Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,231.9 |
1,225.0 |
-6.9 |
-0.6% |
1,237.9 |
High |
1,235.5 |
1,227.2 |
-8.3 |
-0.7% |
1,240.7 |
Low |
1,221.2 |
1,203.0 |
-18.2 |
-1.5% |
1,192.1 |
Close |
1,231.3 |
1,210.6 |
-20.7 |
-1.7% |
1,231.3 |
Range |
14.3 |
24.2 |
9.9 |
69.2% |
48.6 |
ATR |
22.7 |
23.1 |
0.4 |
1.8% |
0.0 |
Volume |
3,210 |
2,115 |
-1,095 |
-34.1% |
27,416 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.2 |
1,272.6 |
1,223.9 |
|
R3 |
1,262.0 |
1,248.4 |
1,217.3 |
|
R2 |
1,237.8 |
1,237.8 |
1,215.0 |
|
R1 |
1,224.2 |
1,224.2 |
1,212.8 |
1,218.9 |
PP |
1,213.6 |
1,213.6 |
1,213.6 |
1,211.0 |
S1 |
1,200.0 |
1,200.0 |
1,208.4 |
1,194.7 |
S2 |
1,189.4 |
1,189.4 |
1,206.2 |
|
S3 |
1,165.2 |
1,175.8 |
1,203.9 |
|
S4 |
1,141.0 |
1,151.6 |
1,197.3 |
|
|
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 |
1,240.7 |
1,192.1 |
48.6 |
4.0% |
28.0 |
2.3% |
38% |
False |
False |
5,906 |
10 |
1,264.1 |
1,165.6 |
98.5 |
8.1% |
28.6 |
2.4% |
46% |
False |
False |
6,208 |
20 |
1,264.1 |
1,098.1 |
166.0 |
13.7% |
22.0 |
1.8% |
68% |
False |
False |
6,744 |
40 |
1,264.1 |
1,059.0 |
205.1 |
16.9% |
17.8 |
1.5% |
74% |
False |
False |
4,938 |
60 |
1,264.1 |
1,047.2 |
216.9 |
17.9% |
17.0 |
1.4% |
75% |
False |
False |
3,979 |
80 |
1,264.1 |
1,047.2 |
216.9 |
17.9% |
16.0 |
1.3% |
75% |
False |
False |
3,627 |
100 |
1,264.1 |
1,047.2 |
216.9 |
17.9% |
15.5 |
1.3% |
75% |
False |
False |
3,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.1 |
2.618 |
1,290.6 |
1.618 |
1,266.4 |
1.000 |
1,251.4 |
0.618 |
1,242.2 |
HIGH |
1,227.2 |
0.618 |
1,218.0 |
0.500 |
1,215.1 |
0.382 |
1,212.2 |
LOW |
1,203.0 |
0.618 |
1,188.0 |
1.000 |
1,178.8 |
1.618 |
1,163.8 |
2.618 |
1,139.6 |
4.250 |
1,100.2 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,215.1 |
1,221.4 |
PP |
1,213.6 |
1,217.8 |
S1 |
1,212.1 |
1,214.2 |
|