Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,925.0 |
5,011.0 |
86.0 |
1.7% |
4,782.0 |
High |
4,968.0 |
5,011.0 |
43.0 |
0.9% |
4,961.0 |
Low |
4,907.0 |
4,934.0 |
27.0 |
0.6% |
4,732.0 |
Close |
4,961.0 |
4,947.0 |
-14.0 |
-0.3% |
4,920.0 |
Range |
61.0 |
77.0 |
16.0 |
26.2% |
229.0 |
ATR |
89.6 |
88.7 |
-0.9 |
-1.0% |
0.0 |
Volume |
24,378 |
26,414 |
2,036 |
8.4% |
156,030 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,195.0 |
5,148.0 |
4,989.4 |
|
R3 |
5,118.0 |
5,071.0 |
4,968.2 |
|
R2 |
5,041.0 |
5,041.0 |
4,961.1 |
|
R1 |
4,994.0 |
4,994.0 |
4,954.1 |
4,979.0 |
PP |
4,964.0 |
4,964.0 |
4,964.0 |
4,956.5 |
S1 |
4,917.0 |
4,917.0 |
4,939.9 |
4,902.0 |
S2 |
4,887.0 |
4,887.0 |
4,932.9 |
|
S3 |
4,810.0 |
4,840.0 |
4,925.8 |
|
S4 |
4,733.0 |
4,763.0 |
4,904.7 |
|
|
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 |
5,011.0 |
4,825.0 |
186.0 |
3.8% |
63.8 |
1.3% |
66% |
True |
False |
28,472 |
10 |
5,011.0 |
4,644.0 |
367.0 |
7.4% |
79.4 |
1.6% |
83% |
True |
False |
30,506 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.7% |
76.3 |
1.5% |
80% |
False |
False |
30,912 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.2% |
78.7 |
1.6% |
46% |
False |
False |
30,511 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.2% |
73.7 |
1.5% |
46% |
False |
False |
26,699 |
80 |
5,297.0 |
4,644.0 |
653.0 |
13.2% |
64.4 |
1.3% |
46% |
False |
False |
20,072 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.4% |
56.7 |
1.1% |
46% |
False |
False |
16,069 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.4% |
50.8 |
1.0% |
46% |
False |
False |
13,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,338.3 |
2.618 |
5,212.6 |
1.618 |
5,135.6 |
1.000 |
5,088.0 |
0.618 |
5,058.6 |
HIGH |
5,011.0 |
0.618 |
4,981.6 |
0.500 |
4,972.5 |
0.382 |
4,963.4 |
LOW |
4,934.0 |
0.618 |
4,886.4 |
1.000 |
4,857.0 |
1.618 |
4,809.4 |
2.618 |
4,732.4 |
4.250 |
4,606.8 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,972.5 |
4,952.0 |
PP |
4,964.0 |
4,950.3 |
S1 |
4,955.5 |
4,948.7 |
|