| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,717.0 |
2,776.0 |
59.0 |
2.2% |
2,814.0 |
| High |
2,774.0 |
2,776.0 |
2.0 |
0.1% |
2,817.0 |
| Low |
2,717.0 |
2,728.0 |
11.0 |
0.4% |
2,594.0 |
| Close |
2,758.0 |
2,737.0 |
-21.0 |
-0.8% |
2,669.0 |
| Range |
57.0 |
48.0 |
-9.0 |
-15.8% |
223.0 |
| ATR |
89.4 |
86.5 |
-3.0 |
-3.3% |
0.0 |
| Volume |
145,056 |
24,566 |
-120,490 |
-83.1% |
58,651 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.0 |
2,862.0 |
2,763.4 |
|
| R3 |
2,843.0 |
2,814.0 |
2,750.2 |
|
| R2 |
2,795.0 |
2,795.0 |
2,745.8 |
|
| R1 |
2,766.0 |
2,766.0 |
2,741.4 |
2,756.5 |
| PP |
2,747.0 |
2,747.0 |
2,747.0 |
2,742.3 |
| S1 |
2,718.0 |
2,718.0 |
2,732.6 |
2,708.5 |
| S2 |
2,699.0 |
2,699.0 |
2,728.2 |
|
| S3 |
2,651.0 |
2,670.0 |
2,723.8 |
|
| S4 |
2,603.0 |
2,622.0 |
2,710.6 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,362.3 |
3,238.7 |
2,791.7 |
|
| R3 |
3,139.3 |
3,015.7 |
2,730.3 |
|
| R2 |
2,916.3 |
2,916.3 |
2,709.9 |
|
| R1 |
2,792.7 |
2,792.7 |
2,689.4 |
2,743.0 |
| PP |
2,693.3 |
2,693.3 |
2,693.3 |
2,668.5 |
| S1 |
2,569.7 |
2,569.7 |
2,648.6 |
2,520.0 |
| S2 |
2,470.3 |
2,470.3 |
2,628.1 |
|
| S3 |
2,247.3 |
2,346.7 |
2,607.7 |
|
| S4 |
2,024.3 |
2,123.7 |
2,546.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,776.0 |
2,594.0 |
182.0 |
6.6% |
67.8 |
2.5% |
79% |
True |
False |
38,082 |
| 10 |
2,870.0 |
2,594.0 |
276.0 |
10.1% |
78.6 |
2.9% |
52% |
False |
False |
23,860 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
14.5% |
80.0 |
2.9% |
36% |
False |
False |
17,651 |
| 40 |
3,260.0 |
2,594.0 |
666.0 |
24.3% |
74.6 |
2.7% |
21% |
False |
False |
10,169 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
30.9% |
64.8 |
2.4% |
17% |
False |
False |
6,984 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
30.9% |
54.7 |
2.0% |
17% |
False |
False |
5,274 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
30.9% |
50.2 |
1.8% |
17% |
False |
False |
4,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,980.0 |
|
2.618 |
2,901.7 |
|
1.618 |
2,853.7 |
|
1.000 |
2,824.0 |
|
0.618 |
2,805.7 |
|
HIGH |
2,776.0 |
|
0.618 |
2,757.7 |
|
0.500 |
2,752.0 |
|
0.382 |
2,746.3 |
|
LOW |
2,728.0 |
|
0.618 |
2,698.3 |
|
1.000 |
2,680.0 |
|
1.618 |
2,650.3 |
|
2.618 |
2,602.3 |
|
4.250 |
2,524.0 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.0 |
2,724.2 |
| PP |
2,747.0 |
2,711.3 |
| S1 |
2,742.0 |
2,698.5 |
|