Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,209.5 |
1,231.2 |
21.7 |
1.8% |
1,236.3 |
High |
1,240.6 |
1,235.3 |
-5.3 |
-0.4% |
1,240.6 |
Low |
1,201.3 |
1,220.6 |
19.3 |
1.6% |
1,191.5 |
Close |
1,226.3 |
1,230.8 |
4.5 |
0.4% |
1,230.8 |
Range |
39.3 |
14.7 |
-24.6 |
-62.6% |
49.1 |
ATR |
23.9 |
23.3 |
-0.7 |
-2.8% |
0.0 |
Volume |
182,120 |
184,247 |
2,127 |
1.2% |
869,625 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.0 |
1,266.6 |
1,238.9 |
|
R3 |
1,258.3 |
1,251.9 |
1,234.8 |
|
R2 |
1,243.6 |
1,243.6 |
1,233.5 |
|
R1 |
1,237.2 |
1,237.2 |
1,232.1 |
1,233.1 |
PP |
1,228.9 |
1,228.9 |
1,228.9 |
1,226.8 |
S1 |
1,222.5 |
1,222.5 |
1,229.5 |
1,218.4 |
S2 |
1,214.2 |
1,214.2 |
1,228.1 |
|
S3 |
1,199.5 |
1,207.8 |
1,226.8 |
|
S4 |
1,184.8 |
1,193.1 |
1,222.7 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.3 |
1,348.6 |
1,257.8 |
|
R3 |
1,319.2 |
1,299.5 |
1,244.3 |
|
R2 |
1,270.1 |
1,270.1 |
1,239.8 |
|
R1 |
1,250.4 |
1,250.4 |
1,235.3 |
1,235.7 |
PP |
1,221.0 |
1,221.0 |
1,221.0 |
1,213.6 |
S1 |
1,201.3 |
1,201.3 |
1,226.3 |
1,186.6 |
S2 |
1,171.9 |
1,171.9 |
1,221.8 |
|
S3 |
1,122.8 |
1,152.2 |
1,217.3 |
|
S4 |
1,073.7 |
1,103.1 |
1,203.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,248.7 |
1,191.5 |
57.2 |
4.6% |
26.6 |
2.2% |
69% |
False |
False |
212,150 |
10 |
1,263.9 |
1,145.5 |
118.4 |
9.6% |
29.7 |
2.4% |
72% |
False |
False |
225,018 |
20 |
1,263.9 |
1,094.1 |
169.8 |
13.8% |
21.9 |
1.8% |
81% |
False |
False |
173,635 |
40 |
1,263.9 |
1,058.1 |
205.8 |
16.7% |
18.1 |
1.5% |
84% |
False |
False |
95,420 |
60 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
17.5 |
1.4% |
85% |
False |
False |
65,296 |
80 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
16.4 |
1.3% |
85% |
False |
False |
49,690 |
100 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
15.9 |
1.3% |
85% |
False |
False |
40,026 |
120 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
15.0 |
1.2% |
85% |
False |
False |
33,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.8 |
2.618 |
1,273.8 |
1.618 |
1,259.1 |
1.000 |
1,250.0 |
0.618 |
1,244.4 |
HIGH |
1,235.3 |
0.618 |
1,229.7 |
0.500 |
1,228.0 |
0.382 |
1,226.2 |
LOW |
1,220.6 |
0.618 |
1,211.5 |
1.000 |
1,205.9 |
1.618 |
1,196.8 |
2.618 |
1,182.1 |
4.250 |
1,158.1 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,229.9 |
1,226.7 |
PP |
1,228.9 |
1,222.5 |
S1 |
1,228.0 |
1,218.4 |
|