| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,806.0 |
2,834.0 |
28.0 |
1.0% |
2,717.0 |
| High |
2,857.0 |
2,855.0 |
-2.0 |
-0.1% |
2,856.0 |
| Low |
2,806.0 |
2,801.0 |
-5.0 |
-0.2% |
2,717.0 |
| Close |
2,853.0 |
2,810.0 |
-43.0 |
-1.5% |
2,784.0 |
| Range |
51.0 |
54.0 |
3.0 |
5.9% |
139.0 |
| ATR |
81.6 |
79.6 |
-2.0 |
-2.4% |
0.0 |
| Volume |
563 |
27,081 |
26,518 |
4,710.1% |
200,446 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.0 |
2,951.0 |
2,839.7 |
|
| R3 |
2,930.0 |
2,897.0 |
2,824.9 |
|
| R2 |
2,876.0 |
2,876.0 |
2,819.9 |
|
| R1 |
2,843.0 |
2,843.0 |
2,815.0 |
2,832.5 |
| PP |
2,822.0 |
2,822.0 |
2,822.0 |
2,816.8 |
| S1 |
2,789.0 |
2,789.0 |
2,805.1 |
2,778.5 |
| S2 |
2,768.0 |
2,768.0 |
2,800.1 |
|
| S3 |
2,714.0 |
2,735.0 |
2,795.2 |
|
| S4 |
2,660.0 |
2,681.0 |
2,780.3 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,202.7 |
3,132.3 |
2,860.5 |
|
| R3 |
3,063.7 |
2,993.3 |
2,822.2 |
|
| R2 |
2,924.7 |
2,924.7 |
2,809.5 |
|
| R1 |
2,854.3 |
2,854.3 |
2,796.7 |
2,889.5 |
| PP |
2,785.7 |
2,785.7 |
2,785.7 |
2,803.3 |
| S1 |
2,715.3 |
2,715.3 |
2,771.3 |
2,750.5 |
| S2 |
2,646.7 |
2,646.7 |
2,758.5 |
|
| S3 |
2,507.7 |
2,576.3 |
2,745.8 |
|
| S4 |
2,368.7 |
2,437.3 |
2,707.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,857.0 |
2,750.0 |
107.0 |
3.8% |
58.2 |
2.1% |
56% |
False |
False |
11,693 |
| 10 |
2,857.0 |
2,594.0 |
263.0 |
9.4% |
63.0 |
2.2% |
82% |
False |
False |
24,888 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
14.1% |
73.9 |
2.6% |
55% |
False |
False |
20,148 |
| 40 |
3,235.0 |
2,594.0 |
641.0 |
22.8% |
74.3 |
2.6% |
34% |
False |
False |
11,549 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
30.1% |
68.0 |
2.4% |
26% |
False |
False |
7,955 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
30.1% |
57.1 |
2.0% |
26% |
False |
False |
5,988 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
30.1% |
51.3 |
1.8% |
26% |
False |
False |
4,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,084.5 |
|
2.618 |
2,996.4 |
|
1.618 |
2,942.4 |
|
1.000 |
2,909.0 |
|
0.618 |
2,888.4 |
|
HIGH |
2,855.0 |
|
0.618 |
2,834.4 |
|
0.500 |
2,828.0 |
|
0.382 |
2,821.6 |
|
LOW |
2,801.0 |
|
0.618 |
2,767.6 |
|
1.000 |
2,747.0 |
|
1.618 |
2,713.6 |
|
2.618 |
2,659.6 |
|
4.250 |
2,571.5 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,828.0 |
2,813.5 |
| PP |
2,822.0 |
2,812.3 |
| S1 |
2,816.0 |
2,811.2 |
|