Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
5,011.0 |
4,909.0 |
-102.0 |
-2.0% |
4,782.0 |
High |
5,011.0 |
4,911.0 |
-100.0 |
-2.0% |
4,961.0 |
Low |
4,934.0 |
4,828.0 |
-106.0 |
-2.1% |
4,732.0 |
Close |
4,947.0 |
4,855.0 |
-92.0 |
-1.9% |
4,920.0 |
Range |
77.0 |
83.0 |
6.0 |
7.8% |
229.0 |
ATR |
88.7 |
90.9 |
2.2 |
2.4% |
0.0 |
Volume |
26,414 |
33,567 |
7,153 |
27.1% |
156,030 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,113.7 |
5,067.3 |
4,900.7 |
|
R3 |
5,030.7 |
4,984.3 |
4,877.8 |
|
R2 |
4,947.7 |
4,947.7 |
4,870.2 |
|
R1 |
4,901.3 |
4,901.3 |
4,862.6 |
4,883.0 |
PP |
4,864.7 |
4,864.7 |
4,864.7 |
4,855.5 |
S1 |
4,818.3 |
4,818.3 |
4,847.4 |
4,800.0 |
S2 |
4,781.7 |
4,781.7 |
4,839.8 |
|
S3 |
4,698.7 |
4,735.3 |
4,832.2 |
|
S4 |
4,615.7 |
4,652.3 |
4,809.4 |
|
|
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 |
4,828.0 |
183.0 |
3.8% |
67.8 |
1.4% |
15% |
False |
True |
28,643 |
10 |
5,011.0 |
4,689.0 |
322.0 |
6.6% |
70.9 |
1.5% |
52% |
False |
False |
29,531 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.8% |
77.1 |
1.6% |
56% |
False |
False |
31,245 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
79.7 |
1.6% |
32% |
False |
False |
31,069 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
74.0 |
1.5% |
32% |
False |
False |
27,259 |
80 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
64.8 |
1.3% |
32% |
False |
False |
20,491 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.7% |
56.9 |
1.2% |
32% |
False |
False |
16,405 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.7% |
51.5 |
1.1% |
32% |
False |
False |
13,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,263.8 |
2.618 |
5,128.3 |
1.618 |
5,045.3 |
1.000 |
4,994.0 |
0.618 |
4,962.3 |
HIGH |
4,911.0 |
0.618 |
4,879.3 |
0.500 |
4,869.5 |
0.382 |
4,859.7 |
LOW |
4,828.0 |
0.618 |
4,776.7 |
1.000 |
4,745.0 |
1.618 |
4,693.7 |
2.618 |
4,610.7 |
4.250 |
4,475.3 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,869.5 |
4,919.5 |
PP |
4,864.7 |
4,898.0 |
S1 |
4,859.8 |
4,876.5 |
|