| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,233.6 |
1,222.1 |
-11.5 |
-0.9% |
1,225.0 |
| High |
1,241.5 |
1,242.2 |
0.7 |
0.1% |
1,254.5 |
| Low |
1,212.8 |
1,216.8 |
4.0 |
0.3% |
1,203.0 |
| Close |
1,221.0 |
1,235.1 |
14.1 |
1.2% |
1,221.0 |
| Range |
28.7 |
25.4 |
-3.3 |
-11.5% |
51.5 |
| ATR |
23.8 |
23.9 |
0.1 |
0.5% |
0.0 |
| Volume |
5,960 |
13,943 |
7,983 |
133.9% |
38,691 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.6 |
1,296.7 |
1,249.1 |
|
| R3 |
1,282.2 |
1,271.3 |
1,242.1 |
|
| R2 |
1,256.8 |
1,256.8 |
1,239.8 |
|
| R1 |
1,245.9 |
1,245.9 |
1,237.4 |
1,251.4 |
| PP |
1,231.4 |
1,231.4 |
1,231.4 |
1,234.1 |
| S1 |
1,220.5 |
1,220.5 |
1,232.8 |
1,226.0 |
| S2 |
1,206.0 |
1,206.0 |
1,230.4 |
|
| S3 |
1,180.6 |
1,195.1 |
1,228.1 |
|
| S4 |
1,155.2 |
1,169.7 |
1,221.1 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.7 |
1,352.3 |
1,249.3 |
|
| R3 |
1,329.2 |
1,300.8 |
1,235.2 |
|
| R2 |
1,277.7 |
1,277.7 |
1,230.4 |
|
| R1 |
1,249.3 |
1,249.3 |
1,225.7 |
1,237.8 |
| PP |
1,226.2 |
1,226.2 |
1,226.2 |
1,220.4 |
| S1 |
1,197.8 |
1,197.8 |
1,216.3 |
1,186.3 |
| S2 |
1,174.7 |
1,174.7 |
1,211.6 |
|
| S3 |
1,123.2 |
1,146.3 |
1,206.8 |
|
| S4 |
1,071.7 |
1,094.8 |
1,192.7 |
|
|
| 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 |
1,208.6 |
45.9 |
3.7% |
25.6 |
2.1% |
58% |
False |
False |
10,103 |
| 10 |
1,254.5 |
1,192.1 |
62.4 |
5.1% |
26.8 |
2.2% |
69% |
False |
False |
8,005 |
| 20 |
1,264.1 |
1,116.2 |
147.9 |
12.0% |
25.1 |
2.0% |
80% |
False |
False |
6,814 |
| 40 |
1,264.1 |
1,059.0 |
205.1 |
16.6% |
19.9 |
1.6% |
86% |
False |
False |
6,050 |
| 60 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
17.9 |
1.4% |
87% |
False |
False |
4,559 |
| 80 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
16.8 |
1.4% |
87% |
False |
False |
4,171 |
| 100 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
16.0 |
1.3% |
87% |
False |
False |
3,534 |
| 120 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
15.5 |
1.3% |
87% |
False |
False |
3,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,350.2 |
|
2.618 |
1,308.7 |
|
1.618 |
1,283.3 |
|
1.000 |
1,267.6 |
|
0.618 |
1,257.9 |
|
HIGH |
1,242.2 |
|
0.618 |
1,232.5 |
|
0.500 |
1,229.5 |
|
0.382 |
1,226.5 |
|
LOW |
1,216.8 |
|
0.618 |
1,201.1 |
|
1.000 |
1,191.4 |
|
1.618 |
1,175.7 |
|
2.618 |
1,150.3 |
|
4.250 |
1,108.9 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,233.2 |
1,233.0 |
| PP |
1,231.4 |
1,230.9 |
| S1 |
1,229.5 |
1,228.8 |
|