| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,746.0 |
2,702.0 |
-44.0 |
-1.6% |
2,889.0 |
| High |
2,755.0 |
2,763.0 |
8.0 |
0.3% |
2,895.0 |
| Low |
2,670.0 |
2,697.0 |
27.0 |
1.0% |
2,670.0 |
| Close |
2,687.0 |
2,747.0 |
60.0 |
2.2% |
2,747.0 |
| Range |
85.0 |
66.0 |
-19.0 |
-22.4% |
225.0 |
| ATR |
95.0 |
93.6 |
-1.4 |
-1.4% |
0.0 |
| Volume |
1,802,104 |
1,176,392 |
-625,712 |
-34.7% |
10,171,107 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,933.7 |
2,906.3 |
2,783.3 |
|
| R3 |
2,867.7 |
2,840.3 |
2,765.2 |
|
| R2 |
2,801.7 |
2,801.7 |
2,759.1 |
|
| R1 |
2,774.3 |
2,774.3 |
2,753.1 |
2,788.0 |
| PP |
2,735.7 |
2,735.7 |
2,735.7 |
2,742.5 |
| S1 |
2,708.3 |
2,708.3 |
2,741.0 |
2,722.0 |
| S2 |
2,669.7 |
2,669.7 |
2,734.9 |
|
| S3 |
2,603.7 |
2,642.3 |
2,728.9 |
|
| S4 |
2,537.7 |
2,576.3 |
2,710.7 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,445.7 |
3,321.3 |
2,870.8 |
|
| R3 |
3,220.7 |
3,096.3 |
2,808.9 |
|
| R2 |
2,995.7 |
2,995.7 |
2,788.3 |
|
| R1 |
2,871.3 |
2,871.3 |
2,767.6 |
2,821.0 |
| PP |
2,770.7 |
2,770.7 |
2,770.7 |
2,745.5 |
| S1 |
2,646.3 |
2,646.3 |
2,726.4 |
2,596.0 |
| S2 |
2,545.7 |
2,545.7 |
2,705.8 |
|
| S3 |
2,320.7 |
2,421.3 |
2,685.1 |
|
| S4 |
2,095.7 |
2,196.3 |
2,623.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,895.0 |
2,670.0 |
225.0 |
8.2% |
95.6 |
3.5% |
34% |
False |
False |
2,034,221 |
| 10 |
3,061.0 |
2,670.0 |
391.0 |
14.2% |
89.2 |
3.2% |
20% |
False |
False |
1,893,657 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
14.2% |
88.6 |
3.2% |
20% |
False |
False |
1,726,720 |
| 40 |
3,338.0 |
2,670.0 |
668.0 |
24.3% |
83.5 |
3.0% |
12% |
False |
False |
1,500,260 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
31.1% |
78.9 |
2.9% |
9% |
False |
False |
1,066,642 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
31.1% |
72.2 |
2.6% |
9% |
False |
False |
802,187 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
31.1% |
70.5 |
2.6% |
9% |
False |
False |
642,570 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
31.1% |
67.2 |
2.4% |
9% |
False |
False |
536,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,043.5 |
|
2.618 |
2,935.8 |
|
1.618 |
2,869.8 |
|
1.000 |
2,829.0 |
|
0.618 |
2,803.8 |
|
HIGH |
2,763.0 |
|
0.618 |
2,737.8 |
|
0.500 |
2,730.0 |
|
0.382 |
2,722.2 |
|
LOW |
2,697.0 |
|
0.618 |
2,656.2 |
|
1.000 |
2,631.0 |
|
1.618 |
2,590.2 |
|
2.618 |
2,524.2 |
|
4.250 |
2,416.5 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,741.3 |
2,748.5 |
| PP |
2,735.7 |
2,748.0 |
| S1 |
2,730.0 |
2,747.5 |
|