| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,417.5 |
9,473.0 |
55.5 |
0.6% |
9,087.0 |
| High |
9,574.0 |
9,499.0 |
-75.0 |
-0.8% |
9,574.0 |
| Low |
9,379.5 |
9,358.5 |
-21.0 |
-0.2% |
9,087.0 |
| Close |
9,490.0 |
9,396.0 |
-94.0 |
-1.0% |
9,396.0 |
| Range |
194.5 |
140.5 |
-54.0 |
-27.8% |
487.0 |
| ATR |
259.7 |
251.2 |
-8.5 |
-3.3% |
0.0 |
| Volume |
153 |
124 |
-29 |
-19.0% |
3,694 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,839.3 |
9,758.2 |
9,473.3 |
|
| R3 |
9,698.8 |
9,617.7 |
9,434.6 |
|
| R2 |
9,558.3 |
9,558.3 |
9,421.8 |
|
| R1 |
9,477.2 |
9,477.2 |
9,408.9 |
9,447.5 |
| PP |
9,417.8 |
9,417.8 |
9,417.8 |
9,403.0 |
| S1 |
9,336.7 |
9,336.7 |
9,383.1 |
9,307.0 |
| S2 |
9,277.3 |
9,277.3 |
9,370.2 |
|
| S3 |
9,136.8 |
9,196.2 |
9,357.4 |
|
| S4 |
8,996.3 |
9,055.7 |
9,318.7 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,813.3 |
10,591.7 |
9,663.9 |
|
| R3 |
10,326.3 |
10,104.7 |
9,529.9 |
|
| R2 |
9,839.3 |
9,839.3 |
9,485.3 |
|
| R1 |
9,617.7 |
9,617.7 |
9,440.6 |
9,728.5 |
| PP |
9,352.3 |
9,352.3 |
9,352.3 |
9,407.8 |
| S1 |
9,130.7 |
9,130.7 |
9,351.4 |
9,241.5 |
| S2 |
8,865.3 |
8,865.3 |
9,306.7 |
|
| S3 |
8,378.3 |
8,643.7 |
9,262.1 |
|
| S4 |
7,891.3 |
8,156.7 |
9,128.2 |
|
|
| 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 |
9,087.0 |
487.0 |
5.2% |
195.3 |
2.1% |
63% |
False |
False |
738 |
| 10 |
9,574.0 |
8,730.0 |
844.0 |
9.0% |
227.1 |
2.4% |
79% |
False |
False |
741 |
| 20 |
9,959.0 |
8,730.0 |
1,229.0 |
13.1% |
226.6 |
2.4% |
54% |
False |
False |
900 |
| 40 |
10,920.5 |
8,730.0 |
2,190.5 |
23.3% |
233.3 |
2.5% |
30% |
False |
False |
886 |
| 60 |
11,454.0 |
8,730.0 |
2,724.0 |
29.0% |
218.7 |
2.3% |
24% |
False |
False |
699 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
29.0% |
188.8 |
2.0% |
24% |
False |
False |
534 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
29.0% |
173.0 |
1.8% |
24% |
False |
False |
445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,096.1 |
|
2.618 |
9,866.8 |
|
1.618 |
9,726.3 |
|
1.000 |
9,639.5 |
|
0.618 |
9,585.8 |
|
HIGH |
9,499.0 |
|
0.618 |
9,445.3 |
|
0.500 |
9,428.8 |
|
0.382 |
9,412.2 |
|
LOW |
9,358.5 |
|
0.618 |
9,271.7 |
|
1.000 |
9,218.0 |
|
1.618 |
9,131.2 |
|
2.618 |
8,990.7 |
|
4.250 |
8,761.4 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,428.8 |
9,387.8 |
| PP |
9,417.8 |
9,379.5 |
| S1 |
9,406.9 |
9,371.3 |
|