| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,818.00 |
1,855.00 |
37.00 |
2.0% |
1,866.75 |
| High |
1,851.50 |
1,884.25 |
32.75 |
1.8% |
1,875.75 |
| Low |
1,814.25 |
1,855.00 |
40.75 |
2.2% |
1,794.50 |
| Close |
1,849.25 |
1,880.00 |
30.75 |
1.7% |
1,849.25 |
| Range |
37.25 |
29.25 |
-8.00 |
-21.5% |
81.25 |
| ATR |
43.35 |
42.75 |
-0.60 |
-1.4% |
0.00 |
| Volume |
14,951 |
8,477 |
-6,474 |
-43.3% |
64,239 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.75 |
1,949.75 |
1,896.00 |
|
| R3 |
1,931.50 |
1,920.50 |
1,888.00 |
|
| R2 |
1,902.25 |
1,902.25 |
1,885.25 |
|
| R1 |
1,891.25 |
1,891.25 |
1,882.75 |
1,896.75 |
| PP |
1,873.00 |
1,873.00 |
1,873.00 |
1,876.00 |
| S1 |
1,862.00 |
1,862.00 |
1,877.25 |
1,867.50 |
| S2 |
1,843.75 |
1,843.75 |
1,874.75 |
|
| S3 |
1,814.50 |
1,832.75 |
1,872.00 |
|
| S4 |
1,785.25 |
1,803.50 |
1,864.00 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.50 |
2,047.75 |
1,894.00 |
|
| R3 |
2,002.25 |
1,966.50 |
1,871.50 |
|
| R2 |
1,921.00 |
1,921.00 |
1,864.25 |
|
| R1 |
1,885.25 |
1,885.25 |
1,856.75 |
1,862.50 |
| PP |
1,839.75 |
1,839.75 |
1,839.75 |
1,828.50 |
| S1 |
1,804.00 |
1,804.00 |
1,841.75 |
1,781.25 |
| S2 |
1,758.50 |
1,758.50 |
1,834.25 |
|
| S3 |
1,677.25 |
1,722.75 |
1,827.00 |
|
| S4 |
1,596.00 |
1,641.50 |
1,804.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,884.25 |
1,794.50 |
89.75 |
4.8% |
37.25 |
2.0% |
95% |
True |
False |
13,003 |
| 10 |
1,919.00 |
1,794.50 |
124.50 |
6.6% |
41.25 |
2.2% |
69% |
False |
False |
10,593 |
| 20 |
1,931.50 |
1,794.50 |
137.00 |
7.3% |
44.50 |
2.4% |
62% |
False |
False |
8,058 |
| 40 |
2,068.00 |
1,794.50 |
273.50 |
14.5% |
42.00 |
2.2% |
31% |
False |
False |
5,548 |
| 60 |
2,090.50 |
1,794.50 |
296.00 |
15.7% |
37.50 |
2.0% |
29% |
False |
False |
3,816 |
| 80 |
2,095.75 |
1,794.50 |
301.25 |
16.0% |
34.25 |
1.8% |
28% |
False |
False |
2,964 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
16.0% |
33.25 |
1.8% |
28% |
False |
False |
2,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,008.50 |
|
2.618 |
1,960.75 |
|
1.618 |
1,931.50 |
|
1.000 |
1,913.50 |
|
0.618 |
1,902.25 |
|
HIGH |
1,884.25 |
|
0.618 |
1,873.00 |
|
0.500 |
1,869.50 |
|
0.382 |
1,866.25 |
|
LOW |
1,855.00 |
|
0.618 |
1,837.00 |
|
1.000 |
1,825.75 |
|
1.618 |
1,807.75 |
|
2.618 |
1,778.50 |
|
4.250 |
1,730.75 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,876.50 |
1,866.50 |
| PP |
1,873.00 |
1,853.00 |
| S1 |
1,869.50 |
1,839.50 |
|