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 |
16,524 |
16,378 |
-146 |
-0.9% |
15,954 |
High |
16,574 |
16,505 |
-69 |
-0.4% |
16,515 |
Low |
16,372 |
16,131 |
-241 |
-1.5% |
15,954 |
Close |
16,396 |
16,473 |
77 |
0.5% |
16,358 |
Range |
202 |
374 |
172 |
85.1% |
561 |
ATR |
317 |
321 |
4 |
1.3% |
0 |
Volume |
129,459 |
199,855 |
70,396 |
54.4% |
692,474 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,492 |
17,356 |
16,679 |
|
R3 |
17,118 |
16,982 |
16,576 |
|
R2 |
16,744 |
16,744 |
16,542 |
|
R1 |
16,608 |
16,608 |
16,507 |
16,676 |
PP |
16,370 |
16,370 |
16,370 |
16,404 |
S1 |
16,234 |
16,234 |
16,439 |
16,302 |
S2 |
15,996 |
15,996 |
16,405 |
|
S3 |
15,622 |
15,860 |
16,370 |
|
S4 |
15,248 |
15,486 |
16,267 |
|
|
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 |
16,131 |
503 |
3.1% |
250 |
1.5% |
68% |
False |
True |
148,603 |
10 |
16,634 |
15,452 |
1,182 |
7.2% |
296 |
1.8% |
86% |
False |
False |
197,298 |
20 |
16,634 |
15,452 |
1,182 |
7.2% |
319 |
1.9% |
86% |
False |
False |
228,948 |
40 |
17,660 |
15,365 |
2,295 |
13.9% |
344 |
2.1% |
48% |
False |
False |
232,329 |
60 |
17,825 |
15,365 |
2,460 |
14.9% |
319 |
1.9% |
45% |
False |
False |
182,598 |
80 |
17,828 |
15,365 |
2,463 |
15.0% |
285 |
1.7% |
45% |
False |
False |
136,999 |
100 |
17,828 |
15,365 |
2,463 |
15.0% |
268 |
1.6% |
45% |
False |
False |
109,626 |
120 |
17,828 |
15,365 |
2,463 |
15.0% |
263 |
1.6% |
45% |
False |
False |
91,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,095 |
2.618 |
17,484 |
1.618 |
17,110 |
1.000 |
16,879 |
0.618 |
16,736 |
HIGH |
16,505 |
0.618 |
16,362 |
0.500 |
16,318 |
0.382 |
16,274 |
LOW |
16,131 |
0.618 |
15,900 |
1.000 |
15,757 |
1.618 |
15,526 |
2.618 |
15,152 |
4.250 |
14,542 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,421 |
16,443 |
PP |
16,370 |
16,413 |
S1 |
16,318 |
16,383 |
|