| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,663 |
16,600 |
-63 |
-0.4% |
16,343 |
| High |
16,601 |
16,707 |
106 |
0.6% |
16,677 |
| Low |
16,601 |
16,477 |
-124 |
-0.7% |
16,131 |
| Close |
16,601 |
16,497 |
-104 |
-0.6% |
16,601 |
| Range |
0 |
230 |
230 |
|
546 |
| ATR |
301 |
296 |
-5 |
-1.7% |
0 |
| Volume |
157,727 |
161,118 |
3,391 |
2.1% |
751,219 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,250 |
17,104 |
16,624 |
|
| R3 |
17,020 |
16,874 |
16,560 |
|
| R2 |
16,790 |
16,790 |
16,539 |
|
| R1 |
16,644 |
16,644 |
16,518 |
16,602 |
| PP |
16,560 |
16,560 |
16,560 |
16,540 |
| S1 |
16,414 |
16,414 |
16,476 |
16,372 |
| S2 |
16,330 |
16,330 |
16,455 |
|
| S3 |
16,100 |
16,184 |
16,434 |
|
| S4 |
15,870 |
15,954 |
16,371 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,108 |
17,900 |
16,901 |
|
| R3 |
17,562 |
17,354 |
16,751 |
|
| R2 |
17,016 |
17,016 |
16,701 |
|
| R1 |
16,808 |
16,808 |
16,651 |
16,912 |
| PP |
16,470 |
16,470 |
16,470 |
16,522 |
| S1 |
16,262 |
16,262 |
16,551 |
16,366 |
| S2 |
15,924 |
15,924 |
16,501 |
|
| S3 |
15,378 |
15,716 |
16,451 |
|
| S4 |
14,832 |
15,170 |
16,301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,707 |
16,131 |
576 |
3.5% |
218 |
1.3% |
64% |
True |
False |
159,987 |
| 10 |
16,707 |
15,954 |
753 |
4.6% |
239 |
1.4% |
72% |
True |
False |
160,481 |
| 20 |
16,707 |
15,452 |
1,255 |
7.6% |
290 |
1.8% |
83% |
True |
False |
215,091 |
| 40 |
17,536 |
15,365 |
2,171 |
13.2% |
344 |
2.1% |
52% |
False |
False |
238,732 |
| 60 |
17,825 |
15,365 |
2,460 |
14.9% |
321 |
1.9% |
46% |
False |
False |
190,431 |
| 80 |
17,828 |
15,365 |
2,463 |
14.9% |
285 |
1.7% |
46% |
False |
False |
142,875 |
| 100 |
17,828 |
15,365 |
2,463 |
14.9% |
261 |
1.6% |
46% |
False |
False |
114,331 |
| 120 |
17,828 |
15,365 |
2,463 |
14.9% |
262 |
1.6% |
46% |
False |
False |
95,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,685 |
|
2.618 |
17,309 |
|
1.618 |
17,079 |
|
1.000 |
16,937 |
|
0.618 |
16,849 |
|
HIGH |
16,707 |
|
0.618 |
16,619 |
|
0.500 |
16,592 |
|
0.382 |
16,565 |
|
LOW |
16,477 |
|
0.618 |
16,335 |
|
1.000 |
16,247 |
|
1.618 |
16,105 |
|
2.618 |
15,875 |
|
4.250 |
15,500 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,592 |
16,552 |
| PP |
16,560 |
16,533 |
| S1 |
16,529 |
16,515 |
|