| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,883.0 |
2,910.0 |
27.0 |
0.9% |
2,851.0 |
| High |
2,937.0 |
2,934.0 |
-3.0 |
-0.1% |
2,936.0 |
| Low |
2,882.0 |
2,877.0 |
-5.0 |
-0.2% |
2,802.0 |
| Close |
2,931.0 |
2,888.0 |
-43.0 |
-1.5% |
2,862.0 |
| Range |
55.0 |
57.0 |
2.0 |
3.6% |
134.0 |
| ATR |
89.0 |
86.8 |
-2.3 |
-2.6% |
0.0 |
| Volume |
1,114,239 |
1,724,415 |
610,176 |
54.8% |
5,490,923 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.7 |
3,036.3 |
2,919.4 |
|
| R3 |
3,013.7 |
2,979.3 |
2,903.7 |
|
| R2 |
2,956.7 |
2,956.7 |
2,898.5 |
|
| R1 |
2,922.3 |
2,922.3 |
2,893.2 |
2,911.0 |
| PP |
2,899.7 |
2,899.7 |
2,899.7 |
2,894.0 |
| S1 |
2,865.3 |
2,865.3 |
2,882.8 |
2,854.0 |
| S2 |
2,842.7 |
2,842.7 |
2,877.6 |
|
| S3 |
2,785.7 |
2,808.3 |
2,872.3 |
|
| S4 |
2,728.7 |
2,751.3 |
2,856.7 |
|
|
| 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 |
2,816.0 |
121.0 |
4.2% |
64.6 |
2.2% |
60% |
False |
False |
1,355,327 |
| 10 |
2,937.0 |
2,670.0 |
267.0 |
9.2% |
73.1 |
2.5% |
82% |
False |
False |
1,595,751 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.5% |
80.9 |
2.8% |
56% |
False |
False |
1,641,205 |
| 40 |
3,310.0 |
2,670.0 |
640.0 |
22.2% |
80.4 |
2.8% |
34% |
False |
False |
1,522,003 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
29.6% |
79.7 |
2.8% |
25% |
False |
False |
1,202,432 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
29.6% |
72.8 |
2.5% |
25% |
False |
False |
904,953 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
29.6% |
69.3 |
2.4% |
25% |
False |
False |
725,393 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
29.6% |
67.4 |
2.3% |
25% |
False |
False |
605,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,176.3 |
|
2.618 |
3,083.2 |
|
1.618 |
3,026.2 |
|
1.000 |
2,991.0 |
|
0.618 |
2,969.2 |
|
HIGH |
2,934.0 |
|
0.618 |
2,912.2 |
|
0.500 |
2,905.5 |
|
0.382 |
2,898.8 |
|
LOW |
2,877.0 |
|
0.618 |
2,841.8 |
|
1.000 |
2,820.0 |
|
1.618 |
2,784.8 |
|
2.618 |
2,727.8 |
|
4.250 |
2,634.8 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,905.5 |
2,889.5 |
| PP |
2,899.7 |
2,889.0 |
| S1 |
2,893.8 |
2,888.5 |
|