Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,782.0 |
4,828.0 |
46.0 |
1.0% |
4,860.0 |
High |
4,804.0 |
4,878.0 |
74.0 |
1.5% |
4,929.0 |
Low |
4,732.0 |
4,773.0 |
41.0 |
0.9% |
4,644.0 |
Close |
4,785.0 |
4,875.0 |
90.0 |
1.9% |
4,698.0 |
Range |
72.0 |
105.0 |
33.0 |
45.8% |
285.0 |
ATR |
93.2 |
94.0 |
0.8 |
0.9% |
0.0 |
Volume |
30,320 |
34,142 |
3,822 |
12.6% |
148,705 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,157.0 |
5,121.0 |
4,932.8 |
|
R3 |
5,052.0 |
5,016.0 |
4,903.9 |
|
R2 |
4,947.0 |
4,947.0 |
4,894.3 |
|
R1 |
4,911.0 |
4,911.0 |
4,884.6 |
4,929.0 |
PP |
4,842.0 |
4,842.0 |
4,842.0 |
4,851.0 |
S1 |
4,806.0 |
4,806.0 |
4,865.4 |
4,824.0 |
S2 |
4,737.0 |
4,737.0 |
4,855.8 |
|
S3 |
4,632.0 |
4,701.0 |
4,846.1 |
|
S4 |
4,527.0 |
4,596.0 |
4,817.3 |
|
|
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 |
4,878.0 |
4,644.0 |
234.0 |
4.8% |
95.0 |
1.9% |
99% |
True |
False |
32,541 |
10 |
4,940.0 |
4,644.0 |
296.0 |
6.1% |
85.5 |
1.8% |
78% |
False |
False |
30,248 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.8% |
77.5 |
1.6% |
61% |
False |
False |
31,623 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.4% |
79.7 |
1.6% |
35% |
False |
False |
29,726 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.4% |
71.0 |
1.5% |
35% |
False |
False |
24,329 |
80 |
5,307.0 |
4,644.0 |
663.0 |
13.6% |
61.1 |
1.3% |
35% |
False |
False |
18,294 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.6% |
55.6 |
1.1% |
35% |
False |
False |
14,648 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.6% |
48.9 |
1.0% |
35% |
False |
False |
12,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,324.3 |
2.618 |
5,152.9 |
1.618 |
5,047.9 |
1.000 |
4,983.0 |
0.618 |
4,942.9 |
HIGH |
4,878.0 |
0.618 |
4,837.9 |
0.500 |
4,825.5 |
0.382 |
4,813.1 |
LOW |
4,773.0 |
0.618 |
4,708.1 |
1.000 |
4,668.0 |
1.618 |
4,603.1 |
2.618 |
4,498.1 |
4.250 |
4,326.8 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,858.5 |
4,844.5 |
PP |
4,842.0 |
4,814.0 |
S1 |
4,825.5 |
4,783.5 |
|