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 |
1,229.4 |
1,233.6 |
4.2 |
0.3% |
1,225.0 |
High |
1,244.8 |
1,241.5 |
-3.3 |
-0.3% |
1,254.5 |
Low |
1,223.1 |
1,212.8 |
-10.3 |
-0.8% |
1,203.0 |
Close |
1,239.4 |
1,221.0 |
-18.4 |
-1.5% |
1,221.0 |
Range |
21.7 |
28.7 |
7.0 |
32.3% |
51.5 |
ATR |
23.4 |
23.8 |
0.4 |
1.6% |
0.0 |
Volume |
11,493 |
5,960 |
-5,533 |
-48.1% |
38,691 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.2 |
1,294.8 |
1,236.8 |
|
R3 |
1,282.5 |
1,266.1 |
1,228.9 |
|
R2 |
1,253.8 |
1,253.8 |
1,226.3 |
|
R1 |
1,237.4 |
1,237.4 |
1,223.6 |
1,231.3 |
PP |
1,225.1 |
1,225.1 |
1,225.1 |
1,222.0 |
S1 |
1,208.7 |
1,208.7 |
1,218.4 |
1,202.6 |
S2 |
1,196.4 |
1,196.4 |
1,215.7 |
|
S3 |
1,167.7 |
1,180.0 |
1,213.1 |
|
S4 |
1,139.0 |
1,151.3 |
1,205.2 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.7 |
1,352.3 |
1,249.3 |
|
R3 |
1,329.2 |
1,300.8 |
1,235.2 |
|
R2 |
1,277.7 |
1,277.7 |
1,230.4 |
|
R1 |
1,249.3 |
1,249.3 |
1,225.7 |
1,237.8 |
PP |
1,226.2 |
1,226.2 |
1,226.2 |
1,220.4 |
S1 |
1,197.8 |
1,197.8 |
1,216.3 |
1,186.3 |
S2 |
1,174.7 |
1,174.7 |
1,211.6 |
|
S3 |
1,123.2 |
1,146.3 |
1,206.8 |
|
S4 |
1,071.7 |
1,094.8 |
1,192.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,254.5 |
1,203.0 |
51.5 |
4.2% |
25.3 |
2.1% |
35% |
False |
False |
7,738 |
10 |
1,254.5 |
1,192.1 |
62.4 |
5.1% |
25.8 |
2.1% |
46% |
False |
False |
7,183 |
20 |
1,264.1 |
1,110.0 |
154.1 |
12.6% |
24.3 |
2.0% |
72% |
False |
False |
6,331 |
40 |
1,264.1 |
1,059.0 |
205.1 |
16.8% |
19.6 |
1.6% |
79% |
False |
False |
5,759 |
60 |
1,264.1 |
1,047.2 |
216.9 |
17.8% |
17.7 |
1.4% |
80% |
False |
False |
4,349 |
80 |
1,264.1 |
1,047.2 |
216.9 |
17.8% |
16.6 |
1.4% |
80% |
False |
False |
4,004 |
100 |
1,264.1 |
1,047.2 |
216.9 |
17.8% |
15.9 |
1.3% |
80% |
False |
False |
3,399 |
120 |
1,264.1 |
1,047.2 |
216.9 |
17.8% |
15.4 |
1.3% |
80% |
False |
False |
3,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.5 |
2.618 |
1,316.6 |
1.618 |
1,287.9 |
1.000 |
1,270.2 |
0.618 |
1,259.2 |
HIGH |
1,241.5 |
0.618 |
1,230.5 |
0.500 |
1,227.2 |
0.382 |
1,223.8 |
LOW |
1,212.8 |
0.618 |
1,195.1 |
1.000 |
1,184.1 |
1.618 |
1,166.4 |
2.618 |
1,137.7 |
4.250 |
1,090.8 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,227.2 |
1,233.7 |
PP |
1,225.1 |
1,229.4 |
S1 |
1,223.1 |
1,225.2 |
|