| 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 |
15,975 |
16,175 |
200 |
1.3% |
16,590 |
| High |
16,230 |
16,360 |
130 |
0.8% |
17,100 |
| Low |
15,640 |
15,940 |
300 |
1.9% |
14,815 |
| Close |
16,085 |
15,975 |
-110 |
-0.7% |
15,455 |
| Range |
590 |
420 |
-170 |
-28.8% |
2,285 |
| ATR |
638 |
622 |
-16 |
-2.4% |
0 |
| Volume |
29,306 |
23,168 |
-6,138 |
-20.9% |
166,619 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,352 |
17,083 |
16,206 |
|
| R3 |
16,932 |
16,663 |
16,091 |
|
| R2 |
16,512 |
16,512 |
16,052 |
|
| R1 |
16,243 |
16,243 |
16,014 |
16,168 |
| PP |
16,092 |
16,092 |
16,092 |
16,054 |
| S1 |
15,823 |
15,823 |
15,937 |
15,748 |
| S2 |
15,672 |
15,672 |
15,898 |
|
| S3 |
15,252 |
15,403 |
15,860 |
|
| S4 |
14,832 |
14,983 |
15,744 |
|
|
| 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 |
16,360 |
14,815 |
1,545 |
9.7% |
643 |
4.0% |
75% |
True |
False |
33,291 |
| 10 |
17,230 |
14,815 |
2,415 |
15.1% |
638 |
4.0% |
48% |
False |
False |
30,998 |
| 20 |
17,940 |
14,815 |
3,125 |
19.6% |
643 |
4.0% |
37% |
False |
False |
29,792 |
| 40 |
19,190 |
14,815 |
4,375 |
27.4% |
581 |
3.6% |
27% |
False |
False |
23,055 |
| 60 |
20,095 |
14,815 |
5,280 |
33.1% |
509 |
3.2% |
22% |
False |
False |
18,705 |
| 80 |
20,095 |
14,815 |
5,280 |
33.1% |
434 |
2.7% |
22% |
False |
False |
14,031 |
| 100 |
20,095 |
14,815 |
5,280 |
33.1% |
385 |
2.4% |
22% |
False |
False |
11,225 |
| 120 |
20,095 |
14,815 |
5,280 |
33.1% |
342 |
2.1% |
22% |
False |
False |
9,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,145 |
|
2.618 |
17,460 |
|
1.618 |
17,040 |
|
1.000 |
16,780 |
|
0.618 |
16,620 |
|
HIGH |
16,360 |
|
0.618 |
16,200 |
|
0.500 |
16,150 |
|
0.382 |
16,101 |
|
LOW |
15,940 |
|
0.618 |
15,681 |
|
1.000 |
15,520 |
|
1.618 |
15,261 |
|
2.618 |
14,841 |
|
4.250 |
14,155 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,150 |
15,953 |
| PP |
16,092 |
15,930 |
| S1 |
16,033 |
15,908 |
|