Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,231.2 |
1,226.9 |
-4.3 |
-0.3% |
1,236.3 |
High |
1,235.3 |
1,226.9 |
-8.4 |
-0.7% |
1,240.6 |
Low |
1,220.6 |
1,202.5 |
-18.1 |
-1.5% |
1,191.5 |
Close |
1,230.8 |
1,210.1 |
-20.7 |
-1.7% |
1,230.8 |
Range |
14.7 |
24.4 |
9.7 |
66.0% |
49.1 |
ATR |
23.3 |
23.6 |
0.4 |
1.5% |
0.0 |
Volume |
184,247 |
160,974 |
-23,273 |
-12.6% |
869,625 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.4 |
1,272.6 |
1,223.5 |
|
R3 |
1,262.0 |
1,248.2 |
1,216.8 |
|
R2 |
1,237.6 |
1,237.6 |
1,214.6 |
|
R1 |
1,223.8 |
1,223.8 |
1,212.3 |
1,218.5 |
PP |
1,213.2 |
1,213.2 |
1,213.2 |
1,210.5 |
S1 |
1,199.4 |
1,199.4 |
1,207.9 |
1,194.1 |
S2 |
1,188.8 |
1,188.8 |
1,205.6 |
|
S3 |
1,164.4 |
1,175.0 |
1,203.4 |
|
S4 |
1,140.0 |
1,150.6 |
1,196.7 |
|
|
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 |
1,240.6 |
1,191.5 |
49.1 |
4.1% |
28.3 |
2.3% |
38% |
False |
False |
206,119 |
10 |
1,263.9 |
1,164.5 |
99.4 |
8.2% |
29.2 |
2.4% |
46% |
False |
False |
219,626 |
20 |
1,263.9 |
1,097.6 |
166.3 |
13.7% |
22.6 |
1.9% |
68% |
False |
False |
179,447 |
40 |
1,263.9 |
1,058.1 |
205.8 |
17.0% |
18.5 |
1.5% |
74% |
False |
False |
99,393 |
60 |
1,263.9 |
1,046.6 |
217.3 |
18.0% |
17.7 |
1.5% |
75% |
False |
False |
67,857 |
80 |
1,263.9 |
1,046.6 |
217.3 |
18.0% |
16.6 |
1.4% |
75% |
False |
False |
51,689 |
100 |
1,263.9 |
1,046.6 |
217.3 |
18.0% |
16.0 |
1.3% |
75% |
False |
False |
41,627 |
120 |
1,263.9 |
1,046.6 |
217.3 |
18.0% |
15.1 |
1.2% |
75% |
False |
False |
34,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.6 |
2.618 |
1,290.8 |
1.618 |
1,266.4 |
1.000 |
1,251.3 |
0.618 |
1,242.0 |
HIGH |
1,226.9 |
0.618 |
1,217.6 |
0.500 |
1,214.7 |
0.382 |
1,211.8 |
LOW |
1,202.5 |
0.618 |
1,187.4 |
1.000 |
1,178.1 |
1.618 |
1,163.0 |
2.618 |
1,138.6 |
4.250 |
1,098.8 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,214.7 |
1,221.0 |
PP |
1,213.2 |
1,217.3 |
S1 |
1,211.6 |
1,213.7 |
|