| 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 |
16,393 |
16,343 |
-50 |
-0.3% |
15,954 |
| High |
16,442 |
16,634 |
192 |
1.2% |
16,515 |
| Low |
16,245 |
16,316 |
71 |
0.4% |
15,954 |
| Close |
16,358 |
16,539 |
181 |
1.1% |
16,358 |
| Range |
197 |
318 |
121 |
61.4% |
561 |
| ATR |
327 |
326 |
-1 |
-0.2% |
0 |
| Volume |
142,405 |
112,400 |
-30,005 |
-21.1% |
692,474 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,450 |
17,313 |
16,714 |
|
| R3 |
17,132 |
16,995 |
16,627 |
|
| R2 |
16,814 |
16,814 |
16,597 |
|
| R1 |
16,677 |
16,677 |
16,568 |
16,746 |
| PP |
16,496 |
16,496 |
16,496 |
16,531 |
| S1 |
16,359 |
16,359 |
16,510 |
16,428 |
| S2 |
16,178 |
16,178 |
16,481 |
|
| S3 |
15,860 |
16,041 |
16,452 |
|
| S4 |
15,542 |
15,723 |
16,364 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,959 |
17,719 |
16,667 |
|
| R3 |
17,398 |
17,158 |
16,512 |
|
| R2 |
16,837 |
16,837 |
16,461 |
|
| R1 |
16,597 |
16,597 |
16,410 |
16,717 |
| PP |
16,276 |
16,276 |
16,276 |
16,336 |
| S1 |
16,036 |
16,036 |
16,307 |
16,156 |
| S2 |
15,715 |
15,715 |
16,255 |
|
| S3 |
15,154 |
15,475 |
16,204 |
|
| S4 |
14,593 |
14,914 |
16,050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,634 |
15,954 |
680 |
4.1% |
261 |
1.6% |
86% |
True |
False |
160,974 |
| 10 |
16,634 |
15,452 |
1,182 |
7.1% |
315 |
1.9% |
92% |
True |
False |
223,530 |
| 20 |
16,634 |
15,452 |
1,182 |
7.1% |
326 |
2.0% |
92% |
True |
False |
231,156 |
| 40 |
17,660 |
15,365 |
2,295 |
13.9% |
336 |
2.0% |
51% |
False |
False |
227,313 |
| 60 |
17,825 |
15,365 |
2,460 |
14.9% |
313 |
1.9% |
48% |
False |
False |
177,120 |
| 80 |
17,828 |
15,365 |
2,463 |
14.9% |
282 |
1.7% |
48% |
False |
False |
132,897 |
| 100 |
17,828 |
15,365 |
2,463 |
14.9% |
266 |
1.6% |
48% |
False |
False |
106,334 |
| 120 |
17,828 |
15,365 |
2,463 |
14.9% |
260 |
1.6% |
48% |
False |
False |
88,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,986 |
|
2.618 |
17,467 |
|
1.618 |
17,149 |
|
1.000 |
16,952 |
|
0.618 |
16,831 |
|
HIGH |
16,634 |
|
0.618 |
16,513 |
|
0.500 |
16,475 |
|
0.382 |
16,438 |
|
LOW |
16,316 |
|
0.618 |
16,120 |
|
1.000 |
15,998 |
|
1.618 |
15,802 |
|
2.618 |
15,484 |
|
4.250 |
14,965 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,518 |
16,506 |
| PP |
16,496 |
16,473 |
| S1 |
16,475 |
16,440 |
|