| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
15,840 |
16,170 |
330 |
2.1% |
15,460 |
| High |
16,300 |
16,350 |
50 |
0.3% |
16,360 |
| Low |
15,790 |
15,830 |
40 |
0.3% |
15,455 |
| Close |
16,175 |
15,850 |
-325 |
-2.0% |
15,840 |
| Range |
510 |
520 |
10 |
2.0% |
905 |
| ATR |
592 |
587 |
-5 |
-0.9% |
0 |
| Volume |
14,137 |
18,770 |
4,633 |
32.8% |
117,006 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,570 |
17,230 |
16,136 |
|
| R3 |
17,050 |
16,710 |
15,993 |
|
| R2 |
16,530 |
16,530 |
15,945 |
|
| R1 |
16,190 |
16,190 |
15,898 |
16,100 |
| PP |
16,010 |
16,010 |
16,010 |
15,965 |
| S1 |
15,670 |
15,670 |
15,802 |
15,580 |
| S2 |
15,490 |
15,490 |
15,755 |
|
| S3 |
14,970 |
15,150 |
15,707 |
|
| S4 |
14,450 |
14,630 |
15,564 |
|
|
| 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 |
15,640 |
720 |
4.5% |
466 |
2.9% |
29% |
False |
False |
20,540 |
| 10 |
16,440 |
14,815 |
1,625 |
10.3% |
591 |
3.7% |
64% |
False |
False |
29,295 |
| 20 |
17,940 |
14,815 |
3,125 |
19.7% |
593 |
3.7% |
33% |
False |
False |
27,050 |
| 40 |
19,190 |
14,815 |
4,375 |
27.6% |
593 |
3.7% |
24% |
False |
False |
23,834 |
| 60 |
20,095 |
14,815 |
5,280 |
33.3% |
521 |
3.3% |
20% |
False |
False |
19,537 |
| 80 |
20,095 |
14,815 |
5,280 |
33.3% |
445 |
2.8% |
20% |
False |
False |
14,658 |
| 100 |
20,095 |
14,815 |
5,280 |
33.3% |
392 |
2.5% |
20% |
False |
False |
11,727 |
| 120 |
20,095 |
14,815 |
5,280 |
33.3% |
353 |
2.2% |
20% |
False |
False |
9,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,560 |
|
2.618 |
17,711 |
|
1.618 |
17,191 |
|
1.000 |
16,870 |
|
0.618 |
16,671 |
|
HIGH |
16,350 |
|
0.618 |
16,151 |
|
0.500 |
16,090 |
|
0.382 |
16,029 |
|
LOW |
15,830 |
|
0.618 |
15,509 |
|
1.000 |
15,310 |
|
1.618 |
14,989 |
|
2.618 |
14,469 |
|
4.250 |
13,620 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,090 |
16,055 |
| PP |
16,010 |
15,987 |
| S1 |
15,930 |
15,918 |
|