Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,201.9 |
1,209.5 |
7.6 |
0.6% |
1,174.0 |
High |
1,214.4 |
1,240.6 |
26.2 |
2.2% |
1,263.9 |
Low |
1,196.2 |
1,201.3 |
5.1 |
0.4% |
1,164.5 |
Close |
1,211.4 |
1,226.3 |
14.9 |
1.2% |
1,239.4 |
Range |
18.2 |
39.3 |
21.1 |
115.9% |
99.4 |
ATR |
22.8 |
23.9 |
1.2 |
5.2% |
0.0 |
Volume |
162,454 |
182,120 |
19,666 |
12.1% |
1,165,670 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.6 |
1,322.8 |
1,247.9 |
|
R3 |
1,301.3 |
1,283.5 |
1,237.1 |
|
R2 |
1,262.0 |
1,262.0 |
1,233.5 |
|
R1 |
1,244.2 |
1,244.2 |
1,229.9 |
1,253.1 |
PP |
1,222.7 |
1,222.7 |
1,222.7 |
1,227.2 |
S1 |
1,204.9 |
1,204.9 |
1,222.7 |
1,213.8 |
S2 |
1,183.4 |
1,183.4 |
1,219.1 |
|
S3 |
1,144.1 |
1,165.6 |
1,215.5 |
|
S4 |
1,104.8 |
1,126.3 |
1,204.7 |
|
|
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 |
1,191.5 |
72.4 |
5.9% |
37.1 |
3.0% |
48% |
False |
False |
248,430 |
10 |
1,263.9 |
1,139.7 |
124.2 |
10.1% |
30.0 |
2.4% |
70% |
False |
False |
224,314 |
20 |
1,263.9 |
1,092.4 |
171.5 |
14.0% |
21.7 |
1.8% |
78% |
False |
False |
166,694 |
40 |
1,263.9 |
1,058.1 |
205.8 |
16.8% |
18.1 |
1.5% |
82% |
False |
False |
90,868 |
60 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
17.5 |
1.4% |
83% |
False |
False |
62,319 |
80 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
16.4 |
1.3% |
83% |
False |
False |
47,393 |
100 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
15.9 |
1.3% |
83% |
False |
False |
38,198 |
120 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
14.9 |
1.2% |
83% |
False |
False |
32,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.6 |
2.618 |
1,343.5 |
1.618 |
1,304.2 |
1.000 |
1,279.9 |
0.618 |
1,264.9 |
HIGH |
1,240.6 |
0.618 |
1,225.6 |
0.500 |
1,221.0 |
0.382 |
1,216.3 |
LOW |
1,201.3 |
0.618 |
1,177.0 |
1.000 |
1,162.0 |
1.618 |
1,137.7 |
2.618 |
1,098.4 |
4.250 |
1,034.3 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,224.5 |
1,222.9 |
PP |
1,222.7 |
1,219.5 |
S1 |
1,221.0 |
1,216.1 |
|