| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,130 |
16,448 |
318 |
2.0% |
16,147 |
| High |
16,454 |
16,515 |
61 |
0.4% |
16,197 |
| Low |
16,075 |
16,355 |
280 |
1.7% |
15,452 |
| Close |
16,413 |
16,391 |
-22 |
-0.1% |
15,913 |
| Range |
379 |
160 |
-219 |
-57.8% |
745 |
| ATR |
351 |
337 |
-14 |
-3.9% |
0 |
| Volume |
169,513 |
158,898 |
-10,615 |
-6.3% |
1,430,426 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,900 |
16,806 |
16,479 |
|
| R3 |
16,740 |
16,646 |
16,435 |
|
| R2 |
16,580 |
16,580 |
16,420 |
|
| R1 |
16,486 |
16,486 |
16,406 |
16,453 |
| PP |
16,420 |
16,420 |
16,420 |
16,404 |
| S1 |
16,326 |
16,326 |
16,376 |
16,293 |
| S2 |
16,260 |
16,260 |
16,362 |
|
| S3 |
16,100 |
16,166 |
16,347 |
|
| S4 |
15,940 |
16,006 |
16,303 |
|
|
| 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 |
16,515 |
15,452 |
1,063 |
6.5% |
307 |
1.9% |
88% |
True |
False |
223,058 |
| 10 |
16,515 |
15,452 |
1,063 |
6.5% |
325 |
2.0% |
88% |
True |
False |
250,572 |
| 20 |
16,515 |
15,452 |
1,063 |
6.5% |
336 |
2.0% |
88% |
True |
False |
246,460 |
| 40 |
17,660 |
15,365 |
2,295 |
14.0% |
335 |
2.0% |
45% |
False |
False |
227,020 |
| 60 |
17,825 |
15,365 |
2,460 |
15.0% |
310 |
1.9% |
42% |
False |
False |
172,884 |
| 80 |
17,828 |
15,365 |
2,463 |
15.0% |
278 |
1.7% |
42% |
False |
False |
129,716 |
| 100 |
17,828 |
15,365 |
2,463 |
15.0% |
267 |
1.6% |
42% |
False |
False |
103,786 |
| 120 |
17,828 |
15,365 |
2,463 |
15.0% |
259 |
1.6% |
42% |
False |
False |
86,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,195 |
|
2.618 |
16,934 |
|
1.618 |
16,774 |
|
1.000 |
16,675 |
|
0.618 |
16,614 |
|
HIGH |
16,515 |
|
0.618 |
16,454 |
|
0.500 |
16,435 |
|
0.382 |
16,416 |
|
LOW |
16,355 |
|
0.618 |
16,256 |
|
1.000 |
16,195 |
|
1.618 |
16,096 |
|
2.618 |
15,936 |
|
4.250 |
15,675 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,435 |
16,339 |
| PP |
16,420 |
16,287 |
| S1 |
16,406 |
16,235 |
|