Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
15,625 |
15,954 |
329 |
2.1% |
16,147 |
High |
15,929 |
16,203 |
274 |
1.7% |
16,197 |
Low |
15,592 |
15,954 |
362 |
2.3% |
15,452 |
Close |
15,913 |
16,131 |
218 |
1.4% |
15,913 |
Range |
337 |
249 |
-88 |
-26.1% |
745 |
ATR |
353 |
348 |
-4 |
-1.3% |
0 |
Volume |
216,007 |
221,658 |
5,651 |
2.6% |
1,430,426 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,843 |
16,736 |
16,268 |
|
R3 |
16,594 |
16,487 |
16,200 |
|
R2 |
16,345 |
16,345 |
16,177 |
|
R1 |
16,238 |
16,238 |
16,154 |
16,292 |
PP |
16,096 |
16,096 |
16,096 |
16,123 |
S1 |
15,989 |
15,989 |
16,108 |
16,043 |
S2 |
15,847 |
15,847 |
16,085 |
|
S3 |
15,598 |
15,740 |
16,063 |
|
S4 |
15,349 |
15,491 |
15,994 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,089 |
17,746 |
16,323 |
|
R3 |
17,344 |
17,001 |
16,118 |
|
R2 |
16,599 |
16,599 |
16,050 |
|
R1 |
16,256 |
16,256 |
15,981 |
16,055 |
PP |
15,854 |
15,854 |
15,854 |
15,754 |
S1 |
15,511 |
15,511 |
15,845 |
15,310 |
S2 |
15,109 |
15,109 |
15,777 |
|
S3 |
14,364 |
14,766 |
15,708 |
|
S4 |
13,619 |
14,021 |
15,503 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,203 |
15,452 |
751 |
4.7% |
325 |
2.0% |
90% |
True |
False |
271,341 |
10 |
16,408 |
15,452 |
956 |
5.9% |
344 |
2.1% |
71% |
False |
False |
274,021 |
20 |
16,426 |
15,365 |
1,061 |
6.6% |
357 |
2.2% |
72% |
False |
False |
266,187 |
40 |
17,735 |
15,365 |
2,370 |
14.7% |
341 |
2.1% |
32% |
False |
False |
229,273 |
60 |
17,825 |
15,365 |
2,460 |
15.3% |
307 |
1.9% |
31% |
False |
False |
167,421 |
80 |
17,828 |
15,365 |
2,463 |
15.3% |
278 |
1.7% |
31% |
False |
False |
125,613 |
100 |
17,828 |
15,365 |
2,463 |
15.3% |
267 |
1.7% |
31% |
False |
False |
100,503 |
120 |
17,828 |
15,365 |
2,463 |
15.3% |
264 |
1.6% |
31% |
False |
False |
83,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,261 |
2.618 |
16,855 |
1.618 |
16,606 |
1.000 |
16,452 |
0.618 |
16,357 |
HIGH |
16,203 |
0.618 |
16,108 |
0.500 |
16,079 |
0.382 |
16,049 |
LOW |
15,954 |
0.618 |
15,800 |
1.000 |
15,705 |
1.618 |
15,551 |
2.618 |
15,302 |
4.250 |
14,896 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,114 |
16,030 |
PP |
16,096 |
15,929 |
S1 |
16,079 |
15,828 |
|