| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,776.0 |
2,750.0 |
-26.0 |
-0.9% |
2,814.0 |
| High |
2,776.0 |
2,832.0 |
56.0 |
2.0% |
2,817.0 |
| Low |
2,728.0 |
2,750.0 |
22.0 |
0.8% |
2,594.0 |
| Close |
2,737.0 |
2,817.0 |
80.0 |
2.9% |
2,669.0 |
| Range |
48.0 |
82.0 |
34.0 |
70.8% |
223.0 |
| ATR |
86.5 |
87.1 |
0.6 |
0.7% |
0.0 |
| Volume |
24,566 |
14,869 |
-9,697 |
-39.5% |
58,651 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,045.7 |
3,013.3 |
2,862.1 |
|
| R3 |
2,963.7 |
2,931.3 |
2,839.6 |
|
| R2 |
2,881.7 |
2,881.7 |
2,832.0 |
|
| R1 |
2,849.3 |
2,849.3 |
2,824.5 |
2,865.5 |
| PP |
2,799.7 |
2,799.7 |
2,799.7 |
2,807.8 |
| S1 |
2,767.3 |
2,767.3 |
2,809.5 |
2,783.5 |
| S2 |
2,717.7 |
2,717.7 |
2,802.0 |
|
| S3 |
2,635.7 |
2,685.3 |
2,794.5 |
|
| S4 |
2,553.7 |
2,603.3 |
2,771.9 |
|
|
| 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 |
2,832.0 |
2,594.0 |
238.0 |
8.4% |
65.8 |
2.3% |
94% |
True |
False |
39,989 |
| 10 |
2,869.0 |
2,594.0 |
275.0 |
9.8% |
78.8 |
2.8% |
81% |
False |
False |
25,298 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
14.1% |
80.1 |
2.8% |
56% |
False |
False |
18,272 |
| 40 |
3,235.0 |
2,594.0 |
641.0 |
22.8% |
75.5 |
2.7% |
35% |
False |
False |
10,482 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
30.0% |
65.7 |
2.3% |
26% |
False |
False |
7,232 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
30.0% |
55.5 |
2.0% |
26% |
False |
False |
5,447 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
30.0% |
50.2 |
1.8% |
26% |
False |
False |
4,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,180.5 |
|
2.618 |
3,046.7 |
|
1.618 |
2,964.7 |
|
1.000 |
2,914.0 |
|
0.618 |
2,882.7 |
|
HIGH |
2,832.0 |
|
0.618 |
2,800.7 |
|
0.500 |
2,791.0 |
|
0.382 |
2,781.3 |
|
LOW |
2,750.0 |
|
0.618 |
2,699.3 |
|
1.000 |
2,668.0 |
|
1.618 |
2,617.3 |
|
2.618 |
2,535.3 |
|
4.250 |
2,401.5 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,808.3 |
2,802.8 |
| PP |
2,799.7 |
2,788.7 |
| S1 |
2,791.0 |
2,774.5 |
|