| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,712.70 |
16,634.15 |
-78.55 |
-0.5% |
16,417.13 |
| High |
16,795.98 |
16,726.12 |
-69.86 |
-0.4% |
16,795.98 |
| Low |
16,623.91 |
16,510.40 |
-113.51 |
-0.7% |
16,165.86 |
| Close |
16,639.97 |
16,516.50 |
-123.47 |
-0.7% |
16,639.97 |
| Range |
172.07 |
215.72 |
43.65 |
25.4% |
630.12 |
| ATR |
271.15 |
267.19 |
-3.96 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,231.50 |
17,089.72 |
16,635.15 |
|
| R3 |
17,015.78 |
16,874.00 |
16,575.82 |
|
| R2 |
16,800.06 |
16,800.06 |
16,556.05 |
|
| R1 |
16,658.28 |
16,658.28 |
16,536.27 |
16,621.31 |
| PP |
16,584.34 |
16,584.34 |
16,584.34 |
16,565.86 |
| S1 |
16,442.56 |
16,442.56 |
16,496.73 |
16,405.59 |
| S2 |
16,368.62 |
16,368.62 |
16,476.95 |
|
| S3 |
16,152.90 |
16,226.84 |
16,457.18 |
|
| S4 |
15,937.18 |
16,011.12 |
16,397.85 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,424.30 |
18,162.25 |
16,986.54 |
|
| R3 |
17,794.18 |
17,532.13 |
16,813.25 |
|
| R2 |
17,164.06 |
17,164.06 |
16,755.49 |
|
| R1 |
16,902.01 |
16,902.01 |
16,697.73 |
17,033.04 |
| PP |
16,533.94 |
16,533.94 |
16,533.94 |
16,599.45 |
| S1 |
16,271.89 |
16,271.89 |
16,582.21 |
16,402.92 |
| S2 |
15,903.82 |
15,903.82 |
16,524.45 |
|
| S3 |
15,273.70 |
15,641.77 |
16,466.69 |
|
| S4 |
14,643.58 |
15,011.65 |
16,293.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,795.98 |
16,165.86 |
630.12 |
3.8% |
235.15 |
1.4% |
56% |
False |
False |
|
| 10 |
16,795.98 |
16,012.39 |
783.59 |
4.7% |
212.94 |
1.3% |
64% |
False |
False |
|
| 20 |
16,795.98 |
15,503.01 |
1,292.97 |
7.8% |
258.30 |
1.6% |
78% |
False |
False |
|
| 40 |
17,590.66 |
15,450.56 |
2,140.10 |
13.0% |
293.97 |
1.8% |
50% |
False |
False |
|
| 60 |
17,901.58 |
15,450.56 |
2,451.02 |
14.8% |
276.39 |
1.7% |
43% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.3% |
247.25 |
1.5% |
42% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.3% |
228.33 |
1.4% |
42% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.3% |
234.37 |
1.4% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,642.93 |
|
2.618 |
17,290.87 |
|
1.618 |
17,075.15 |
|
1.000 |
16,941.84 |
|
0.618 |
16,859.43 |
|
HIGH |
16,726.12 |
|
0.618 |
16,643.71 |
|
0.500 |
16,618.26 |
|
0.382 |
16,592.81 |
|
LOW |
16,510.40 |
|
0.618 |
16,377.09 |
|
1.000 |
16,294.68 |
|
1.618 |
16,161.37 |
|
2.618 |
15,945.65 |
|
4.250 |
15,593.59 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,618.26 |
16,627.20 |
| PP |
16,584.34 |
16,590.30 |
| S1 |
16,550.42 |
16,553.40 |
|