| 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 |
2,891.0 |
2,883.0 |
-8.0 |
-0.3% |
2,851.0 |
| High |
2,903.0 |
2,937.0 |
34.0 |
1.2% |
2,936.0 |
| Low |
2,842.0 |
2,882.0 |
40.0 |
1.4% |
2,802.0 |
| Close |
2,862.0 |
2,931.0 |
69.0 |
2.4% |
2,862.0 |
| Range |
61.0 |
55.0 |
-6.0 |
-9.8% |
134.0 |
| ATR |
90.1 |
89.0 |
-1.1 |
-1.2% |
0.0 |
| Volume |
939,219 |
1,114,239 |
175,020 |
18.6% |
5,490,923 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,081.7 |
3,061.3 |
2,961.3 |
|
| R3 |
3,026.7 |
3,006.3 |
2,946.1 |
|
| R2 |
2,971.7 |
2,971.7 |
2,941.1 |
|
| R1 |
2,951.3 |
2,951.3 |
2,936.0 |
2,961.5 |
| PP |
2,916.7 |
2,916.7 |
2,916.7 |
2,921.8 |
| S1 |
2,896.3 |
2,896.3 |
2,926.0 |
2,906.5 |
| S2 |
2,861.7 |
2,861.7 |
2,920.9 |
|
| S3 |
2,806.7 |
2,841.3 |
2,915.9 |
|
| S4 |
2,751.7 |
2,786.3 |
2,900.8 |
|
|
| 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 |
2,937.0 |
2,802.0 |
135.0 |
4.6% |
65.0 |
2.2% |
96% |
True |
False |
1,321,032 |
| 10 |
2,937.0 |
2,670.0 |
267.0 |
9.1% |
80.3 |
2.7% |
98% |
True |
False |
1,677,626 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.3% |
81.6 |
2.8% |
67% |
False |
False |
1,623,885 |
| 40 |
3,310.0 |
2,670.0 |
640.0 |
21.8% |
81.1 |
2.8% |
41% |
False |
False |
1,499,904 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
29.2% |
79.3 |
2.7% |
31% |
False |
False |
1,175,273 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
29.2% |
72.5 |
2.5% |
31% |
False |
False |
883,398 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
29.2% |
69.6 |
2.4% |
31% |
False |
False |
708,149 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
29.2% |
67.0 |
2.3% |
31% |
False |
False |
591,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,170.8 |
|
2.618 |
3,081.0 |
|
1.618 |
3,026.0 |
|
1.000 |
2,992.0 |
|
0.618 |
2,971.0 |
|
HIGH |
2,937.0 |
|
0.618 |
2,916.0 |
|
0.500 |
2,909.5 |
|
0.382 |
2,903.0 |
|
LOW |
2,882.0 |
|
0.618 |
2,848.0 |
|
1.000 |
2,827.0 |
|
1.618 |
2,793.0 |
|
2.618 |
2,738.0 |
|
4.250 |
2,648.3 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,923.8 |
2,917.2 |
| PP |
2,916.7 |
2,903.3 |
| S1 |
2,909.5 |
2,889.5 |
|