Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,828.0 |
4,880.0 |
52.0 |
1.1% |
4,860.0 |
High |
4,878.0 |
4,888.0 |
10.0 |
0.2% |
4,929.0 |
Low |
4,773.0 |
4,825.0 |
52.0 |
1.1% |
4,644.0 |
Close |
4,875.0 |
4,838.0 |
-37.0 |
-0.8% |
4,698.0 |
Range |
105.0 |
63.0 |
-42.0 |
-40.0% |
285.0 |
ATR |
94.0 |
91.8 |
-2.2 |
-2.4% |
0.0 |
Volume |
34,142 |
32,709 |
-1,433 |
-4.2% |
148,705 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,039.3 |
5,001.7 |
4,872.7 |
|
R3 |
4,976.3 |
4,938.7 |
4,855.3 |
|
R2 |
4,913.3 |
4,913.3 |
4,849.6 |
|
R1 |
4,875.7 |
4,875.7 |
4,843.8 |
4,863.0 |
PP |
4,850.3 |
4,850.3 |
4,850.3 |
4,844.0 |
S1 |
4,812.7 |
4,812.7 |
4,832.2 |
4,800.0 |
S2 |
4,787.3 |
4,787.3 |
4,826.5 |
|
S3 |
4,724.3 |
4,749.7 |
4,820.7 |
|
S4 |
4,661.3 |
4,686.7 |
4,803.4 |
|
|
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 |
4,888.0 |
4,689.0 |
199.0 |
4.1% |
74.0 |
1.5% |
75% |
True |
False |
30,419 |
10 |
4,940.0 |
4,644.0 |
296.0 |
6.1% |
84.0 |
1.7% |
66% |
False |
False |
29,854 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.8% |
77.2 |
1.6% |
51% |
False |
False |
31,824 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
79.4 |
1.6% |
30% |
False |
False |
29,703 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
70.8 |
1.5% |
30% |
False |
False |
24,874 |
80 |
5,307.0 |
4,644.0 |
663.0 |
13.7% |
61.9 |
1.3% |
29% |
False |
False |
18,703 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.7% |
55.9 |
1.2% |
29% |
False |
False |
14,975 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.7% |
49.4 |
1.0% |
29% |
False |
False |
12,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,155.8 |
2.618 |
5,052.9 |
1.618 |
4,989.9 |
1.000 |
4,951.0 |
0.618 |
4,926.9 |
HIGH |
4,888.0 |
0.618 |
4,863.9 |
0.500 |
4,856.5 |
0.382 |
4,849.1 |
LOW |
4,825.0 |
0.618 |
4,786.1 |
1.000 |
4,762.0 |
1.618 |
4,723.1 |
2.618 |
4,660.1 |
4.250 |
4,557.3 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,856.5 |
4,828.7 |
PP |
4,850.3 |
4,819.3 |
S1 |
4,844.2 |
4,810.0 |
|