Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,879.0 |
4,864.0 |
-15.0 |
-0.3% |
4,925.0 |
High |
4,903.0 |
4,888.0 |
-15.0 |
-0.3% |
5,011.0 |
Low |
4,813.0 |
4,805.0 |
-8.0 |
-0.2% |
4,805.0 |
Close |
4,839.0 |
4,853.0 |
14.0 |
0.3% |
4,853.0 |
Range |
90.0 |
83.0 |
-7.0 |
-7.8% |
206.0 |
ATR |
90.8 |
90.3 |
-0.6 |
-0.6% |
0.0 |
Volume |
27,236 |
27,529 |
293 |
1.1% |
139,124 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,097.7 |
5,058.3 |
4,898.7 |
|
R3 |
5,014.7 |
4,975.3 |
4,875.8 |
|
R2 |
4,931.7 |
4,931.7 |
4,868.2 |
|
R1 |
4,892.3 |
4,892.3 |
4,860.6 |
4,870.5 |
PP |
4,848.7 |
4,848.7 |
4,848.7 |
4,837.8 |
S1 |
4,809.3 |
4,809.3 |
4,845.4 |
4,787.5 |
S2 |
4,765.7 |
4,765.7 |
4,837.8 |
|
S3 |
4,682.7 |
4,726.3 |
4,830.2 |
|
S4 |
4,599.7 |
4,643.3 |
4,807.4 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,507.7 |
5,386.3 |
4,966.3 |
|
R3 |
5,301.7 |
5,180.3 |
4,909.7 |
|
R2 |
5,095.7 |
5,095.7 |
4,890.8 |
|
R1 |
4,974.3 |
4,974.3 |
4,871.9 |
4,932.0 |
PP |
4,889.7 |
4,889.7 |
4,889.7 |
4,868.5 |
S1 |
4,768.3 |
4,768.3 |
4,834.1 |
4,726.0 |
S2 |
4,683.7 |
4,683.7 |
4,815.2 |
|
S3 |
4,477.7 |
4,562.3 |
4,796.4 |
|
S4 |
4,271.7 |
4,356.3 |
4,739.7 |
|
|
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 |
4,805.0 |
206.0 |
4.2% |
78.8 |
1.6% |
23% |
False |
True |
27,824 |
10 |
5,011.0 |
4,732.0 |
279.0 |
5.7% |
75.2 |
1.5% |
43% |
False |
False |
29,515 |
20 |
5,023.0 |
4,644.0 |
379.0 |
7.8% |
77.5 |
1.6% |
55% |
False |
False |
30,607 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
80.5 |
1.7% |
32% |
False |
False |
31,310 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
76.4 |
1.6% |
32% |
False |
False |
28,164 |
80 |
5,297.0 |
4,644.0 |
653.0 |
13.5% |
66.1 |
1.4% |
32% |
False |
False |
21,169 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.7% |
56.7 |
1.2% |
32% |
False |
False |
16,952 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.7% |
52.3 |
1.1% |
32% |
False |
False |
14,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,240.8 |
2.618 |
5,105.3 |
1.618 |
5,022.3 |
1.000 |
4,971.0 |
0.618 |
4,939.3 |
HIGH |
4,888.0 |
0.618 |
4,856.3 |
0.500 |
4,846.5 |
0.382 |
4,836.7 |
LOW |
4,805.0 |
0.618 |
4,753.7 |
1.000 |
4,722.0 |
1.618 |
4,670.7 |
2.618 |
4,587.7 |
4.250 |
4,452.3 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,850.8 |
4,858.0 |
PP |
4,848.7 |
4,856.3 |
S1 |
4,846.5 |
4,854.7 |
|