Trading Metrics calculated at close of trading on 15-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
15-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,712.0 |
4,782.0 |
70.0 |
1.5% |
4,860.0 |
High |
4,755.0 |
4,804.0 |
49.0 |
1.0% |
4,929.0 |
Low |
4,689.0 |
4,732.0 |
43.0 |
0.9% |
4,644.0 |
Close |
4,698.0 |
4,785.0 |
87.0 |
1.9% |
4,698.0 |
Range |
66.0 |
72.0 |
6.0 |
9.1% |
285.0 |
ATR |
92.2 |
93.2 |
1.0 |
1.1% |
0.0 |
Volume |
29,738 |
30,320 |
582 |
2.0% |
148,705 |
|
Daily Pivots for day following 15-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,989.7 |
4,959.3 |
4,824.6 |
|
R3 |
4,917.7 |
4,887.3 |
4,804.8 |
|
R2 |
4,845.7 |
4,845.7 |
4,798.2 |
|
R1 |
4,815.3 |
4,815.3 |
4,791.6 |
4,830.5 |
PP |
4,773.7 |
4,773.7 |
4,773.7 |
4,781.3 |
S1 |
4,743.3 |
4,743.3 |
4,778.4 |
4,758.5 |
S2 |
4,701.7 |
4,701.7 |
4,771.8 |
|
S3 |
4,629.7 |
4,671.3 |
4,765.2 |
|
S4 |
4,557.7 |
4,599.3 |
4,745.4 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,612.0 |
5,440.0 |
4,854.8 |
|
R3 |
5,327.0 |
5,155.0 |
4,776.4 |
|
R2 |
5,042.0 |
5,042.0 |
4,750.3 |
|
R1 |
4,870.0 |
4,870.0 |
4,724.1 |
4,813.5 |
PP |
4,757.0 |
4,757.0 |
4,757.0 |
4,728.8 |
S1 |
4,585.0 |
4,585.0 |
4,671.9 |
4,528.5 |
S2 |
4,472.0 |
4,472.0 |
4,645.8 |
|
S3 |
4,187.0 |
4,300.0 |
4,619.6 |
|
S4 |
3,902.0 |
4,015.0 |
4,541.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,859.0 |
4,644.0 |
215.0 |
4.5% |
92.0 |
1.9% |
66% |
False |
False |
32,316 |
10 |
4,998.0 |
4,644.0 |
354.0 |
7.4% |
82.2 |
1.7% |
40% |
False |
False |
30,262 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.9% |
76.0 |
1.6% |
37% |
False |
False |
31,515 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.6% |
79.4 |
1.7% |
22% |
False |
False |
30,584 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.6% |
69.5 |
1.5% |
22% |
False |
False |
23,778 |
80 |
5,307.0 |
4,644.0 |
663.0 |
13.9% |
59.8 |
1.3% |
21% |
False |
False |
17,868 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.9% |
54.9 |
1.1% |
21% |
False |
False |
14,307 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.9% |
49.0 |
1.0% |
21% |
False |
False |
11,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,110.0 |
2.618 |
4,992.5 |
1.618 |
4,920.5 |
1.000 |
4,876.0 |
0.618 |
4,848.5 |
HIGH |
4,804.0 |
0.618 |
4,776.5 |
0.500 |
4,768.0 |
0.382 |
4,759.5 |
LOW |
4,732.0 |
0.618 |
4,687.5 |
1.000 |
4,660.0 |
1.618 |
4,615.5 |
2.618 |
4,543.5 |
4.250 |
4,426.0 |
|
|
Fisher Pivots for day following 15-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,779.3 |
4,772.2 |
PP |
4,773.7 |
4,759.3 |
S1 |
4,768.0 |
4,746.5 |
|