| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
15,830 |
15,625 |
-205 |
-1.3% |
16,147 |
| High |
15,863 |
15,929 |
66 |
0.4% |
16,197 |
| Low |
15,452 |
15,592 |
140 |
0.9% |
15,452 |
| Close |
15,612 |
15,913 |
301 |
1.9% |
15,913 |
| Range |
411 |
337 |
-74 |
-18.0% |
745 |
| ATR |
354 |
353 |
-1 |
-0.3% |
0 |
| Volume |
349,218 |
216,007 |
-133,211 |
-38.1% |
1,430,426 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,822 |
16,705 |
16,098 |
|
| R3 |
16,485 |
16,368 |
16,006 |
|
| R2 |
16,148 |
16,148 |
15,975 |
|
| R1 |
16,031 |
16,031 |
15,944 |
16,090 |
| PP |
15,811 |
15,811 |
15,811 |
15,841 |
| S1 |
15,694 |
15,694 |
15,882 |
15,753 |
| S2 |
15,474 |
15,474 |
15,851 |
|
| S3 |
15,137 |
15,357 |
15,820 |
|
| S4 |
14,800 |
15,020 |
15,728 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,089 |
17,746 |
16,323 |
|
| R3 |
17,344 |
17,001 |
16,118 |
|
| R2 |
16,599 |
16,599 |
16,050 |
|
| R1 |
16,256 |
16,256 |
15,981 |
16,055 |
| PP |
15,854 |
15,854 |
15,854 |
15,754 |
| S1 |
15,511 |
15,511 |
15,845 |
15,310 |
| S2 |
15,109 |
15,109 |
15,777 |
|
| S3 |
14,364 |
14,766 |
15,708 |
|
| S4 |
13,619 |
14,021 |
15,503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,197 |
15,452 |
745 |
4.7% |
369 |
2.3% |
62% |
False |
False |
286,085 |
| 10 |
16,426 |
15,452 |
974 |
6.1% |
341 |
2.1% |
47% |
False |
False |
269,702 |
| 20 |
16,426 |
15,365 |
1,061 |
6.7% |
374 |
2.3% |
52% |
False |
False |
272,984 |
| 40 |
17,735 |
15,365 |
2,370 |
14.9% |
343 |
2.2% |
23% |
False |
False |
228,509 |
| 60 |
17,825 |
15,365 |
2,460 |
15.5% |
306 |
1.9% |
22% |
False |
False |
163,729 |
| 80 |
17,828 |
15,365 |
2,463 |
15.5% |
277 |
1.7% |
22% |
False |
False |
122,843 |
| 100 |
17,828 |
15,365 |
2,463 |
15.5% |
267 |
1.7% |
22% |
False |
False |
98,287 |
| 120 |
17,828 |
15,365 |
2,463 |
15.5% |
264 |
1.7% |
22% |
False |
False |
81,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,361 |
|
2.618 |
16,811 |
|
1.618 |
16,474 |
|
1.000 |
16,266 |
|
0.618 |
16,137 |
|
HIGH |
15,929 |
|
0.618 |
15,800 |
|
0.500 |
15,761 |
|
0.382 |
15,721 |
|
LOW |
15,592 |
|
0.618 |
15,384 |
|
1.000 |
15,255 |
|
1.618 |
15,047 |
|
2.618 |
14,710 |
|
4.250 |
14,160 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,862 |
15,876 |
| PP |
15,811 |
15,840 |
| S1 |
15,761 |
15,803 |
|