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 |
16,504.38 |
16,712.70 |
208.32 |
1.3% |
16,417.13 |
High |
16,697.98 |
16,795.98 |
98.00 |
0.6% |
16,795.98 |
Low |
16,458.42 |
16,623.91 |
165.49 |
1.0% |
16,165.86 |
Close |
16,697.29 |
16,639.97 |
-57.32 |
-0.3% |
16,639.97 |
Range |
239.56 |
172.07 |
-67.49 |
-28.2% |
630.12 |
ATR |
278.77 |
271.15 |
-7.62 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,202.83 |
17,093.47 |
16,734.61 |
|
R3 |
17,030.76 |
16,921.40 |
16,687.29 |
|
R2 |
16,858.69 |
16,858.69 |
16,671.52 |
|
R1 |
16,749.33 |
16,749.33 |
16,655.74 |
16,717.98 |
PP |
16,686.62 |
16,686.62 |
16,686.62 |
16,670.94 |
S1 |
16,577.26 |
16,577.26 |
16,624.20 |
16,545.91 |
S2 |
16,514.55 |
16,514.55 |
16,608.42 |
|
S3 |
16,342.48 |
16,405.19 |
16,592.65 |
|
S4 |
16,170.41 |
16,233.12 |
16,545.33 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,424.30 |
18,162.25 |
16,986.54 |
|
R3 |
17,794.18 |
17,532.13 |
16,813.25 |
|
R2 |
17,164.06 |
17,164.06 |
16,755.49 |
|
R1 |
16,902.01 |
16,902.01 |
16,697.73 |
17,033.04 |
PP |
16,533.94 |
16,533.94 |
16,533.94 |
16,599.45 |
S1 |
16,271.89 |
16,271.89 |
16,582.21 |
16,402.92 |
S2 |
15,903.82 |
15,903.82 |
16,524.45 |
|
S3 |
15,273.70 |
15,641.77 |
16,466.69 |
|
S4 |
14,643.58 |
15,011.65 |
16,293.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,795.98 |
16,165.86 |
630.12 |
3.8% |
241.43 |
1.5% |
75% |
True |
False |
|
10 |
16,795.98 |
15,691.62 |
1,104.36 |
6.6% |
219.61 |
1.3% |
86% |
True |
False |
|
20 |
16,795.98 |
15,503.01 |
1,292.97 |
7.8% |
266.32 |
1.6% |
88% |
True |
False |
|
40 |
17,714.13 |
15,450.56 |
2,263.57 |
13.6% |
291.71 |
1.8% |
53% |
False |
False |
|
60 |
17,901.58 |
15,450.56 |
2,451.02 |
14.7% |
275.73 |
1.7% |
49% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.2% |
246.94 |
1.5% |
47% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.2% |
229.13 |
1.4% |
47% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.2% |
235.45 |
1.4% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,527.28 |
2.618 |
17,246.46 |
1.618 |
17,074.39 |
1.000 |
16,968.05 |
0.618 |
16,902.32 |
HIGH |
16,795.98 |
0.618 |
16,730.25 |
0.500 |
16,709.95 |
0.382 |
16,689.64 |
LOW |
16,623.91 |
0.618 |
16,517.57 |
1.000 |
16,451.84 |
1.618 |
16,345.50 |
2.618 |
16,173.43 |
4.250 |
15,892.61 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,709.95 |
16,586.95 |
PP |
16,686.62 |
16,533.94 |
S1 |
16,663.30 |
16,480.92 |
|