Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,209.2 |
1,231.9 |
22.7 |
1.9% |
1,237.9 |
High |
1,240.7 |
1,235.5 |
-5.2 |
-0.4% |
1,240.7 |
Low |
1,202.0 |
1,221.2 |
19.2 |
1.6% |
1,192.1 |
Close |
1,226.8 |
1,231.3 |
4.5 |
0.4% |
1,231.3 |
Range |
38.7 |
14.3 |
-24.4 |
-63.0% |
48.6 |
ATR |
23.3 |
22.7 |
-0.6 |
-2.8% |
0.0 |
Volume |
8,601 |
3,210 |
-5,391 |
-62.7% |
27,416 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.2 |
1,266.1 |
1,239.2 |
|
R3 |
1,257.9 |
1,251.8 |
1,235.2 |
|
R2 |
1,243.6 |
1,243.6 |
1,233.9 |
|
R1 |
1,237.5 |
1,237.5 |
1,232.6 |
1,233.4 |
PP |
1,229.3 |
1,229.3 |
1,229.3 |
1,227.3 |
S1 |
1,223.2 |
1,223.2 |
1,230.0 |
1,219.1 |
S2 |
1,215.0 |
1,215.0 |
1,228.7 |
|
S3 |
1,200.7 |
1,208.9 |
1,227.4 |
|
S4 |
1,186.4 |
1,194.6 |
1,223.4 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.2 |
1,347.8 |
1,258.0 |
|
R3 |
1,318.6 |
1,299.2 |
1,244.7 |
|
R2 |
1,270.0 |
1,270.0 |
1,240.2 |
|
R1 |
1,250.6 |
1,250.6 |
1,235.8 |
1,236.0 |
PP |
1,221.4 |
1,221.4 |
1,221.4 |
1,214.1 |
S1 |
1,202.0 |
1,202.0 |
1,226.8 |
1,187.4 |
S2 |
1,172.8 |
1,172.8 |
1,222.4 |
|
S3 |
1,124.2 |
1,153.4 |
1,217.9 |
|
S4 |
1,075.6 |
1,104.8 |
1,204.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,248.4 |
1,192.1 |
56.3 |
4.6% |
26.2 |
2.1% |
70% |
False |
False |
6,628 |
10 |
1,264.1 |
1,146.1 |
118.0 |
9.6% |
29.1 |
2.4% |
72% |
False |
False |
6,561 |
20 |
1,264.1 |
1,094.5 |
169.6 |
13.8% |
21.2 |
1.7% |
81% |
False |
False |
6,899 |
40 |
1,264.1 |
1,059.0 |
205.1 |
16.7% |
17.3 |
1.4% |
84% |
False |
False |
4,910 |
60 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
16.7 |
1.4% |
85% |
False |
False |
3,994 |
80 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
15.8 |
1.3% |
85% |
False |
False |
3,613 |
100 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
15.4 |
1.3% |
85% |
False |
False |
3,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.3 |
2.618 |
1,272.9 |
1.618 |
1,258.6 |
1.000 |
1,249.8 |
0.618 |
1,244.3 |
HIGH |
1,235.5 |
0.618 |
1,230.0 |
0.500 |
1,228.4 |
0.382 |
1,226.7 |
LOW |
1,221.2 |
0.618 |
1,212.4 |
1.000 |
1,206.9 |
1.618 |
1,198.1 |
2.618 |
1,183.8 |
4.250 |
1,160.4 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,230.3 |
1,227.2 |
PP |
1,229.3 |
1,223.1 |
S1 |
1,228.4 |
1,219.0 |
|