9,326.0 |
-85.0 |
-0.9% |
9,120.5 |
Close |
9,525.5 |
9,464.0 |
-61.5 |
-0.6% |
9,525.5 |
Range |
164.5 |
180.5 |
16.0 |
9.7% |
465.5 |
ATR |
265.2 |
260.5 |
-4.7 |
-1.8% |
0.0 |
Volume |
109,711 |
120,989 |
11,278 |
10.3% |
559,338 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,973.7 |
9,899.3 |
9,563.3 |
|
R3 |
9,793.2 |
9,718.8 |
9,513.6 |
|
R2 |
9,612.7 |
9,612.7 |
9,497.1 |
|
R1 |
9,538.3 |
9,538.3 |
9,480.5 |
9,575.5 |
PP |
9,432.2 |
9,432.2 |
9,432.2 |
9,450.8 |
S1 |
9,357.8 |
9,357.8 |
9,447.5 |
9,395.0 |
S2 |
9,251.7 |
9,251.7 |
9,430.9 |
|
S3 |
9,071.2 |
9,177.3 |
9,414.4 |
|
S4 |
8,890.7 |
8,996.8 |
9,364.7 |
|
|
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 |
9,575.5 |
9,120.5 |
455.0 |
4.8% |
198.1 |
2.1% |
75% |
False |
False |
117,167 |
10 |
9,586.0 |
9,072.0 |
514.0 |
5.4% |
199.1 |
2.1% |
76% |
False |
False |
106,120 |
20 |
9,846.0 |
8,690.5 |
1,155.5 |
12.2% |
232.6 |
2.5% |
67% |
False |
False |
121,059 |
40 |
10,886.0 |
8,690.5 |
2,195.5 |
23.2% |
254.6 |
2.7% |
35% |
False |
False |
122,514 |
60 |
11,439.0 |
8,690.5 |
2,748.5 |
29.0% |
255.6 |
2.7% |
28% |
False |
False |
94,913 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
29.0% |
236.0 |
2.5% |
28% |
False |
False |
71,478 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
29.0% |
222.3 |
2.3% |
28% |
False |
False |
57,408 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
29.0% |
219.8 |
2.3% |
28% |
False |
False |
47,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,273.6 |
2.618 |
9,979.0 |
1.618 |
9,798.5 |
1.000 |
9,687.0 |
0.618 |
9,618.0 |
HIGH |
9,506.5 |
0.618 |
9,437.5 |
0.500 |
9,416.3 |
0.382 |
9,395.0 |
LOW |
9,326.0 |
0.618 |
9,214.5 |
1.000 |
9,145.5 |
1.618 |
9,034.0 |
2.618 |
8,853.5 |
4.250 |
8,558.9 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,448.1 |
9,438.1 |
PP |
9,432.2 |
9,412.2 |
S1 |
9,416.3 |
9,386.3 |
|