Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,247.1 |
1,236.3 |
-10.8 |
-0.9% |
1,174.0 |
High |
1,248.7 |
1,236.3 |
-12.4 |
-1.0% |
1,263.9 |
Low |
1,232.9 |
1,191.5 |
-41.4 |
-3.4% |
1,164.5 |
Close |
1,239.4 |
1,208.2 |
-31.2 |
-2.5% |
1,239.4 |
Range |
15.8 |
44.8 |
29.0 |
183.5% |
99.4 |
ATR |
21.2 |
23.1 |
1.9 |
9.0% |
0.0 |
Volume |
191,128 |
340,804 |
149,676 |
78.3% |
1,165,670 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.4 |
1,322.1 |
1,232.8 |
|
R3 |
1,301.6 |
1,277.3 |
1,220.5 |
|
R2 |
1,256.8 |
1,256.8 |
1,216.4 |
|
R1 |
1,232.5 |
1,232.5 |
1,212.3 |
1,222.3 |
PP |
1,212.0 |
1,212.0 |
1,212.0 |
1,206.9 |
S1 |
1,187.7 |
1,187.7 |
1,204.1 |
1,177.5 |
S2 |
1,167.2 |
1,167.2 |
1,200.0 |
|
S3 |
1,122.4 |
1,142.9 |
1,195.9 |
|
S4 |
1,077.6 |
1,098.1 |
1,183.6 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.8 |
1,479.5 |
1,294.1 |
|
R3 |
1,421.4 |
1,380.1 |
1,266.7 |
|
R2 |
1,322.0 |
1,322.0 |
1,257.6 |
|
R1 |
1,280.7 |
1,280.7 |
1,248.5 |
1,301.4 |
PP |
1,222.6 |
1,222.6 |
1,222.6 |
1,232.9 |
S1 |
1,181.3 |
1,181.3 |
1,230.3 |
1,202.0 |
S2 |
1,123.2 |
1,123.2 |
1,221.2 |
|
S3 |
1,023.8 |
1,081.9 |
1,212.1 |
|
S4 |
924.4 |
982.5 |
1,184.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.9 |
1,181.6 |
82.3 |
6.8% |
31.6 |
2.6% |
32% |
False |
False |
251,402 |
10 |
1,263.9 |
1,122.6 |
141.3 |
11.7% |
27.3 |
2.3% |
61% |
False |
False |
220,553 |
20 |
1,263.9 |
1,082.3 |
181.6 |
15.0% |
20.6 |
1.7% |
69% |
False |
False |
152,239 |
40 |
1,263.9 |
1,047.4 |
216.5 |
17.9% |
17.8 |
1.5% |
74% |
False |
False |
82,547 |
60 |
1,263.9 |
1,046.6 |
217.3 |
18.0% |
17.0 |
1.4% |
74% |
False |
False |
56,677 |
80 |
1,263.9 |
1,046.6 |
217.3 |
18.0% |
15.9 |
1.3% |
74% |
False |
False |
43,105 |
100 |
1,263.9 |
1,046.6 |
217.3 |
18.0% |
15.6 |
1.3% |
74% |
False |
False |
34,790 |
120 |
1,263.9 |
1,046.6 |
217.3 |
18.0% |
14.7 |
1.2% |
74% |
False |
False |
29,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.7 |
2.618 |
1,353.6 |
1.618 |
1,308.8 |
1.000 |
1,281.1 |
0.618 |
1,264.0 |
HIGH |
1,236.3 |
0.618 |
1,219.2 |
0.500 |
1,213.9 |
0.382 |
1,208.6 |
LOW |
1,191.5 |
0.618 |
1,163.8 |
1.000 |
1,146.7 |
1.618 |
1,119.0 |
2.618 |
1,074.2 |
4.250 |
1,001.1 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,213.9 |
1,227.7 |
PP |
1,212.0 |
1,221.2 |
S1 |
1,210.1 |
1,214.7 |
|