Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,910.0 |
4,937.0 |
27.0 |
0.5% |
4,782.0 |
High |
4,961.0 |
4,950.0 |
-11.0 |
-0.2% |
4,961.0 |
Low |
4,900.0 |
4,893.0 |
-7.0 |
-0.1% |
4,732.0 |
Close |
4,956.0 |
4,920.0 |
-36.0 |
-0.7% |
4,920.0 |
Range |
61.0 |
57.0 |
-4.0 |
-6.6% |
229.0 |
ATR |
94.1 |
91.8 |
-2.2 |
-2.4% |
0.0 |
Volume |
33,905 |
24,954 |
-8,951 |
-26.4% |
156,030 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,092.0 |
5,063.0 |
4,951.4 |
|
R3 |
5,035.0 |
5,006.0 |
4,935.7 |
|
R2 |
4,978.0 |
4,978.0 |
4,930.5 |
|
R1 |
4,949.0 |
4,949.0 |
4,925.2 |
4,935.0 |
PP |
4,921.0 |
4,921.0 |
4,921.0 |
4,914.0 |
S1 |
4,892.0 |
4,892.0 |
4,914.8 |
4,878.0 |
S2 |
4,864.0 |
4,864.0 |
4,909.6 |
|
S3 |
4,807.0 |
4,835.0 |
4,904.3 |
|
S4 |
4,750.0 |
4,778.0 |
4,888.7 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,558.0 |
5,468.0 |
5,046.0 |
|
R3 |
5,329.0 |
5,239.0 |
4,983.0 |
|
R2 |
5,100.0 |
5,100.0 |
4,962.0 |
|
R1 |
5,010.0 |
5,010.0 |
4,941.0 |
5,055.0 |
PP |
4,871.0 |
4,871.0 |
4,871.0 |
4,893.5 |
S1 |
4,781.0 |
4,781.0 |
4,899.0 |
4,826.0 |
S2 |
4,642.0 |
4,642.0 |
4,878.0 |
|
S3 |
4,413.0 |
4,552.0 |
4,857.0 |
|
S4 |
4,184.0 |
4,323.0 |
4,794.1 |
|
|
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 |
4,732.0 |
229.0 |
4.7% |
71.6 |
1.5% |
82% |
False |
False |
31,206 |
10 |
4,961.0 |
4,644.0 |
317.0 |
6.4% |
81.5 |
1.7% |
87% |
False |
False |
30,473 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.7% |
74.5 |
1.5% |
73% |
False |
False |
30,995 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.3% |
78.0 |
1.6% |
42% |
False |
False |
29,971 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.3% |
72.5 |
1.5% |
42% |
False |
False |
25,854 |
80 |
5,297.0 |
4,644.0 |
653.0 |
13.3% |
62.6 |
1.3% |
42% |
False |
False |
19,438 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.5% |
56.5 |
1.1% |
42% |
False |
False |
15,562 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.5% |
50.4 |
1.0% |
42% |
False |
False |
12,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,192.3 |
2.618 |
5,099.2 |
1.618 |
5,042.2 |
1.000 |
5,007.0 |
0.618 |
4,985.2 |
HIGH |
4,950.0 |
0.618 |
4,928.2 |
0.500 |
4,921.5 |
0.382 |
4,914.8 |
LOW |
4,893.0 |
0.618 |
4,857.8 |
1.000 |
4,836.0 |
1.618 |
4,800.8 |
2.618 |
4,743.8 |
4.250 |
4,650.8 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,921.5 |
4,911.0 |
PP |
4,921.0 |
4,902.0 |
S1 |
4,920.5 |
4,893.0 |
|