| 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 |
9,293.0 |
9,172.0 |
-121.0 |
-1.3% |
9,337.5 |
| High |
9,294.5 |
9,445.5 |
151.0 |
1.6% |
9,369.0 |
| Low |
9,123.0 |
9,168.5 |
45.5 |
0.5% |
8,730.0 |
| Close |
9,141.5 |
9,410.0 |
268.5 |
2.9% |
8,978.5 |
| Range |
171.5 |
277.0 |
105.5 |
61.5% |
639.0 |
| ATR |
261.7 |
264.7 |
3.0 |
1.2% |
0.0 |
| Volume |
1,798 |
1,323 |
-475 |
-26.4% |
3,719 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,172.3 |
10,068.2 |
9,562.4 |
|
| R3 |
9,895.3 |
9,791.2 |
9,486.2 |
|
| R2 |
9,618.3 |
9,618.3 |
9,460.8 |
|
| R1 |
9,514.2 |
9,514.2 |
9,435.4 |
9,566.3 |
| PP |
9,341.3 |
9,341.3 |
9,341.3 |
9,367.4 |
| S1 |
9,237.2 |
9,237.2 |
9,384.6 |
9,289.3 |
| S2 |
9,064.3 |
9,064.3 |
9,359.2 |
|
| S3 |
8,787.3 |
8,960.2 |
9,333.8 |
|
| S4 |
8,510.3 |
8,683.2 |
9,257.7 |
|
|
| 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 |
9,445.5 |
8,730.0 |
715.5 |
7.6% |
206.9 |
2.2% |
95% |
True |
False |
1,083 |
| 10 |
9,647.5 |
8,730.0 |
917.5 |
9.8% |
250.9 |
2.7% |
74% |
False |
False |
894 |
| 20 |
9,959.0 |
8,730.0 |
1,229.0 |
13.1% |
231.1 |
2.5% |
55% |
False |
False |
918 |
| 40 |
10,920.5 |
8,730.0 |
2,190.5 |
23.3% |
237.6 |
2.5% |
31% |
False |
False |
952 |
| 60 |
11,454.0 |
8,730.0 |
2,724.0 |
28.9% |
215.8 |
2.3% |
25% |
False |
False |
695 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
28.9% |
186.8 |
2.0% |
25% |
False |
False |
530 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.9% |
170.1 |
1.8% |
25% |
False |
False |
446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,622.8 |
|
2.618 |
10,170.7 |
|
1.618 |
9,893.7 |
|
1.000 |
9,722.5 |
|
0.618 |
9,616.7 |
|
HIGH |
9,445.5 |
|
0.618 |
9,339.7 |
|
0.500 |
9,307.0 |
|
0.382 |
9,274.3 |
|
LOW |
9,168.5 |
|
0.618 |
8,997.3 |
|
1.000 |
8,891.5 |
|
1.618 |
8,720.3 |
|
2.618 |
8,443.3 |
|
4.250 |
7,991.3 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,375.7 |
9,362.1 |
| PP |
9,341.3 |
9,314.2 |
| S1 |
9,307.0 |
9,266.3 |
|