| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
15,460 |
15,975 |
515 |
3.3% |
16,590 |
| High |
16,355 |
16,230 |
-125 |
-0.8% |
17,100 |
| Low |
15,455 |
15,640 |
185 |
1.2% |
14,815 |
| Close |
15,960 |
16,085 |
125 |
0.8% |
15,455 |
| Range |
900 |
590 |
-310 |
-34.4% |
2,285 |
| ATR |
642 |
638 |
-4 |
-0.6% |
0 |
| Volume |
47,209 |
29,306 |
-17,903 |
-37.9% |
166,619 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,755 |
17,510 |
16,410 |
|
| R3 |
17,165 |
16,920 |
16,247 |
|
| R2 |
16,575 |
16,575 |
16,193 |
|
| R1 |
16,330 |
16,330 |
16,139 |
16,453 |
| PP |
15,985 |
15,985 |
15,985 |
16,046 |
| S1 |
15,740 |
15,740 |
16,031 |
15,863 |
| S2 |
15,395 |
15,395 |
15,977 |
|
| S3 |
14,805 |
15,150 |
15,923 |
|
| S4 |
14,215 |
14,560 |
15,761 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,645 |
21,335 |
16,712 |
|
| R3 |
20,360 |
19,050 |
16,084 |
|
| R2 |
18,075 |
18,075 |
15,874 |
|
| R1 |
16,765 |
16,765 |
15,665 |
16,278 |
| PP |
15,790 |
15,790 |
15,790 |
15,546 |
| S1 |
14,480 |
14,480 |
15,246 |
13,993 |
| S2 |
13,505 |
13,505 |
15,036 |
|
| S3 |
11,220 |
12,195 |
14,827 |
|
| S4 |
8,935 |
9,910 |
14,198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,355 |
14,815 |
1,540 |
9.6% |
715 |
4.4% |
82% |
False |
False |
37,475 |
| 10 |
17,485 |
14,815 |
2,670 |
16.6% |
681 |
4.2% |
48% |
False |
False |
31,991 |
| 20 |
17,940 |
14,815 |
3,125 |
19.4% |
678 |
4.2% |
41% |
False |
False |
30,527 |
| 40 |
19,930 |
14,815 |
5,115 |
31.8% |
599 |
3.7% |
25% |
False |
False |
23,113 |
| 60 |
20,095 |
14,815 |
5,280 |
32.8% |
505 |
3.1% |
24% |
False |
False |
18,319 |
| 80 |
20,095 |
14,815 |
5,280 |
32.8% |
432 |
2.7% |
24% |
False |
False |
13,742 |
| 100 |
20,095 |
14,815 |
5,280 |
32.8% |
384 |
2.4% |
24% |
False |
False |
10,993 |
| 120 |
20,095 |
14,815 |
5,280 |
32.8% |
338 |
2.1% |
24% |
False |
False |
9,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,738 |
|
2.618 |
17,775 |
|
1.618 |
17,185 |
|
1.000 |
16,820 |
|
0.618 |
16,595 |
|
HIGH |
16,230 |
|
0.618 |
16,005 |
|
0.500 |
15,935 |
|
0.382 |
15,866 |
|
LOW |
15,640 |
|
0.618 |
15,276 |
|
1.000 |
15,050 |
|
1.618 |
14,686 |
|
2.618 |
14,096 |
|
4.250 |
13,133 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,035 |
15,918 |
| PP |
15,985 |
15,752 |
| S1 |
15,935 |
15,585 |
|