Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,225.0 |
1,210.1 |
-14.9 |
-1.2% |
1,237.9 |
High |
1,227.2 |
1,229.3 |
2.1 |
0.2% |
1,240.7 |
Low |
1,203.0 |
1,208.6 |
5.6 |
0.5% |
1,192.1 |
Close |
1,210.6 |
1,223.1 |
12.5 |
1.0% |
1,231.3 |
Range |
24.2 |
20.7 |
-3.5 |
-14.5% |
48.6 |
ATR |
23.1 |
22.9 |
-0.2 |
-0.7% |
0.0 |
Volume |
2,115 |
9,191 |
7,076 |
334.6% |
27,416 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.4 |
1,273.5 |
1,234.5 |
|
R3 |
1,261.7 |
1,252.8 |
1,228.8 |
|
R2 |
1,241.0 |
1,241.0 |
1,226.9 |
|
R1 |
1,232.1 |
1,232.1 |
1,225.0 |
1,236.6 |
PP |
1,220.3 |
1,220.3 |
1,220.3 |
1,222.6 |
S1 |
1,211.4 |
1,211.4 |
1,221.2 |
1,215.9 |
S2 |
1,199.6 |
1,199.6 |
1,219.3 |
|
S3 |
1,178.9 |
1,190.7 |
1,217.4 |
|
S4 |
1,158.2 |
1,170.0 |
1,211.7 |
|
|
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 |
1,197.2 |
43.5 |
3.6% |
23.0 |
1.9% |
60% |
False |
False |
5,646 |
10 |
1,264.1 |
1,182.2 |
81.9 |
6.7% |
27.1 |
2.2% |
50% |
False |
False |
6,381 |
20 |
1,264.1 |
1,108.0 |
156.1 |
12.8% |
22.5 |
1.8% |
74% |
False |
False |
6,119 |
40 |
1,264.1 |
1,059.0 |
205.1 |
16.8% |
18.1 |
1.5% |
80% |
False |
False |
5,129 |
60 |
1,264.1 |
1,047.2 |
216.9 |
17.7% |
17.1 |
1.4% |
81% |
False |
False |
4,017 |
80 |
1,264.1 |
1,047.2 |
216.9 |
17.7% |
16.2 |
1.3% |
81% |
False |
False |
3,732 |
100 |
1,264.1 |
1,047.2 |
216.9 |
17.7% |
15.6 |
1.3% |
81% |
False |
False |
3,150 |
120 |
1,264.1 |
1,047.2 |
216.9 |
17.7% |
14.9 |
1.2% |
81% |
False |
False |
2,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.3 |
2.618 |
1,283.5 |
1.618 |
1,262.8 |
1.000 |
1,250.0 |
0.618 |
1,242.1 |
HIGH |
1,229.3 |
0.618 |
1,221.4 |
0.500 |
1,219.0 |
0.382 |
1,216.5 |
LOW |
1,208.6 |
0.618 |
1,195.8 |
1.000 |
1,187.9 |
1.618 |
1,175.1 |
2.618 |
1,154.4 |
4.250 |
1,120.6 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,221.7 |
1,221.8 |
PP |
1,220.3 |
1,220.5 |
S1 |
1,219.0 |
1,219.3 |
|