| 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 |
2,905.0 |
2,891.0 |
-14.0 |
-0.5% |
2,851.0 |
| High |
2,936.0 |
2,903.0 |
-33.0 |
-1.1% |
2,936.0 |
| Low |
2,881.0 |
2,842.0 |
-39.0 |
-1.4% |
2,802.0 |
| Close |
2,891.0 |
2,862.0 |
-29.0 |
-1.0% |
2,862.0 |
| Range |
55.0 |
61.0 |
6.0 |
10.9% |
134.0 |
| ATR |
92.4 |
90.1 |
-2.2 |
-2.4% |
0.0 |
| Volume |
1,494,552 |
939,219 |
-555,333 |
-37.2% |
5,490,923 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,052.0 |
3,018.0 |
2,895.6 |
|
| R3 |
2,991.0 |
2,957.0 |
2,878.8 |
|
| R2 |
2,930.0 |
2,930.0 |
2,873.2 |
|
| R1 |
2,896.0 |
2,896.0 |
2,867.6 |
2,882.5 |
| PP |
2,869.0 |
2,869.0 |
2,869.0 |
2,862.3 |
| S1 |
2,835.0 |
2,835.0 |
2,856.4 |
2,821.5 |
| S2 |
2,808.0 |
2,808.0 |
2,850.8 |
|
| S3 |
2,747.0 |
2,774.0 |
2,845.2 |
|
| S4 |
2,686.0 |
2,713.0 |
2,828.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,268.7 |
3,199.3 |
2,935.7 |
|
| R3 |
3,134.7 |
3,065.3 |
2,898.9 |
|
| R2 |
3,000.7 |
3,000.7 |
2,886.6 |
|
| R1 |
2,931.3 |
2,931.3 |
2,874.3 |
2,966.0 |
| PP |
2,866.7 |
2,866.7 |
2,866.7 |
2,884.0 |
| S1 |
2,797.3 |
2,797.3 |
2,849.7 |
2,832.0 |
| S2 |
2,732.7 |
2,732.7 |
2,837.4 |
|
| S3 |
2,598.7 |
2,663.3 |
2,825.2 |
|
| S4 |
2,464.7 |
2,529.3 |
2,788.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,936.0 |
2,697.0 |
239.0 |
8.4% |
67.2 |
2.3% |
69% |
False |
False |
1,333,463 |
| 10 |
2,936.0 |
2,670.0 |
266.0 |
9.3% |
82.0 |
2.9% |
72% |
False |
False |
1,779,479 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.7% |
82.4 |
2.9% |
49% |
False |
False |
1,627,597 |
| 40 |
3,310.0 |
2,670.0 |
640.0 |
22.4% |
81.5 |
2.8% |
30% |
False |
False |
1,492,934 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
29.9% |
79.1 |
2.8% |
22% |
False |
False |
1,157,728 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
29.9% |
72.6 |
2.5% |
22% |
False |
False |
869,498 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
29.9% |
69.8 |
2.4% |
22% |
False |
False |
697,017 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
29.9% |
66.5 |
2.3% |
22% |
False |
False |
581,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,162.3 |
|
2.618 |
3,062.7 |
|
1.618 |
3,001.7 |
|
1.000 |
2,964.0 |
|
0.618 |
2,940.7 |
|
HIGH |
2,903.0 |
|
0.618 |
2,879.7 |
|
0.500 |
2,872.5 |
|
0.382 |
2,865.3 |
|
LOW |
2,842.0 |
|
0.618 |
2,804.3 |
|
1.000 |
2,781.0 |
|
1.618 |
2,743.3 |
|
2.618 |
2,682.3 |
|
4.250 |
2,582.8 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,872.5 |
2,876.0 |
| PP |
2,869.0 |
2,871.3 |
| S1 |
2,865.5 |
2,866.7 |
|