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 |
16,380 |
16,555 |
175 |
1.1% |
16,272 |
High |
16,578 |
16,720 |
142 |
0.9% |
16,720 |
Low |
16,322 |
16,500 |
178 |
1.1% |
16,050 |
Close |
16,574 |
16,504 |
-70 |
-0.4% |
16,504 |
Range |
256 |
220 |
-36 |
-14.1% |
670 |
ATR |
289 |
284 |
-5 |
-1.7% |
0 |
Volume |
670 |
1,095 |
425 |
63.4% |
2,570 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,235 |
17,089 |
16,625 |
|
R3 |
17,015 |
16,869 |
16,565 |
|
R2 |
16,795 |
16,795 |
16,544 |
|
R1 |
16,649 |
16,649 |
16,524 |
16,612 |
PP |
16,575 |
16,575 |
16,575 |
16,556 |
S1 |
16,429 |
16,429 |
16,484 |
16,392 |
S2 |
16,355 |
16,355 |
16,464 |
|
S3 |
16,135 |
16,209 |
16,444 |
|
S4 |
15,915 |
15,989 |
16,383 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,435 |
18,139 |
16,873 |
|
R3 |
17,765 |
17,469 |
16,688 |
|
R2 |
17,095 |
17,095 |
16,627 |
|
R1 |
16,799 |
16,799 |
16,566 |
16,947 |
PP |
16,425 |
16,425 |
16,425 |
16,499 |
S1 |
16,129 |
16,129 |
16,443 |
16,277 |
S2 |
15,755 |
15,755 |
16,381 |
|
S3 |
15,085 |
15,459 |
16,320 |
|
S4 |
14,415 |
14,789 |
16,136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,720 |
16,050 |
670 |
4.1% |
253 |
1.5% |
68% |
True |
False |
514 |
10 |
16,720 |
15,513 |
1,207 |
7.3% |
250 |
1.5% |
82% |
True |
False |
343 |
20 |
16,720 |
15,370 |
1,350 |
8.2% |
277 |
1.7% |
84% |
True |
False |
234 |
40 |
17,470 |
15,299 |
2,171 |
13.2% |
306 |
1.9% |
56% |
False |
False |
179 |
60 |
17,704 |
15,299 |
2,405 |
14.6% |
242 |
1.5% |
50% |
False |
False |
125 |
80 |
17,735 |
15,299 |
2,436 |
14.8% |
193 |
1.2% |
49% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,655 |
2.618 |
17,296 |
1.618 |
17,076 |
1.000 |
16,940 |
0.618 |
16,856 |
HIGH |
16,720 |
0.618 |
16,636 |
0.500 |
16,610 |
0.382 |
16,584 |
LOW |
16,500 |
0.618 |
16,364 |
1.000 |
16,280 |
1.618 |
16,144 |
2.618 |
15,924 |
4.250 |
15,565 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,610 |
16,464 |
PP |
16,575 |
16,425 |
S1 |
16,539 |
16,385 |
|