Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,226.0 |
1,228.9 |
2.9 |
0.2% |
1,236.3 |
High |
1,254.3 |
1,244.4 |
-9.9 |
-0.8% |
1,240.6 |
Low |
1,222.4 |
1,221.8 |
-0.6 |
0.0% |
1,191.5 |
Close |
1,239.1 |
1,238.8 |
-0.3 |
0.0% |
1,230.8 |
Range |
31.9 |
22.6 |
-9.3 |
-29.2% |
49.1 |
ATR |
24.1 |
24.0 |
-0.1 |
-0.4% |
0.0 |
Volume |
274,243 |
208,218 |
-66,025 |
-24.1% |
869,625 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.8 |
1,293.4 |
1,251.2 |
|
R3 |
1,280.2 |
1,270.8 |
1,245.0 |
|
R2 |
1,257.6 |
1,257.6 |
1,242.9 |
|
R1 |
1,248.2 |
1,248.2 |
1,240.9 |
1,252.9 |
PP |
1,235.0 |
1,235.0 |
1,235.0 |
1,237.4 |
S1 |
1,225.6 |
1,225.6 |
1,236.7 |
1,230.3 |
S2 |
1,212.4 |
1,212.4 |
1,234.7 |
|
S3 |
1,189.8 |
1,203.0 |
1,232.6 |
|
S4 |
1,167.2 |
1,180.4 |
1,226.4 |
|
|
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 |
1,254.3 |
1,202.5 |
51.8 |
4.2% |
23.0 |
1.9% |
70% |
False |
False |
202,433 |
10 |
1,263.9 |
1,191.5 |
72.4 |
5.8% |
30.1 |
2.4% |
65% |
False |
False |
225,431 |
20 |
1,263.9 |
1,108.5 |
155.4 |
12.5% |
24.4 |
2.0% |
84% |
False |
False |
198,263 |
40 |
1,263.9 |
1,058.1 |
205.8 |
16.6% |
19.8 |
1.6% |
88% |
False |
False |
115,696 |
60 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
18.2 |
1.5% |
88% |
False |
False |
78,367 |
80 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
16.9 |
1.4% |
88% |
False |
False |
59,980 |
100 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
16.5 |
1.3% |
88% |
False |
False |
48,274 |
120 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
15.5 |
1.3% |
88% |
False |
False |
40,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.5 |
2.618 |
1,303.6 |
1.618 |
1,281.0 |
1.000 |
1,267.0 |
0.618 |
1,258.4 |
HIGH |
1,244.4 |
0.618 |
1,235.8 |
0.500 |
1,233.1 |
0.382 |
1,230.4 |
LOW |
1,221.8 |
0.618 |
1,207.8 |
1.000 |
1,199.2 |
1.618 |
1,185.2 |
2.618 |
1,162.6 |
4.250 |
1,125.8 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,236.9 |
1,236.2 |
PP |
1,235.0 |
1,233.6 |
S1 |
1,233.1 |
1,231.0 |
|