| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,175 |
15,990 |
-185 |
-1.1% |
15,460 |
| High |
16,360 |
16,050 |
-310 |
-1.9% |
16,360 |
| Low |
15,940 |
15,760 |
-180 |
-1.1% |
15,455 |
| Close |
15,975 |
15,840 |
-135 |
-0.8% |
15,840 |
| Range |
420 |
290 |
-130 |
-31.0% |
905 |
| ATR |
622 |
599 |
-24 |
-3.8% |
0 |
| Volume |
23,168 |
17,323 |
-5,845 |
-25.2% |
117,006 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,753 |
16,587 |
16,000 |
|
| R3 |
16,463 |
16,297 |
15,920 |
|
| R2 |
16,173 |
16,173 |
15,893 |
|
| R1 |
16,007 |
16,007 |
15,867 |
15,945 |
| PP |
15,883 |
15,883 |
15,883 |
15,853 |
| S1 |
15,717 |
15,717 |
15,814 |
15,655 |
| S2 |
15,593 |
15,593 |
15,787 |
|
| S3 |
15,303 |
15,427 |
15,760 |
|
| S4 |
15,013 |
15,137 |
15,681 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,600 |
18,125 |
16,338 |
|
| R3 |
17,695 |
17,220 |
16,089 |
|
| R2 |
16,790 |
16,790 |
16,006 |
|
| R1 |
16,315 |
16,315 |
15,923 |
16,553 |
| PP |
15,885 |
15,885 |
15,885 |
16,004 |
| S1 |
15,410 |
15,410 |
15,757 |
15,648 |
| S2 |
14,980 |
14,980 |
15,674 |
|
| S3 |
14,075 |
14,505 |
15,591 |
|
| S4 |
13,170 |
13,600 |
15,342 |
|
|
| 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 |
9.8% |
582 |
3.7% |
66% |
False |
False |
32,118 |
| 10 |
17,100 |
14,815 |
2,285 |
14.4% |
616 |
3.9% |
45% |
False |
False |
30,306 |
| 20 |
17,940 |
14,815 |
3,125 |
19.7% |
608 |
3.8% |
33% |
False |
False |
28,490 |
| 40 |
19,190 |
14,815 |
4,375 |
27.6% |
580 |
3.7% |
23% |
False |
False |
23,256 |
| 60 |
20,095 |
14,815 |
5,280 |
33.3% |
511 |
3.2% |
19% |
False |
False |
18,992 |
| 80 |
20,095 |
14,815 |
5,280 |
33.3% |
434 |
2.7% |
19% |
False |
False |
14,247 |
| 100 |
20,095 |
14,815 |
5,280 |
33.3% |
388 |
2.4% |
19% |
False |
False |
11,398 |
| 120 |
20,095 |
14,815 |
5,280 |
33.3% |
344 |
2.2% |
19% |
False |
False |
9,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,283 |
|
2.618 |
16,809 |
|
1.618 |
16,519 |
|
1.000 |
16,340 |
|
0.618 |
16,229 |
|
HIGH |
16,050 |
|
0.618 |
15,939 |
|
0.500 |
15,905 |
|
0.382 |
15,871 |
|
LOW |
15,760 |
|
0.618 |
15,581 |
|
1.000 |
15,470 |
|
1.618 |
15,291 |
|
2.618 |
15,001 |
|
4.250 |
14,528 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,905 |
16,000 |
| PP |
15,883 |
15,947 |
| S1 |
15,862 |
15,893 |
|