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 |
15,285 |
15,460 |
175 |
1.1% |
16,590 |
High |
15,525 |
16,355 |
830 |
5.3% |
17,100 |
Low |
14,815 |
15,455 |
640 |
4.3% |
14,815 |
Close |
15,455 |
15,960 |
505 |
3.3% |
15,455 |
Range |
710 |
900 |
190 |
26.8% |
2,285 |
ATR |
622 |
642 |
20 |
3.2% |
0 |
Volume |
43,584 |
47,209 |
3,625 |
8.3% |
166,619 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,623 |
18,192 |
16,455 |
|
R3 |
17,723 |
17,292 |
16,208 |
|
R2 |
16,823 |
16,823 |
16,125 |
|
R1 |
16,392 |
16,392 |
16,043 |
16,608 |
PP |
15,923 |
15,923 |
15,923 |
16,031 |
S1 |
15,492 |
15,492 |
15,878 |
15,708 |
S2 |
15,023 |
15,023 |
15,795 |
|
S3 |
14,123 |
14,592 |
15,713 |
|
S4 |
13,223 |
13,692 |
15,465 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,645 |
21,335 |
16,712 |
|
R3 |
20,360 |
19,050 |
16,084 |
|
R2 |
18,075 |
18,075 |
15,874 |
|
R1 |
16,765 |
16,765 |
15,665 |
16,278 |
PP |
15,790 |
15,790 |
15,790 |
15,546 |
S1 |
14,480 |
14,480 |
15,246 |
13,993 |
S2 |
13,505 |
13,505 |
15,036 |
|
S3 |
11,220 |
12,195 |
14,827 |
|
S4 |
8,935 |
9,910 |
14,198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,440 |
14,815 |
1,625 |
10.2% |
715 |
4.5% |
70% |
False |
False |
38,050 |
10 |
17,895 |
14,815 |
3,080 |
19.3% |
673 |
4.2% |
37% |
False |
False |
31,257 |
20 |
17,940 |
14,815 |
3,125 |
19.6% |
680 |
4.3% |
37% |
False |
False |
31,102 |
40 |
19,930 |
14,815 |
5,115 |
32.0% |
592 |
3.7% |
22% |
False |
False |
22,635 |
60 |
20,095 |
14,815 |
5,280 |
33.1% |
500 |
3.1% |
22% |
False |
False |
17,830 |
80 |
20,095 |
14,815 |
5,280 |
33.1% |
427 |
2.7% |
22% |
False |
False |
13,375 |
100 |
20,095 |
14,815 |
5,280 |
33.1% |
381 |
2.4% |
22% |
False |
False |
10,700 |
120 |
20,095 |
14,815 |
5,280 |
33.1% |
333 |
2.1% |
22% |
False |
False |
8,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,180 |
2.618 |
18,711 |
1.618 |
17,811 |
1.000 |
17,255 |
0.618 |
16,911 |
HIGH |
16,355 |
0.618 |
16,011 |
0.500 |
15,905 |
0.382 |
15,799 |
LOW |
15,455 |
0.618 |
14,899 |
1.000 |
14,555 |
1.618 |
13,999 |
2.618 |
13,099 |
4.250 |
11,630 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
15,942 |
15,835 |
PP |
15,923 |
15,710 |
S1 |
15,905 |
15,585 |
|