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 |
15,691.62 |
16,012.39 |
320.77 |
2.0% |
16,147.51 |
High |
15,974.04 |
16,196.41 |
222.37 |
1.4% |
16,201.89 |
Low |
15,691.62 |
16,012.39 |
320.77 |
2.0% |
15,503.01 |
Close |
15,973.84 |
16,196.41 |
222.57 |
1.4% |
15,973.84 |
Range |
282.42 |
184.02 |
-98.40 |
-34.8% |
698.88 |
ATR |
315.07 |
308.47 |
-6.61 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,687.13 |
16,625.79 |
16,297.62 |
|
R3 |
16,503.11 |
16,441.77 |
16,247.02 |
|
R2 |
16,319.09 |
16,319.09 |
16,230.15 |
|
R1 |
16,257.75 |
16,257.75 |
16,213.28 |
16,288.42 |
PP |
16,135.07 |
16,135.07 |
16,135.07 |
16,150.41 |
S1 |
16,073.73 |
16,073.73 |
16,179.54 |
16,104.40 |
S2 |
15,951.05 |
15,951.05 |
16,162.67 |
|
S3 |
15,767.03 |
15,889.71 |
16,145.80 |
|
S4 |
15,583.01 |
15,705.69 |
16,095.20 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,989.55 |
17,680.58 |
16,358.22 |
|
R3 |
17,290.67 |
16,981.70 |
16,166.03 |
|
R2 |
16,591.79 |
16,591.79 |
16,101.97 |
|
R1 |
16,282.82 |
16,282.82 |
16,037.90 |
16,087.87 |
PP |
15,892.91 |
15,892.91 |
15,892.91 |
15,795.44 |
S1 |
15,583.94 |
15,583.94 |
15,909.78 |
15,388.99 |
S2 |
15,194.03 |
15,194.03 |
15,845.71 |
|
S3 |
14,495.15 |
14,885.06 |
15,781.65 |
|
S4 |
13,796.27 |
14,186.18 |
15,589.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,201.89 |
15,503.01 |
698.88 |
4.3% |
283.75 |
1.8% |
99% |
False |
False |
|
10 |
16,485.84 |
15,503.01 |
982.83 |
6.1% |
300.92 |
1.9% |
71% |
False |
False |
|
20 |
16,510.98 |
15,450.56 |
1,060.42 |
6.5% |
302.55 |
1.9% |
70% |
False |
False |
|
40 |
17,796.76 |
15,450.56 |
2,346.20 |
14.5% |
288.08 |
1.8% |
32% |
False |
False |
|
60 |
17,914.34 |
15,450.56 |
2,463.78 |
15.2% |
265.01 |
1.6% |
30% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
241.01 |
1.5% |
30% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
233.11 |
1.4% |
30% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
246.60 |
1.5% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,978.50 |
2.618 |
16,678.17 |
1.618 |
16,494.15 |
1.000 |
16,380.43 |
0.618 |
16,310.13 |
HIGH |
16,196.41 |
0.618 |
16,126.11 |
0.500 |
16,104.40 |
0.382 |
16,082.69 |
LOW |
16,012.39 |
0.618 |
15,898.67 |
1.000 |
15,828.37 |
1.618 |
15,714.65 |
2.618 |
15,530.63 |
4.250 |
15,230.31 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,165.74 |
16,080.84 |
PP |
16,135.07 |
15,965.28 |
S1 |
16,104.40 |
15,849.71 |
|