Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,237.9 |
1,202.1 |
-35.8 |
-2.9% |
1,170.0 |
High |
1,237.9 |
1,214.4 |
-23.5 |
-1.9% |
1,264.1 |
Low |
1,192.1 |
1,197.2 |
5.1 |
0.4% |
1,165.6 |
Close |
1,208.6 |
1,211.8 |
3.2 |
0.3% |
1,239.9 |
Range |
45.8 |
17.2 |
-28.6 |
-62.4% |
98.5 |
ATR |
22.5 |
22.1 |
-0.4 |
-1.7% |
0.0 |
Volume |
10,491 |
5,114 |
-5,377 |
-51.3% |
32,554 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.4 |
1,252.8 |
1,221.3 |
|
R3 |
1,242.2 |
1,235.6 |
1,216.5 |
|
R2 |
1,225.0 |
1,225.0 |
1,215.0 |
|
R1 |
1,218.4 |
1,218.4 |
1,213.4 |
1,221.7 |
PP |
1,207.8 |
1,207.8 |
1,207.8 |
1,209.5 |
S1 |
1,201.2 |
1,201.2 |
1,210.2 |
1,204.5 |
S2 |
1,190.6 |
1,190.6 |
1,208.6 |
|
S3 |
1,173.4 |
1,184.0 |
1,207.1 |
|
S4 |
1,156.2 |
1,166.8 |
1,202.3 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.7 |
1,477.8 |
1,294.1 |
|
R3 |
1,420.2 |
1,379.3 |
1,267.0 |
|
R2 |
1,321.7 |
1,321.7 |
1,258.0 |
|
R1 |
1,280.8 |
1,280.8 |
1,248.9 |
1,301.3 |
PP |
1,223.2 |
1,223.2 |
1,223.2 |
1,233.4 |
S1 |
1,182.3 |
1,182.3 |
1,230.9 |
1,202.8 |
S2 |
1,124.7 |
1,124.7 |
1,221.8 |
|
S3 |
1,026.2 |
1,083.8 |
1,212.8 |
|
S4 |
927.7 |
985.3 |
1,185.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,264.1 |
1,182.2 |
81.9 |
6.8% |
32.0 |
2.6% |
36% |
False |
False |
6,801 |
10 |
1,264.1 |
1,125.9 |
138.2 |
11.4% |
27.5 |
2.3% |
62% |
False |
False |
6,622 |
20 |
1,264.1 |
1,089.2 |
174.9 |
14.4% |
20.2 |
1.7% |
70% |
False |
False |
6,850 |
40 |
1,264.1 |
1,052.0 |
212.1 |
17.5% |
16.9 |
1.4% |
75% |
False |
False |
4,660 |
60 |
1,264.1 |
1,047.2 |
216.9 |
17.9% |
16.3 |
1.3% |
76% |
False |
False |
3,878 |
80 |
1,264.1 |
1,047.2 |
216.9 |
17.9% |
15.4 |
1.3% |
76% |
False |
False |
3,499 |
100 |
1,264.1 |
1,047.2 |
216.9 |
17.9% |
15.2 |
1.3% |
76% |
False |
False |
2,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.5 |
2.618 |
1,259.4 |
1.618 |
1,242.2 |
1.000 |
1,231.6 |
0.618 |
1,225.0 |
HIGH |
1,214.4 |
0.618 |
1,207.8 |
0.500 |
1,205.8 |
0.382 |
1,203.8 |
LOW |
1,197.2 |
0.618 |
1,186.6 |
1.000 |
1,180.0 |
1.618 |
1,169.4 |
2.618 |
1,152.2 |
4.250 |
1,124.1 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,209.8 |
1,220.3 |
PP |
1,207.8 |
1,217.4 |
S1 |
1,205.8 |
1,214.6 |
|