| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,191.1 |
1,198.3 |
7.2 |
0.6% |
1,116.2 |
| High |
1,198.4 |
1,264.1 |
65.7 |
5.5% |
1,175.1 |
| Low |
1,182.2 |
1,198.0 |
15.8 |
1.3% |
1,116.2 |
| Close |
1,195.1 |
1,248.3 |
53.2 |
4.5% |
1,158.2 |
| Range |
16.2 |
66.1 |
49.9 |
308.0% |
58.9 |
| ATR |
17.3 |
21.0 |
3.7 |
21.4% |
0.0 |
| Volume |
2,903 |
9,771 |
6,868 |
236.6% |
23,681 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.1 |
1,407.8 |
1,284.7 |
|
| R3 |
1,369.0 |
1,341.7 |
1,266.5 |
|
| R2 |
1,302.9 |
1,302.9 |
1,260.4 |
|
| R1 |
1,275.6 |
1,275.6 |
1,254.4 |
1,289.3 |
| PP |
1,236.8 |
1,236.8 |
1,236.8 |
1,243.6 |
| S1 |
1,209.5 |
1,209.5 |
1,242.2 |
1,223.2 |
| S2 |
1,170.7 |
1,170.7 |
1,236.2 |
|
| S3 |
1,104.6 |
1,143.4 |
1,230.1 |
|
| S4 |
1,038.5 |
1,077.3 |
1,211.9 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.5 |
1,301.3 |
1,190.6 |
|
| R3 |
1,267.6 |
1,242.4 |
1,174.4 |
|
| R2 |
1,208.7 |
1,208.7 |
1,169.0 |
|
| R1 |
1,183.5 |
1,183.5 |
1,163.6 |
1,196.1 |
| PP |
1,149.8 |
1,149.8 |
1,149.8 |
1,156.2 |
| S1 |
1,124.6 |
1,124.6 |
1,152.8 |
1,137.2 |
| S2 |
1,090.9 |
1,090.9 |
1,147.4 |
|
| S3 |
1,032.0 |
1,065.7 |
1,142.0 |
|
| S4 |
973.1 |
1,006.8 |
1,125.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.1 |
1,146.1 |
118.0 |
9.5% |
31.9 |
2.6% |
87% |
True |
False |
6,494 |
| 10 |
1,264.1 |
1,110.0 |
154.1 |
12.3% |
22.9 |
1.8% |
90% |
True |
False |
5,479 |
| 20 |
1,264.1 |
1,071.8 |
192.3 |
15.4% |
19.1 |
1.5% |
92% |
True |
False |
6,430 |
| 40 |
1,264.1 |
1,048.3 |
215.8 |
17.3% |
16.1 |
1.3% |
93% |
True |
False |
4,315 |
| 60 |
1,264.1 |
1,047.2 |
216.9 |
17.4% |
15.7 |
1.3% |
93% |
True |
False |
3,700 |
| 80 |
1,264.1 |
1,047.2 |
216.9 |
17.4% |
14.9 |
1.2% |
93% |
True |
False |
3,254 |
| 100 |
1,264.1 |
1,047.2 |
216.9 |
17.4% |
14.7 |
1.2% |
93% |
True |
False |
2,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,545.0 |
|
2.618 |
1,437.1 |
|
1.618 |
1,371.0 |
|
1.000 |
1,330.2 |
|
0.618 |
1,304.9 |
|
HIGH |
1,264.1 |
|
0.618 |
1,238.8 |
|
0.500 |
1,231.1 |
|
0.382 |
1,223.3 |
|
LOW |
1,198.0 |
|
0.618 |
1,157.2 |
|
1.000 |
1,131.9 |
|
1.618 |
1,091.1 |
|
2.618 |
1,025.0 |
|
4.250 |
917.1 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,242.6 |
1,239.9 |
| PP |
1,236.8 |
1,231.5 |
| S1 |
1,231.1 |
1,223.2 |
|