Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,226.9 |
1,208.9 |
-18.0 |
-1.5% |
1,236.3 |
High |
1,226.9 |
1,229.0 |
2.1 |
0.2% |
1,240.6 |
Low |
1,202.5 |
1,207.6 |
5.1 |
0.4% |
1,191.5 |
Close |
1,210.1 |
1,222.6 |
12.5 |
1.0% |
1,230.8 |
Range |
24.4 |
21.4 |
-3.0 |
-12.3% |
49.1 |
ATR |
23.6 |
23.5 |
-0.2 |
-0.7% |
0.0 |
Volume |
160,974 |
184,483 |
23,509 |
14.6% |
869,625 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.9 |
1,274.7 |
1,234.4 |
|
R3 |
1,262.5 |
1,253.3 |
1,228.5 |
|
R2 |
1,241.1 |
1,241.1 |
1,226.5 |
|
R1 |
1,231.9 |
1,231.9 |
1,224.6 |
1,236.5 |
PP |
1,219.7 |
1,219.7 |
1,219.7 |
1,222.1 |
S1 |
1,210.5 |
1,210.5 |
1,220.6 |
1,215.1 |
S2 |
1,198.3 |
1,198.3 |
1,218.7 |
|
S3 |
1,176.9 |
1,189.1 |
1,216.7 |
|
S4 |
1,155.5 |
1,167.7 |
1,210.8 |
|
|
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 |
1,196.2 |
44.4 |
3.6% |
23.6 |
1.9% |
59% |
False |
False |
174,855 |
10 |
1,263.9 |
1,181.6 |
82.3 |
6.7% |
27.6 |
2.3% |
50% |
False |
False |
213,128 |
20 |
1,263.9 |
1,107.7 |
156.2 |
12.8% |
23.1 |
1.9% |
74% |
False |
False |
185,141 |
40 |
1,263.9 |
1,058.1 |
205.8 |
16.8% |
18.8 |
1.5% |
80% |
False |
False |
103,926 |
60 |
1,263.9 |
1,046.6 |
217.3 |
17.8% |
17.9 |
1.5% |
81% |
False |
False |
70,608 |
80 |
1,263.9 |
1,046.6 |
217.3 |
17.8% |
16.8 |
1.4% |
81% |
False |
False |
53,987 |
100 |
1,263.9 |
1,046.6 |
217.3 |
17.8% |
16.1 |
1.3% |
81% |
False |
False |
43,464 |
120 |
1,263.9 |
1,046.6 |
217.3 |
17.8% |
15.2 |
1.2% |
81% |
False |
False |
36,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.0 |
2.618 |
1,285.0 |
1.618 |
1,263.6 |
1.000 |
1,250.4 |
0.618 |
1,242.2 |
HIGH |
1,229.0 |
0.618 |
1,220.8 |
0.500 |
1,218.3 |
0.382 |
1,215.8 |
LOW |
1,207.6 |
0.618 |
1,194.4 |
1.000 |
1,186.2 |
1.618 |
1,173.0 |
2.618 |
1,151.6 |
4.250 |
1,116.7 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,221.2 |
1,221.4 |
PP |
1,219.7 |
1,220.1 |
S1 |
1,218.3 |
1,218.9 |
|