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 |
16,270 |
16,320 |
50 |
0.3% |
15,840 |
High |
16,320 |
16,470 |
150 |
0.9% |
16,350 |
Low |
16,320 |
15,905 |
-415 |
-2.5% |
15,540 |
Close |
16,320 |
16,005 |
-315 |
-1.9% |
16,320 |
Range |
0 |
565 |
565 |
|
810 |
ATR |
534 |
536 |
2 |
0.4% |
0 |
Volume |
21,470 |
19,411 |
-2,059 |
-9.6% |
98,469 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,822 |
17,478 |
16,316 |
|
R3 |
17,257 |
16,913 |
16,161 |
|
R2 |
16,692 |
16,692 |
16,109 |
|
R1 |
16,348 |
16,348 |
16,057 |
16,238 |
PP |
16,127 |
16,127 |
16,127 |
16,071 |
S1 |
15,783 |
15,783 |
15,953 |
15,673 |
S2 |
15,562 |
15,562 |
15,902 |
|
S3 |
14,997 |
15,218 |
15,850 |
|
S4 |
14,432 |
14,653 |
15,694 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,500 |
18,220 |
16,766 |
|
R3 |
17,690 |
17,410 |
16,543 |
|
R2 |
16,880 |
16,880 |
16,469 |
|
R1 |
16,600 |
16,600 |
16,394 |
16,740 |
PP |
16,070 |
16,070 |
16,070 |
16,140 |
S1 |
15,790 |
15,790 |
16,246 |
15,930 |
S2 |
15,260 |
15,260 |
16,172 |
|
S3 |
14,450 |
14,980 |
16,097 |
|
S4 |
13,640 |
14,170 |
15,875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,470 |
15,540 |
930 |
5.8% |
401 |
2.5% |
50% |
True |
False |
20,748 |
10 |
16,470 |
15,455 |
1,015 |
6.3% |
472 |
2.9% |
54% |
True |
False |
23,488 |
20 |
17,940 |
14,815 |
3,125 |
19.5% |
543 |
3.4% |
38% |
False |
False |
25,923 |
40 |
18,985 |
14,815 |
4,170 |
26.1% |
601 |
3.8% |
29% |
False |
False |
25,576 |
60 |
20,055 |
14,815 |
5,240 |
32.7% |
537 |
3.4% |
23% |
False |
False |
20,947 |
80 |
20,095 |
14,815 |
5,280 |
33.0% |
451 |
2.8% |
23% |
False |
False |
15,720 |
100 |
20,095 |
14,815 |
5,280 |
33.0% |
393 |
2.5% |
23% |
False |
False |
12,577 |
120 |
20,095 |
14,815 |
5,280 |
33.0% |
365 |
2.3% |
23% |
False |
False |
10,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,871 |
2.618 |
17,949 |
1.618 |
17,384 |
1.000 |
17,035 |
0.618 |
16,819 |
HIGH |
16,470 |
0.618 |
16,254 |
0.500 |
16,188 |
0.382 |
16,121 |
LOW |
15,905 |
0.618 |
15,556 |
1.000 |
15,340 |
1.618 |
14,991 |
2.618 |
14,426 |
4.250 |
13,504 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,188 |
16,188 |
PP |
16,127 |
16,127 |
S1 |
16,066 |
16,066 |
|