Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,909.0 |
4,879.0 |
-30.0 |
-0.6% |
4,782.0 |
High |
4,911.0 |
4,903.0 |
-8.0 |
-0.2% |
4,961.0 |
Low |
4,828.0 |
4,813.0 |
-15.0 |
-0.3% |
4,732.0 |
Close |
4,855.0 |
4,839.0 |
-16.0 |
-0.3% |
4,920.0 |
Range |
83.0 |
90.0 |
7.0 |
8.4% |
229.0 |
ATR |
90.9 |
90.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
33,567 |
27,236 |
-6,331 |
-18.9% |
156,030 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,121.7 |
5,070.3 |
4,888.5 |
|
R3 |
5,031.7 |
4,980.3 |
4,863.8 |
|
R2 |
4,941.7 |
4,941.7 |
4,855.5 |
|
R1 |
4,890.3 |
4,890.3 |
4,847.3 |
4,871.0 |
PP |
4,851.7 |
4,851.7 |
4,851.7 |
4,842.0 |
S1 |
4,800.3 |
4,800.3 |
4,830.8 |
4,781.0 |
S2 |
4,761.7 |
4,761.7 |
4,822.5 |
|
S3 |
4,671.7 |
4,710.3 |
4,814.3 |
|
S4 |
4,581.7 |
4,620.3 |
4,789.5 |
|
|
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 |
5,011.0 |
4,813.0 |
198.0 |
4.1% |
73.6 |
1.5% |
13% |
False |
True |
27,309 |
10 |
5,011.0 |
4,689.0 |
322.0 |
6.7% |
73.5 |
1.5% |
47% |
False |
False |
29,736 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.8% |
77.2 |
1.6% |
51% |
False |
False |
31,062 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
79.2 |
1.6% |
30% |
False |
False |
31,146 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
75.2 |
1.6% |
30% |
False |
False |
27,711 |
80 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
65.4 |
1.4% |
30% |
False |
False |
20,832 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.7% |
57.2 |
1.2% |
29% |
False |
False |
16,677 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.7% |
51.8 |
1.1% |
29% |
False |
False |
13,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,285.5 |
2.618 |
5,138.6 |
1.618 |
5,048.6 |
1.000 |
4,993.0 |
0.618 |
4,958.6 |
HIGH |
4,903.0 |
0.618 |
4,868.6 |
0.500 |
4,858.0 |
0.382 |
4,847.4 |
LOW |
4,813.0 |
0.618 |
4,757.4 |
1.000 |
4,723.0 |
1.618 |
4,667.4 |
2.618 |
4,577.4 |
4.250 |
4,430.5 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,858.0 |
4,912.0 |
PP |
4,851.7 |
4,887.7 |
S1 |
4,845.3 |
4,863.3 |
|