Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,937.0 |
4,925.0 |
-12.0 |
-0.2% |
4,782.0 |
High |
4,950.0 |
4,968.0 |
18.0 |
0.4% |
4,961.0 |
Low |
4,893.0 |
4,907.0 |
14.0 |
0.3% |
4,732.0 |
Close |
4,920.0 |
4,961.0 |
41.0 |
0.8% |
4,920.0 |
Range |
57.0 |
61.0 |
4.0 |
7.0% |
229.0 |
ATR |
91.8 |
89.6 |
-2.2 |
-2.4% |
0.0 |
Volume |
24,954 |
24,378 |
-576 |
-2.3% |
156,030 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,128.3 |
5,105.7 |
4,994.6 |
|
R3 |
5,067.3 |
5,044.7 |
4,977.8 |
|
R2 |
5,006.3 |
5,006.3 |
4,972.2 |
|
R1 |
4,983.7 |
4,983.7 |
4,966.6 |
4,995.0 |
PP |
4,945.3 |
4,945.3 |
4,945.3 |
4,951.0 |
S1 |
4,922.7 |
4,922.7 |
4,955.4 |
4,934.0 |
S2 |
4,884.3 |
4,884.3 |
4,949.8 |
|
S3 |
4,823.3 |
4,861.7 |
4,944.2 |
|
S4 |
4,762.3 |
4,800.7 |
4,927.5 |
|
|
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 |
4,968.0 |
4,773.0 |
195.0 |
3.9% |
69.4 |
1.4% |
96% |
True |
False |
30,017 |
10 |
4,968.0 |
4,644.0 |
324.0 |
6.5% |
80.7 |
1.6% |
98% |
True |
False |
31,167 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.6% |
74.9 |
1.5% |
84% |
False |
False |
30,737 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.2% |
77.7 |
1.6% |
49% |
False |
False |
30,188 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.2% |
72.6 |
1.5% |
49% |
False |
False |
26,259 |
80 |
5,297.0 |
4,644.0 |
653.0 |
13.2% |
63.4 |
1.3% |
49% |
False |
False |
19,742 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.4% |
56.4 |
1.1% |
48% |
False |
False |
15,805 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.4% |
50.9 |
1.0% |
48% |
False |
False |
13,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,227.3 |
2.618 |
5,127.7 |
1.618 |
5,066.7 |
1.000 |
5,029.0 |
0.618 |
5,005.7 |
HIGH |
4,968.0 |
0.618 |
4,944.7 |
0.500 |
4,937.5 |
0.382 |
4,930.3 |
LOW |
4,907.0 |
0.618 |
4,869.3 |
1.000 |
4,846.0 |
1.618 |
4,808.3 |
2.618 |
4,747.3 |
4.250 |
4,647.8 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,953.2 |
4,950.8 |
PP |
4,945.3 |
4,940.7 |
S1 |
4,937.5 |
4,930.5 |
|