| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,410.96 |
16,417.13 |
6.17 |
0.0% |
16,012.39 |
| High |
16,410.96 |
16,664.24 |
253.28 |
1.5% |
16,511.84 |
| Low |
16,278.00 |
16,417.13 |
139.13 |
0.9% |
16,012.39 |
| Close |
16,391.99 |
16,620.66 |
228.67 |
1.4% |
16,391.99 |
| Range |
132.96 |
247.11 |
114.15 |
85.9% |
499.45 |
| ATR |
282.54 |
281.81 |
-0.74 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,308.67 |
17,211.78 |
16,756.57 |
|
| R3 |
17,061.56 |
16,964.67 |
16,688.62 |
|
| R2 |
16,814.45 |
16,814.45 |
16,665.96 |
|
| R1 |
16,717.56 |
16,717.56 |
16,643.31 |
16,766.01 |
| PP |
16,567.34 |
16,567.34 |
16,567.34 |
16,591.57 |
| S1 |
16,470.45 |
16,470.45 |
16,598.01 |
16,518.90 |
| S2 |
16,320.23 |
16,320.23 |
16,575.36 |
|
| S3 |
16,073.12 |
16,223.34 |
16,552.70 |
|
| S4 |
15,826.01 |
15,976.23 |
16,484.75 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,803.76 |
17,597.32 |
16,666.69 |
|
| R3 |
17,304.31 |
17,097.87 |
16,529.34 |
|
| R2 |
16,804.86 |
16,804.86 |
16,483.56 |
|
| R1 |
16,598.42 |
16,598.42 |
16,437.77 |
16,701.64 |
| PP |
16,305.41 |
16,305.41 |
16,305.41 |
16,357.02 |
| S1 |
16,098.97 |
16,098.97 |
16,346.21 |
16,202.19 |
| S2 |
15,805.96 |
15,805.96 |
16,300.42 |
|
| S3 |
15,306.51 |
15,599.52 |
16,254.64 |
|
| S4 |
14,807.06 |
15,100.07 |
16,117.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,664.24 |
16,012.39 |
651.85 |
3.9% |
190.73 |
1.1% |
93% |
True |
False |
|
| 10 |
16,664.24 |
15,503.01 |
1,161.23 |
7.0% |
253.23 |
1.5% |
96% |
True |
False |
|
| 20 |
16,664.24 |
15,503.01 |
1,161.23 |
7.0% |
273.02 |
1.6% |
96% |
True |
False |
|
| 40 |
17,750.02 |
15,450.56 |
2,299.46 |
13.8% |
281.33 |
1.7% |
51% |
False |
False |
|
| 60 |
17,901.58 |
15,450.56 |
2,451.02 |
14.7% |
266.91 |
1.6% |
48% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.2% |
241.90 |
1.5% |
46% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.2% |
231.05 |
1.4% |
46% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.2% |
237.97 |
1.4% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,714.46 |
|
2.618 |
17,311.17 |
|
1.618 |
17,064.06 |
|
1.000 |
16,911.35 |
|
0.618 |
16,816.95 |
|
HIGH |
16,664.24 |
|
0.618 |
16,569.84 |
|
0.500 |
16,540.69 |
|
0.382 |
16,511.53 |
|
LOW |
16,417.13 |
|
0.618 |
16,264.42 |
|
1.000 |
16,170.02 |
|
1.618 |
16,017.31 |
|
2.618 |
15,770.20 |
|
4.250 |
15,366.91 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,594.00 |
16,570.81 |
| PP |
16,567.34 |
16,520.97 |
| S1 |
16,540.69 |
16,471.12 |
|