Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,864.0 |
4,862.0 |
-2.0 |
0.0% |
4,925.0 |
High |
4,888.0 |
4,907.0 |
19.0 |
0.4% |
5,011.0 |
Low |
4,805.0 |
4,854.0 |
49.0 |
1.0% |
4,805.0 |
Close |
4,853.0 |
4,874.0 |
21.0 |
0.4% |
4,853.0 |
Range |
83.0 |
53.0 |
-30.0 |
-36.1% |
206.0 |
ATR |
90.3 |
87.7 |
-2.6 |
-2.9% |
0.0 |
Volume |
27,529 |
30,556 |
3,027 |
11.0% |
139,124 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,037.3 |
5,008.7 |
4,903.2 |
|
R3 |
4,984.3 |
4,955.7 |
4,888.6 |
|
R2 |
4,931.3 |
4,931.3 |
4,883.7 |
|
R1 |
4,902.7 |
4,902.7 |
4,878.9 |
4,917.0 |
PP |
4,878.3 |
4,878.3 |
4,878.3 |
4,885.5 |
S1 |
4,849.7 |
4,849.7 |
4,869.1 |
4,864.0 |
S2 |
4,825.3 |
4,825.3 |
4,864.3 |
|
S3 |
4,772.3 |
4,796.7 |
4,859.4 |
|
S4 |
4,719.3 |
4,743.7 |
4,844.9 |
|
|
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% |
77.2 |
1.6% |
33% |
False |
False |
29,060 |
10 |
5,011.0 |
4,773.0 |
238.0 |
4.9% |
73.3 |
1.5% |
42% |
False |
False |
29,539 |
20 |
5,011.0 |
4,644.0 |
367.0 |
7.5% |
77.8 |
1.6% |
63% |
False |
False |
29,900 |
40 |
5,297.0 |
4,644.0 |
653.0 |
13.4% |
80.5 |
1.7% |
35% |
False |
False |
31,621 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.4% |
75.6 |
1.6% |
35% |
False |
False |
28,673 |
80 |
5,297.0 |
4,644.0 |
653.0 |
13.4% |
65.9 |
1.4% |
35% |
False |
False |
21,545 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.6% |
57.1 |
1.2% |
35% |
False |
False |
17,258 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.6% |
52.8 |
1.1% |
35% |
False |
False |
14,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,132.3 |
2.618 |
5,045.8 |
1.618 |
4,992.8 |
1.000 |
4,960.0 |
0.618 |
4,939.8 |
HIGH |
4,907.0 |
0.618 |
4,886.8 |
0.500 |
4,880.5 |
0.382 |
4,874.2 |
LOW |
4,854.0 |
0.618 |
4,821.2 |
1.000 |
4,801.0 |
1.618 |
4,768.2 |
2.618 |
4,715.2 |
4.250 |
4,628.8 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,880.5 |
4,868.0 |
PP |
4,878.3 |
4,862.0 |
S1 |
4,876.2 |
4,856.0 |
|