| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
8,928.0 |
8,860.0 |
-68.0 |
-0.8% |
9,337.5 |
| High |
8,950.0 |
9,023.0 |
73.0 |
0.8% |
9,369.0 |
| Low |
8,730.0 |
8,850.0 |
120.0 |
1.4% |
8,730.0 |
| Close |
8,810.5 |
8,978.5 |
168.0 |
1.9% |
8,978.5 |
| Range |
220.0 |
173.0 |
-47.0 |
-21.4% |
639.0 |
| ATR |
270.2 |
266.1 |
-4.1 |
-1.5% |
0.0 |
| Volume |
633 |
1,366 |
733 |
115.8% |
3,719 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,469.5 |
9,397.0 |
9,073.7 |
|
| R3 |
9,296.5 |
9,224.0 |
9,026.1 |
|
| R2 |
9,123.5 |
9,123.5 |
9,010.2 |
|
| R1 |
9,051.0 |
9,051.0 |
8,994.4 |
9,087.3 |
| PP |
8,950.5 |
8,950.5 |
8,950.5 |
8,968.6 |
| S1 |
8,878.0 |
8,878.0 |
8,962.6 |
8,914.3 |
| S2 |
8,777.5 |
8,777.5 |
8,946.8 |
|
| S3 |
8,604.5 |
8,705.0 |
8,930.9 |
|
| S4 |
8,431.5 |
8,532.0 |
8,883.4 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,942.8 |
10,599.7 |
9,330.0 |
|
| R3 |
10,303.8 |
9,960.7 |
9,154.2 |
|
| R2 |
9,664.8 |
9,664.8 |
9,095.7 |
|
| R1 |
9,321.7 |
9,321.7 |
9,037.1 |
9,173.8 |
| PP |
9,025.8 |
9,025.8 |
9,025.8 |
8,951.9 |
| S1 |
8,682.7 |
8,682.7 |
8,919.9 |
8,534.8 |
| S2 |
8,386.8 |
8,386.8 |
8,861.4 |
|
| S3 |
7,747.8 |
8,043.7 |
8,802.8 |
|
| S4 |
7,108.8 |
7,404.7 |
8,627.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,369.0 |
8,730.0 |
639.0 |
7.1% |
258.9 |
2.9% |
39% |
False |
False |
743 |
| 10 |
9,872.5 |
8,730.0 |
1,142.5 |
12.7% |
247.3 |
2.8% |
22% |
False |
False |
1,023 |
| 20 |
9,959.0 |
8,730.0 |
1,229.0 |
13.7% |
231.3 |
2.6% |
20% |
False |
False |
965 |
| 40 |
10,920.5 |
8,730.0 |
2,190.5 |
24.4% |
237.4 |
2.6% |
11% |
False |
False |
894 |
| 60 |
11,454.0 |
8,730.0 |
2,724.0 |
30.3% |
210.8 |
2.3% |
9% |
False |
False |
639 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
30.3% |
184.4 |
2.1% |
9% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,758.3 |
|
2.618 |
9,475.9 |
|
1.618 |
9,302.9 |
|
1.000 |
9,196.0 |
|
0.618 |
9,129.9 |
|
HIGH |
9,023.0 |
|
0.618 |
8,956.9 |
|
0.500 |
8,936.5 |
|
0.382 |
8,916.1 |
|
LOW |
8,850.0 |
|
0.618 |
8,743.1 |
|
1.000 |
8,677.0 |
|
1.618 |
8,570.1 |
|
2.618 |
8,397.1 |
|
4.250 |
8,114.8 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
8,964.5 |
8,967.3 |
| PP |
8,950.5 |
8,956.2 |
| S1 |
8,936.5 |
8,945.0 |
|