Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,236.3 |
1,201.9 |
-34.4 |
-2.8% |
1,174.0 |
High |
1,236.3 |
1,214.4 |
-21.9 |
-1.8% |
1,263.9 |
Low |
1,191.5 |
1,196.2 |
4.7 |
0.4% |
1,164.5 |
Close |
1,208.2 |
1,211.4 |
3.2 |
0.3% |
1,239.4 |
Range |
44.8 |
18.2 |
-26.6 |
-59.4% |
99.4 |
ATR |
23.1 |
22.8 |
-0.4 |
-1.5% |
0.0 |
Volume |
340,804 |
162,454 |
-178,350 |
-52.3% |
1,165,670 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.9 |
1,254.9 |
1,221.4 |
|
R3 |
1,243.7 |
1,236.7 |
1,216.4 |
|
R2 |
1,225.5 |
1,225.5 |
1,214.7 |
|
R1 |
1,218.5 |
1,218.5 |
1,213.1 |
1,222.0 |
PP |
1,207.3 |
1,207.3 |
1,207.3 |
1,209.1 |
S1 |
1,200.3 |
1,200.3 |
1,209.7 |
1,203.8 |
S2 |
1,189.1 |
1,189.1 |
1,208.1 |
|
S3 |
1,170.9 |
1,182.1 |
1,206.4 |
|
S4 |
1,152.7 |
1,163.9 |
1,201.4 |
|
|
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% |
32.6 |
2.7% |
36% |
False |
False |
245,733 |
10 |
1,263.9 |
1,124.8 |
139.1 |
11.5% |
28.2 |
2.3% |
62% |
False |
False |
225,025 |
20 |
1,263.9 |
1,087.5 |
176.4 |
14.6% |
20.9 |
1.7% |
70% |
False |
False |
159,154 |
40 |
1,263.9 |
1,051.5 |
212.4 |
17.5% |
17.6 |
1.5% |
75% |
False |
False |
86,362 |
60 |
1,263.9 |
1,046.6 |
217.3 |
17.9% |
17.1 |
1.4% |
76% |
False |
False |
59,330 |
80 |
1,263.9 |
1,046.6 |
217.3 |
17.9% |
16.0 |
1.3% |
76% |
False |
False |
45,132 |
100 |
1,263.9 |
1,046.6 |
217.3 |
17.9% |
15.7 |
1.3% |
76% |
False |
False |
36,403 |
120 |
1,263.9 |
1,046.6 |
217.3 |
17.9% |
14.6 |
1.2% |
76% |
False |
False |
30,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.8 |
2.618 |
1,262.0 |
1.618 |
1,243.8 |
1.000 |
1,232.6 |
0.618 |
1,225.6 |
HIGH |
1,214.4 |
0.618 |
1,207.4 |
0.500 |
1,205.3 |
0.382 |
1,203.2 |
LOW |
1,196.2 |
0.618 |
1,185.0 |
1.000 |
1,178.0 |
1.618 |
1,166.8 |
2.618 |
1,148.6 |
4.250 |
1,118.9 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,209.4 |
1,220.1 |
PP |
1,207.3 |
1,217.2 |
S1 |
1,205.3 |
1,214.3 |
|