Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
15,990 |
15,840 |
-150 |
-0.9% |
15,460 |
High |
16,050 |
16,300 |
250 |
1.6% |
16,360 |
Low |
15,760 |
15,790 |
30 |
0.2% |
15,455 |
Close |
15,840 |
16,175 |
335 |
2.1% |
15,840 |
Range |
290 |
510 |
220 |
75.9% |
905 |
ATR |
599 |
592 |
-6 |
-1.1% |
0 |
Volume |
17,323 |
14,137 |
-3,186 |
-18.4% |
117,006 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,618 |
17,407 |
16,456 |
|
R3 |
17,108 |
16,897 |
16,315 |
|
R2 |
16,598 |
16,598 |
16,269 |
|
R1 |
16,387 |
16,387 |
16,222 |
16,493 |
PP |
16,088 |
16,088 |
16,088 |
16,141 |
S1 |
15,877 |
15,877 |
16,128 |
15,983 |
S2 |
15,578 |
15,578 |
16,082 |
|
S3 |
15,068 |
15,367 |
16,035 |
|
S4 |
14,558 |
14,857 |
15,895 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,600 |
18,125 |
16,338 |
|
R3 |
17,695 |
17,220 |
16,089 |
|
R2 |
16,790 |
16,790 |
16,006 |
|
R1 |
16,315 |
16,315 |
15,923 |
16,553 |
PP |
15,885 |
15,885 |
15,885 |
16,004 |
S1 |
15,410 |
15,410 |
15,757 |
15,648 |
S2 |
14,980 |
14,980 |
15,674 |
|
S3 |
14,075 |
14,505 |
15,591 |
|
S4 |
13,170 |
13,600 |
15,342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,360 |
15,455 |
905 |
5.6% |
542 |
3.4% |
80% |
False |
False |
26,228 |
10 |
17,100 |
14,815 |
2,285 |
14.1% |
626 |
3.9% |
60% |
False |
False |
29,776 |
20 |
17,940 |
14,815 |
3,125 |
19.3% |
592 |
3.7% |
44% |
False |
False |
27,452 |
40 |
19,190 |
14,815 |
4,375 |
27.0% |
587 |
3.6% |
31% |
False |
False |
23,454 |
60 |
20,095 |
14,815 |
5,280 |
32.6% |
515 |
3.2% |
26% |
False |
False |
19,227 |
80 |
20,095 |
14,815 |
5,280 |
32.6% |
439 |
2.7% |
26% |
False |
False |
14,424 |
100 |
20,095 |
14,815 |
5,280 |
32.6% |
388 |
2.4% |
26% |
False |
False |
11,540 |
120 |
20,095 |
14,815 |
5,280 |
32.6% |
349 |
2.2% |
26% |
False |
False |
9,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,468 |
2.618 |
17,635 |
1.618 |
17,125 |
1.000 |
16,810 |
0.618 |
16,615 |
HIGH |
16,300 |
0.618 |
16,105 |
0.500 |
16,045 |
0.382 |
15,985 |
LOW |
15,790 |
0.618 |
15,475 |
1.000 |
15,280 |
1.618 |
14,965 |
2.618 |
14,455 |
4.250 |
13,623 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,132 |
16,137 |
PP |
16,088 |
16,098 |
S1 |
16,045 |
16,060 |
|