| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,172.0 |
9,417.5 |
245.5 |
2.7% |
9,337.5 |
| High |
9,445.5 |
9,574.0 |
128.5 |
1.4% |
9,369.0 |
| Low |
9,168.5 |
9,379.5 |
211.0 |
2.3% |
8,730.0 |
| Close |
9,410.0 |
9,490.0 |
80.0 |
0.9% |
8,978.5 |
| Range |
277.0 |
194.5 |
-82.5 |
-29.8% |
639.0 |
| ATR |
264.7 |
259.7 |
-5.0 |
-1.9% |
0.0 |
| Volume |
1,323 |
153 |
-1,170 |
-88.4% |
3,719 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,064.7 |
9,971.8 |
9,597.0 |
|
| R3 |
9,870.2 |
9,777.3 |
9,543.5 |
|
| R2 |
9,675.7 |
9,675.7 |
9,525.7 |
|
| R1 |
9,582.8 |
9,582.8 |
9,507.8 |
9,629.3 |
| PP |
9,481.2 |
9,481.2 |
9,481.2 |
9,504.4 |
| S1 |
9,388.3 |
9,388.3 |
9,472.2 |
9,434.8 |
| S2 |
9,286.7 |
9,286.7 |
9,454.3 |
|
| S3 |
9,092.2 |
9,193.8 |
9,436.5 |
|
| S4 |
8,897.7 |
8,999.3 |
9,383.0 |
|
|
| 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 |
9,574.0 |
8,850.0 |
724.0 |
7.6% |
201.8 |
2.1% |
88% |
True |
False |
987 |
| 10 |
9,574.0 |
8,730.0 |
844.0 |
8.9% |
235.6 |
2.5% |
90% |
True |
False |
851 |
| 20 |
9,959.0 |
8,730.0 |
1,229.0 |
13.0% |
224.6 |
2.4% |
62% |
False |
False |
911 |
| 40 |
10,920.5 |
8,730.0 |
2,190.5 |
23.1% |
237.4 |
2.5% |
35% |
False |
False |
922 |
| 60 |
11,454.0 |
8,730.0 |
2,724.0 |
28.7% |
217.5 |
2.3% |
28% |
False |
False |
697 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
28.7% |
187.0 |
2.0% |
28% |
False |
False |
532 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.7% |
171.9 |
1.8% |
28% |
False |
False |
446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,400.6 |
|
2.618 |
10,083.2 |
|
1.618 |
9,888.7 |
|
1.000 |
9,768.5 |
|
0.618 |
9,694.2 |
|
HIGH |
9,574.0 |
|
0.618 |
9,499.7 |
|
0.500 |
9,476.8 |
|
0.382 |
9,453.8 |
|
LOW |
9,379.5 |
|
0.618 |
9,259.3 |
|
1.000 |
9,185.0 |
|
1.618 |
9,064.8 |
|
2.618 |
8,870.3 |
|
4.250 |
8,552.9 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,485.6 |
9,442.8 |
| PP |
9,481.2 |
9,395.7 |
| S1 |
9,476.8 |
9,348.5 |
|