| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,851.0 |
2,829.0 |
-22.0 |
-0.8% |
2,889.0 |
| High |
2,861.0 |
2,911.0 |
50.0 |
1.7% |
2,895.0 |
| Low |
2,802.0 |
2,816.0 |
14.0 |
0.5% |
2,670.0 |
| Close |
2,814.0 |
2,895.0 |
81.0 |
2.9% |
2,747.0 |
| Range |
59.0 |
95.0 |
36.0 |
61.0% |
225.0 |
| ATR |
95.1 |
95.2 |
0.1 |
0.1% |
0.0 |
| Volume |
1,552,940 |
1,504,212 |
-48,728 |
-3.1% |
10,171,107 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,159.0 |
3,122.0 |
2,947.3 |
|
| R3 |
3,064.0 |
3,027.0 |
2,921.1 |
|
| R2 |
2,969.0 |
2,969.0 |
2,912.4 |
|
| R1 |
2,932.0 |
2,932.0 |
2,903.7 |
2,950.5 |
| PP |
2,874.0 |
2,874.0 |
2,874.0 |
2,883.3 |
| S1 |
2,837.0 |
2,837.0 |
2,886.3 |
2,855.5 |
| S2 |
2,779.0 |
2,779.0 |
2,877.6 |
|
| S3 |
2,684.0 |
2,742.0 |
2,868.9 |
|
| S4 |
2,589.0 |
2,647.0 |
2,842.8 |
|
|
| 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 |
2,911.0 |
2,670.0 |
241.0 |
8.3% |
80.4 |
2.8% |
93% |
True |
False |
1,730,587 |
| 10 |
2,948.0 |
2,670.0 |
278.0 |
9.6% |
87.5 |
3.0% |
81% |
False |
False |
1,843,649 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.5% |
86.3 |
3.0% |
58% |
False |
False |
1,710,159 |
| 40 |
3,338.0 |
2,670.0 |
668.0 |
23.1% |
82.3 |
2.8% |
34% |
False |
False |
1,494,518 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
29.5% |
78.5 |
2.7% |
26% |
False |
False |
1,117,174 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
29.5% |
73.3 |
2.5% |
26% |
False |
False |
839,914 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
29.5% |
70.3 |
2.4% |
26% |
False |
False |
672,734 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
29.5% |
66.4 |
2.3% |
26% |
False |
False |
561,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,314.8 |
|
2.618 |
3,159.7 |
|
1.618 |
3,064.7 |
|
1.000 |
3,006.0 |
|
0.618 |
2,969.7 |
|
HIGH |
2,911.0 |
|
0.618 |
2,874.7 |
|
0.500 |
2,863.5 |
|
0.382 |
2,852.3 |
|
LOW |
2,816.0 |
|
0.618 |
2,757.3 |
|
1.000 |
2,721.0 |
|
1.618 |
2,662.3 |
|
2.618 |
2,567.3 |
|
4.250 |
2,412.3 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,884.5 |
2,864.7 |
| PP |
2,874.0 |
2,834.3 |
| S1 |
2,863.5 |
2,804.0 |
|