Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
3.36 |
3.39 |
0.03 |
0.9% |
3.26 |
High |
3.45 |
3.48 |
0.03 |
0.9% |
3.38 |
Low |
3.36 |
3.34 |
-0.02 |
-0.6% |
3.23 |
Close |
3.43 |
3.46 |
0.03 |
0.9% |
3.30 |
Range |
0.09 |
0.14 |
0.05 |
55.6% |
0.15 |
ATR |
0.12 |
0.12 |
0.00 |
1.5% |
0.00 |
Volume |
5,625,400 |
5,659,300 |
33,900 |
0.6% |
9,110,300 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.85 |
3.79 |
3.54 |
|
R3 |
3.71 |
3.65 |
3.50 |
|
R2 |
3.57 |
3.57 |
3.49 |
|
R1 |
3.51 |
3.51 |
3.47 |
3.54 |
PP |
3.43 |
3.43 |
3.43 |
3.44 |
S1 |
3.37 |
3.37 |
3.45 |
3.40 |
S2 |
3.29 |
3.29 |
3.43 |
|
S3 |
3.15 |
3.23 |
3.42 |
|
S4 |
3.01 |
3.09 |
3.38 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.75 |
3.68 |
3.38 |
|
R3 |
3.60 |
3.53 |
3.34 |
|
R2 |
3.45 |
3.45 |
3.33 |
|
R1 |
3.38 |
3.38 |
3.31 |
3.42 |
PP |
3.30 |
3.30 |
3.30 |
3.32 |
S1 |
3.23 |
3.23 |
3.29 |
3.27 |
S2 |
3.15 |
3.15 |
3.27 |
|
S3 |
3.00 |
3.08 |
3.26 |
|
S4 |
2.85 |
2.93 |
3.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.48 |
3.25 |
0.23 |
6.6% |
0.10 |
2.9% |
91% |
True |
False |
3,741,120 |
10 |
3.48 |
3.14 |
0.34 |
9.8% |
0.09 |
2.7% |
94% |
True |
False |
3,057,110 |
20 |
4.00 |
3.14 |
0.86 |
24.9% |
0.09 |
2.6% |
37% |
False |
False |
2,867,495 |
40 |
4.13 |
3.14 |
0.99 |
28.6% |
0.09 |
2.5% |
32% |
False |
False |
2,960,822 |
60 |
4.13 |
3.14 |
0.99 |
28.6% |
0.08 |
2.2% |
32% |
False |
False |
3,653,443 |
80 |
4.13 |
3.14 |
0.99 |
28.6% |
0.07 |
2.1% |
32% |
False |
False |
4,188,863 |
100 |
4.13 |
3.14 |
0.99 |
28.6% |
0.07 |
2.0% |
32% |
False |
False |
4,122,028 |
120 |
4.13 |
3.14 |
0.99 |
28.6% |
0.07 |
2.0% |
32% |
False |
False |
4,175,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.08 |
2.618 |
3.85 |
1.618 |
3.71 |
1.000 |
3.62 |
0.618 |
3.57 |
HIGH |
3.48 |
0.618 |
3.43 |
0.500 |
3.41 |
0.382 |
3.39 |
LOW |
3.34 |
0.618 |
3.25 |
1.000 |
3.20 |
1.618 |
3.11 |
2.618 |
2.97 |
4.250 |
2.75 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
3.44 |
3.43 |
PP |
3.43 |
3.41 |
S1 |
3.41 |
3.38 |
|