| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,170 |
15,830 |
-340 |
-2.1% |
15,460 |
| High |
16,350 |
16,085 |
-265 |
-1.6% |
16,360 |
| Low |
15,830 |
15,540 |
-290 |
-1.8% |
15,455 |
| Close |
15,850 |
15,955 |
105 |
0.7% |
15,840 |
| Range |
520 |
545 |
25 |
4.8% |
905 |
| ATR |
587 |
584 |
-3 |
-0.5% |
0 |
| Volume |
18,770 |
23,661 |
4,891 |
26.1% |
117,006 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,495 |
17,270 |
16,255 |
|
| R3 |
16,950 |
16,725 |
16,105 |
|
| R2 |
16,405 |
16,405 |
16,055 |
|
| R1 |
16,180 |
16,180 |
16,005 |
16,293 |
| PP |
15,860 |
15,860 |
15,860 |
15,916 |
| S1 |
15,635 |
15,635 |
15,905 |
15,748 |
| S2 |
15,315 |
15,315 |
15,855 |
|
| S3 |
14,770 |
15,090 |
15,805 |
|
| S4 |
14,225 |
14,545 |
15,655 |
|
|
| 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 |
15,540 |
820 |
5.1% |
457 |
2.9% |
51% |
False |
True |
19,411 |
| 10 |
16,360 |
14,815 |
1,545 |
9.7% |
586 |
3.7% |
74% |
False |
False |
28,443 |
| 20 |
17,940 |
14,815 |
3,125 |
19.6% |
592 |
3.7% |
36% |
False |
False |
27,050 |
| 40 |
19,190 |
14,815 |
4,375 |
27.4% |
597 |
3.7% |
26% |
False |
False |
24,333 |
| 60 |
20,095 |
14,815 |
5,280 |
33.1% |
529 |
3.3% |
22% |
False |
False |
19,930 |
| 80 |
20,095 |
14,815 |
5,280 |
33.1% |
448 |
2.8% |
22% |
False |
False |
14,954 |
| 100 |
20,095 |
14,815 |
5,280 |
33.1% |
395 |
2.5% |
22% |
False |
False |
11,964 |
| 120 |
20,095 |
14,815 |
5,280 |
33.1% |
357 |
2.2% |
22% |
False |
False |
9,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,401 |
|
2.618 |
17,512 |
|
1.618 |
16,967 |
|
1.000 |
16,630 |
|
0.618 |
16,422 |
|
HIGH |
16,085 |
|
0.618 |
15,877 |
|
0.500 |
15,813 |
|
0.382 |
15,748 |
|
LOW |
15,540 |
|
0.618 |
15,203 |
|
1.000 |
14,995 |
|
1.618 |
14,658 |
|
2.618 |
14,113 |
|
4.250 |
13,224 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,908 |
15,952 |
| PP |
15,860 |
15,948 |
| S1 |
15,813 |
15,945 |
|