| 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 |
9,087.0 |
9,293.0 |
206.0 |
2.3% |
9,337.5 |
| High |
9,280.0 |
9,294.5 |
14.5 |
0.2% |
9,369.0 |
| Low |
9,087.0 |
9,123.0 |
36.0 |
0.4% |
8,730.0 |
| Close |
9,245.0 |
9,141.5 |
-103.5 |
-1.1% |
8,978.5 |
| Range |
193.0 |
171.5 |
-21.5 |
-11.1% |
639.0 |
| ATR |
268.6 |
261.7 |
-6.9 |
-2.6% |
0.0 |
| Volume |
296 |
1,798 |
1,502 |
507.4% |
3,719 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,700.8 |
9,592.7 |
9,235.8 |
|
| R3 |
9,529.3 |
9,421.2 |
9,188.7 |
|
| R2 |
9,357.8 |
9,357.8 |
9,172.9 |
|
| R1 |
9,249.7 |
9,249.7 |
9,157.2 |
9,218.0 |
| PP |
9,186.3 |
9,186.3 |
9,186.3 |
9,170.5 |
| S1 |
9,078.2 |
9,078.2 |
9,125.8 |
9,046.5 |
| S2 |
9,014.8 |
9,014.8 |
9,110.1 |
|
| S3 |
8,843.3 |
8,906.7 |
9,094.3 |
|
| S4 |
8,671.8 |
8,735.2 |
9,047.2 |
|
|
| 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 |
9,294.5 |
8,730.0 |
564.5 |
6.2% |
200.1 |
2.2% |
73% |
True |
False |
959 |
| 10 |
9,647.5 |
8,730.0 |
917.5 |
10.0% |
244.4 |
2.7% |
45% |
False |
False |
1,025 |
| 20 |
9,959.0 |
8,730.0 |
1,229.0 |
13.4% |
229.9 |
2.5% |
33% |
False |
False |
908 |
| 40 |
10,920.5 |
8,730.0 |
2,190.5 |
24.0% |
236.0 |
2.6% |
19% |
False |
False |
929 |
| 60 |
11,454.0 |
8,730.0 |
2,724.0 |
29.8% |
212.6 |
2.3% |
15% |
False |
False |
673 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
29.8% |
187.3 |
2.0% |
15% |
False |
False |
514 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
29.8% |
170.0 |
1.9% |
15% |
False |
False |
432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,023.4 |
|
2.618 |
9,743.5 |
|
1.618 |
9,572.0 |
|
1.000 |
9,466.0 |
|
0.618 |
9,400.5 |
|
HIGH |
9,294.5 |
|
0.618 |
9,229.0 |
|
0.500 |
9,208.8 |
|
0.382 |
9,188.5 |
|
LOW |
9,123.0 |
|
0.618 |
9,017.0 |
|
1.000 |
8,951.5 |
|
1.618 |
8,845.5 |
|
2.618 |
8,674.0 |
|
4.250 |
8,394.1 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,208.8 |
9,118.4 |
| PP |
9,186.3 |
9,095.3 |
| S1 |
9,163.9 |
9,072.3 |
|