| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,343 |
16,524 |
181 |
1.1% |
15,954 |
| High |
16,634 |
16,574 |
-60 |
-0.4% |
16,515 |
| Low |
16,316 |
16,372 |
56 |
0.3% |
15,954 |
| Close |
16,539 |
16,396 |
-143 |
-0.9% |
16,358 |
| Range |
318 |
202 |
-116 |
-36.5% |
561 |
| ATR |
326 |
317 |
-9 |
-2.7% |
0 |
| Volume |
112,400 |
129,459 |
17,059 |
15.2% |
692,474 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,053 |
16,927 |
16,507 |
|
| R3 |
16,851 |
16,725 |
16,452 |
|
| R2 |
16,649 |
16,649 |
16,433 |
|
| R1 |
16,523 |
16,523 |
16,415 |
16,485 |
| PP |
16,447 |
16,447 |
16,447 |
16,429 |
| S1 |
16,321 |
16,321 |
16,378 |
16,283 |
| S2 |
16,245 |
16,245 |
16,359 |
|
| S3 |
16,043 |
16,119 |
16,341 |
|
| S4 |
15,841 |
15,917 |
16,285 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,959 |
17,719 |
16,667 |
|
| R3 |
17,398 |
17,158 |
16,512 |
|
| R2 |
16,837 |
16,837 |
16,461 |
|
| R1 |
16,597 |
16,597 |
16,410 |
16,717 |
| PP |
16,276 |
16,276 |
16,276 |
16,336 |
| S1 |
16,036 |
16,036 |
16,307 |
16,156 |
| S2 |
15,715 |
15,715 |
16,255 |
|
| S3 |
15,154 |
15,475 |
16,204 |
|
| S4 |
14,593 |
14,914 |
16,050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,634 |
16,075 |
559 |
3.4% |
251 |
1.5% |
57% |
False |
False |
142,535 |
| 10 |
16,634 |
15,452 |
1,182 |
7.2% |
288 |
1.8% |
80% |
False |
False |
206,938 |
| 20 |
16,634 |
15,452 |
1,182 |
7.2% |
323 |
2.0% |
80% |
False |
False |
228,643 |
| 40 |
17,660 |
15,365 |
2,295 |
14.0% |
337 |
2.1% |
45% |
False |
False |
228,135 |
| 60 |
17,825 |
15,365 |
2,460 |
15.0% |
314 |
1.9% |
42% |
False |
False |
179,273 |
| 80 |
17,828 |
15,365 |
2,463 |
15.0% |
283 |
1.7% |
42% |
False |
False |
134,508 |
| 100 |
17,828 |
15,365 |
2,463 |
15.0% |
266 |
1.6% |
42% |
False |
False |
107,628 |
| 120 |
17,828 |
15,365 |
2,463 |
15.0% |
261 |
1.6% |
42% |
False |
False |
89,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,433 |
|
2.618 |
17,103 |
|
1.618 |
16,901 |
|
1.000 |
16,776 |
|
0.618 |
16,699 |
|
HIGH |
16,574 |
|
0.618 |
16,497 |
|
0.500 |
16,473 |
|
0.382 |
16,449 |
|
LOW |
16,372 |
|
0.618 |
16,247 |
|
1.000 |
16,170 |
|
1.618 |
16,045 |
|
2.618 |
15,843 |
|
4.250 |
15,514 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,473 |
16,440 |
| PP |
16,447 |
16,425 |
| S1 |
16,422 |
16,411 |
|