Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,228.9 |
1,232.5 |
3.6 |
0.3% |
1,226.9 |
High |
1,244.4 |
1,241.3 |
-3.1 |
-0.2% |
1,254.3 |
Low |
1,221.8 |
1,212.0 |
-9.8 |
-0.8% |
1,202.5 |
Close |
1,238.8 |
1,220.4 |
-18.4 |
-1.5% |
1,220.4 |
Range |
22.6 |
29.3 |
6.7 |
29.6% |
51.8 |
ATR |
24.0 |
24.4 |
0.4 |
1.6% |
0.0 |
Volume |
208,218 |
218,706 |
10,488 |
5.0% |
1,046,624 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.5 |
1,295.7 |
1,236.5 |
|
R3 |
1,283.2 |
1,266.4 |
1,228.5 |
|
R2 |
1,253.9 |
1,253.9 |
1,225.8 |
|
R1 |
1,237.1 |
1,237.1 |
1,223.1 |
1,230.9 |
PP |
1,224.6 |
1,224.6 |
1,224.6 |
1,221.4 |
S1 |
1,207.8 |
1,207.8 |
1,217.7 |
1,201.6 |
S2 |
1,195.3 |
1,195.3 |
1,215.0 |
|
S3 |
1,166.0 |
1,178.5 |
1,212.3 |
|
S4 |
1,136.7 |
1,149.2 |
1,204.3 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.1 |
1,352.6 |
1,248.9 |
|
R3 |
1,329.3 |
1,300.8 |
1,234.6 |
|
R2 |
1,277.5 |
1,277.5 |
1,229.9 |
|
R1 |
1,249.0 |
1,249.0 |
1,225.1 |
1,237.4 |
PP |
1,225.7 |
1,225.7 |
1,225.7 |
1,219.9 |
S1 |
1,197.2 |
1,197.2 |
1,215.7 |
1,185.6 |
S2 |
1,173.9 |
1,173.9 |
1,210.9 |
|
S3 |
1,122.1 |
1,145.4 |
1,206.2 |
|
S4 |
1,070.3 |
1,093.6 |
1,191.9 |
|
|
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% |
25.9 |
2.1% |
35% |
False |
False |
209,324 |
10 |
1,254.3 |
1,191.5 |
62.8 |
5.1% |
26.2 |
2.2% |
46% |
False |
False |
210,737 |
20 |
1,263.9 |
1,108.5 |
155.4 |
12.7% |
25.0 |
2.0% |
72% |
False |
False |
201,637 |
40 |
1,263.9 |
1,058.1 |
205.8 |
16.9% |
20.3 |
1.7% |
79% |
False |
False |
121,081 |
60 |
1,263.9 |
1,046.6 |
217.3 |
17.8% |
18.5 |
1.5% |
80% |
False |
False |
81,967 |
80 |
1,263.9 |
1,046.6 |
217.3 |
17.8% |
17.2 |
1.4% |
80% |
False |
False |
62,695 |
100 |
1,263.9 |
1,046.6 |
217.3 |
17.8% |
16.4 |
1.3% |
80% |
False |
False |
50,441 |
120 |
1,263.9 |
1,046.6 |
217.3 |
17.8% |
15.7 |
1.3% |
80% |
False |
False |
42,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.8 |
2.618 |
1,318.0 |
1.618 |
1,288.7 |
1.000 |
1,270.6 |
0.618 |
1,259.4 |
HIGH |
1,241.3 |
0.618 |
1,230.1 |
0.500 |
1,226.7 |
0.382 |
1,223.2 |
LOW |
1,212.0 |
0.618 |
1,193.9 |
1.000 |
1,182.7 |
1.618 |
1,164.6 |
2.618 |
1,135.3 |
4.250 |
1,087.5 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,226.7 |
1,233.2 |
PP |
1,224.6 |
1,228.9 |
S1 |
1,222.5 |
1,224.7 |
|