Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,880.0 |
4,910.0 |
30.0 |
0.6% |
4,860.0 |
High |
4,888.0 |
4,961.0 |
73.0 |
1.5% |
4,929.0 |
Low |
4,825.0 |
4,900.0 |
75.0 |
1.6% |
4,644.0 |
Close |
4,838.0 |
4,956.0 |
118.0 |
2.4% |
4,698.0 |
Range |
63.0 |
61.0 |
-2.0 |
-3.2% |
285.0 |
ATR |
91.8 |
94.1 |
2.2 |
2.4% |
0.0 |
Volume |
32,709 |
33,905 |
1,196 |
3.7% |
148,705 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,122.0 |
5,100.0 |
4,989.6 |
|
R3 |
5,061.0 |
5,039.0 |
4,972.8 |
|
R2 |
5,000.0 |
5,000.0 |
4,967.2 |
|
R1 |
4,978.0 |
4,978.0 |
4,961.6 |
4,989.0 |
PP |
4,939.0 |
4,939.0 |
4,939.0 |
4,944.5 |
S1 |
4,917.0 |
4,917.0 |
4,950.4 |
4,928.0 |
S2 |
4,878.0 |
4,878.0 |
4,944.8 |
|
S3 |
4,817.0 |
4,856.0 |
4,939.2 |
|
S4 |
4,756.0 |
4,795.0 |
4,922.5 |
|
|
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 |
4,961.0 |
4,689.0 |
272.0 |
5.5% |
73.4 |
1.5% |
98% |
True |
False |
32,162 |
10 |
4,961.0 |
4,644.0 |
317.0 |
6.4% |
81.8 |
1.7% |
98% |
True |
False |
30,074 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.6% |
75.4 |
1.5% |
82% |
False |
False |
31,647 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.2% |
78.6 |
1.6% |
48% |
False |
False |
29,779 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.2% |
71.9 |
1.4% |
48% |
False |
False |
25,439 |
80 |
5,307.0 |
4,644.0 |
663.0 |
13.4% |
62.3 |
1.3% |
47% |
False |
False |
19,126 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.4% |
56.3 |
1.1% |
47% |
False |
False |
15,312 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.4% |
49.9 |
1.0% |
47% |
False |
False |
12,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,220.3 |
2.618 |
5,120.7 |
1.618 |
5,059.7 |
1.000 |
5,022.0 |
0.618 |
4,998.7 |
HIGH |
4,961.0 |
0.618 |
4,937.7 |
0.500 |
4,930.5 |
0.382 |
4,923.3 |
LOW |
4,900.0 |
0.618 |
4,862.3 |
1.000 |
4,839.0 |
1.618 |
4,801.3 |
2.618 |
4,740.3 |
4.250 |
4,640.8 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,947.5 |
4,926.3 |
PP |
4,939.0 |
4,896.7 |
S1 |
4,930.5 |
4,867.0 |
|