| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,473.0 |
9,475.0 |
2.0 |
0.0% |
9,087.0 |
| High |
9,499.0 |
9,617.5 |
118.5 |
1.2% |
9,574.0 |
| Low |
9,358.5 |
9,475.0 |
116.5 |
1.2% |
9,087.0 |
| Close |
9,396.0 |
9,605.0 |
209.0 |
2.2% |
9,396.0 |
| Range |
140.5 |
142.5 |
2.0 |
1.4% |
487.0 |
| ATR |
251.2 |
249.0 |
-2.1 |
-0.8% |
0.0 |
| Volume |
124 |
553 |
429 |
346.0% |
3,694 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,993.3 |
9,941.7 |
9,683.4 |
|
| R3 |
9,850.8 |
9,799.2 |
9,644.2 |
|
| R2 |
9,708.3 |
9,708.3 |
9,631.1 |
|
| R1 |
9,656.7 |
9,656.7 |
9,618.1 |
9,682.5 |
| PP |
9,565.8 |
9,565.8 |
9,565.8 |
9,578.8 |
| S1 |
9,514.2 |
9,514.2 |
9,591.9 |
9,540.0 |
| S2 |
9,423.3 |
9,423.3 |
9,578.9 |
|
| S3 |
9,280.8 |
9,371.7 |
9,565.8 |
|
| S4 |
9,138.3 |
9,229.2 |
9,526.6 |
|
|
| 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 |
9,617.5 |
9,123.0 |
494.5 |
5.1% |
185.2 |
1.9% |
97% |
True |
False |
790 |
| 10 |
9,617.5 |
8,730.0 |
887.5 |
9.2% |
201.1 |
2.1% |
99% |
True |
False |
731 |
| 20 |
9,959.0 |
8,730.0 |
1,229.0 |
12.8% |
226.7 |
2.4% |
71% |
False |
False |
876 |
| 40 |
10,920.5 |
8,730.0 |
2,190.5 |
22.8% |
231.1 |
2.4% |
40% |
False |
False |
896 |
| 60 |
11,454.0 |
8,730.0 |
2,724.0 |
28.4% |
218.5 |
2.3% |
32% |
False |
False |
708 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
28.4% |
190.4 |
2.0% |
32% |
False |
False |
540 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.4% |
172.8 |
1.8% |
32% |
False |
False |
448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,223.1 |
|
2.618 |
9,990.6 |
|
1.618 |
9,848.1 |
|
1.000 |
9,760.0 |
|
0.618 |
9,705.6 |
|
HIGH |
9,617.5 |
|
0.618 |
9,563.1 |
|
0.500 |
9,546.3 |
|
0.382 |
9,529.4 |
|
LOW |
9,475.0 |
|
0.618 |
9,386.9 |
|
1.000 |
9,332.5 |
|
1.618 |
9,244.4 |
|
2.618 |
9,101.9 |
|
4.250 |
8,869.4 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,585.4 |
9,566.0 |
| PP |
9,565.8 |
9,527.0 |
| S1 |
9,546.3 |
9,488.0 |
|