| 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 |
1,005.1 |
1,000.5 |
-4.6 |
-0.5% |
977.7 |
| High |
1,005.9 |
1,003.1 |
-2.8 |
-0.3% |
1,008.2 |
| Low |
996.0 |
992.4 |
-3.6 |
-0.4% |
963.1 |
| Close |
998.7 |
1,003.1 |
4.4 |
0.4% |
1,003.1 |
| Range |
9.9 |
10.7 |
0.8 |
8.1% |
45.1 |
| ATR |
16.9 |
16.5 |
-0.4 |
-2.6% |
0.0 |
| Volume |
17 |
38 |
21 |
123.5% |
184 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,031.8 |
1,028.0 |
1,009.0 |
|
| R3 |
1,021.0 |
1,017.3 |
1,006.0 |
|
| R2 |
1,010.3 |
1,010.3 |
1,005.0 |
|
| R1 |
1,006.8 |
1,006.8 |
1,004.0 |
1,008.5 |
| PP |
999.5 |
999.5 |
999.5 |
1,000.5 |
| S1 |
996.0 |
996.0 |
1,002.0 |
997.8 |
| S2 |
988.8 |
988.8 |
1,001.3 |
|
| S3 |
978.3 |
985.3 |
1,000.3 |
|
| S4 |
967.5 |
974.5 |
997.3 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,126.8 |
1,110.0 |
1,028.0 |
|
| R3 |
1,081.8 |
1,065.0 |
1,015.5 |
|
| R2 |
1,036.5 |
1,036.5 |
1,011.3 |
|
| R1 |
1,019.8 |
1,019.8 |
1,007.3 |
1,028.3 |
| PP |
991.5 |
991.5 |
991.5 |
995.8 |
| S1 |
974.8 |
974.8 |
999.0 |
983.0 |
| S2 |
946.3 |
946.3 |
994.8 |
|
| S3 |
901.3 |
929.8 |
990.8 |
|
| S4 |
856.3 |
884.5 |
978.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,048.5 |
|
2.618 |
1,031.0 |
|
1.618 |
1,020.5 |
|
1.000 |
1,013.8 |
|
0.618 |
1,009.8 |
|
HIGH |
1,003.0 |
|
0.618 |
999.0 |
|
0.500 |
997.8 |
|
0.382 |
996.5 |
|
LOW |
992.5 |
|
0.618 |
985.8 |
|
1.000 |
981.8 |
|
1.618 |
975.0 |
|
2.618 |
964.5 |
|
4.250 |
947.0 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,001.3 |
1,002.3 |
| PP |
999.5 |
1,001.3 |
| S1 |
997.8 |
1,000.3 |
|