| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,210.1 |
1,226.5 |
16.4 |
1.4% |
1,237.9 |
| High |
1,229.3 |
1,254.5 |
25.2 |
2.0% |
1,240.7 |
| Low |
1,208.6 |
1,223.1 |
14.5 |
1.2% |
1,192.1 |
| Close |
1,223.1 |
1,239.7 |
16.6 |
1.4% |
1,231.3 |
| Range |
20.7 |
31.4 |
10.7 |
51.7% |
48.6 |
| ATR |
22.9 |
23.5 |
0.6 |
2.7% |
0.0 |
| Volume |
9,191 |
9,932 |
741 |
8.1% |
27,416 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.3 |
1,317.9 |
1,257.0 |
|
| R3 |
1,301.9 |
1,286.5 |
1,248.3 |
|
| R2 |
1,270.5 |
1,270.5 |
1,245.5 |
|
| R1 |
1,255.1 |
1,255.1 |
1,242.6 |
1,262.8 |
| PP |
1,239.1 |
1,239.1 |
1,239.1 |
1,243.0 |
| S1 |
1,223.7 |
1,223.7 |
1,236.8 |
1,231.4 |
| S2 |
1,207.7 |
1,207.7 |
1,233.9 |
|
| S3 |
1,176.3 |
1,192.3 |
1,231.1 |
|
| S4 |
1,144.9 |
1,160.9 |
1,222.4 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.2 |
1,347.8 |
1,258.0 |
|
| R3 |
1,318.6 |
1,299.2 |
1,244.7 |
|
| R2 |
1,270.0 |
1,270.0 |
1,240.2 |
|
| R1 |
1,250.6 |
1,250.6 |
1,235.8 |
1,236.0 |
| PP |
1,221.4 |
1,221.4 |
1,221.4 |
1,214.1 |
| S1 |
1,202.0 |
1,202.0 |
1,226.8 |
1,187.4 |
| S2 |
1,172.8 |
1,172.8 |
1,222.4 |
|
| S3 |
1,124.2 |
1,153.4 |
1,217.9 |
|
| S4 |
1,075.6 |
1,104.8 |
1,204.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,254.5 |
1,202.0 |
52.5 |
4.2% |
25.9 |
2.1% |
72% |
True |
False |
6,609 |
| 10 |
1,264.1 |
1,182.2 |
81.9 |
6.6% |
29.0 |
2.3% |
70% |
False |
False |
6,705 |
| 20 |
1,264.1 |
1,110.0 |
154.1 |
12.4% |
23.3 |
1.9% |
84% |
False |
False |
6,135 |
| 40 |
1,264.1 |
1,059.0 |
205.1 |
16.5% |
18.7 |
1.5% |
88% |
False |
False |
5,366 |
| 60 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
17.4 |
1.4% |
89% |
False |
False |
4,129 |
| 80 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
16.3 |
1.3% |
89% |
False |
False |
3,830 |
| 100 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
15.8 |
1.3% |
89% |
False |
False |
3,242 |
| 120 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
15.1 |
1.2% |
89% |
False |
False |
2,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,388.0 |
|
2.618 |
1,336.7 |
|
1.618 |
1,305.3 |
|
1.000 |
1,285.9 |
|
0.618 |
1,273.9 |
|
HIGH |
1,254.5 |
|
0.618 |
1,242.5 |
|
0.500 |
1,238.8 |
|
0.382 |
1,235.1 |
|
LOW |
1,223.1 |
|
0.618 |
1,203.7 |
|
1.000 |
1,191.7 |
|
1.618 |
1,172.3 |
|
2.618 |
1,140.9 |
|
4.250 |
1,089.7 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,239.4 |
1,236.1 |
| PP |
1,239.1 |
1,232.4 |
| S1 |
1,238.8 |
1,228.8 |
|