| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,475.0 |
9,534.0 |
59.0 |
0.6% |
9,087.0 |
| High |
9,617.5 |
9,556.0 |
-61.5 |
-0.6% |
9,574.0 |
| Low |
9,475.0 |
9,432.5 |
-42.5 |
-0.4% |
9,087.0 |
| Close |
9,605.0 |
9,456.0 |
-149.0 |
-1.6% |
9,396.0 |
| Range |
142.5 |
123.5 |
-19.0 |
-13.3% |
487.0 |
| ATR |
249.0 |
243.6 |
-5.5 |
-2.2% |
0.0 |
| Volume |
553 |
1,466 |
913 |
165.1% |
3,694 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,852.0 |
9,777.5 |
9,523.9 |
|
| R3 |
9,728.5 |
9,654.0 |
9,490.0 |
|
| R2 |
9,605.0 |
9,605.0 |
9,478.6 |
|
| R1 |
9,530.5 |
9,530.5 |
9,467.3 |
9,506.0 |
| PP |
9,481.5 |
9,481.5 |
9,481.5 |
9,469.3 |
| S1 |
9,407.0 |
9,407.0 |
9,444.7 |
9,382.5 |
| S2 |
9,358.0 |
9,358.0 |
9,433.4 |
|
| S3 |
9,234.5 |
9,283.5 |
9,422.0 |
|
| S4 |
9,111.0 |
9,160.0 |
9,388.1 |
|
|
| 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 |
9,168.5 |
449.0 |
4.7% |
175.6 |
1.9% |
64% |
False |
False |
723 |
| 10 |
9,617.5 |
8,730.0 |
887.5 |
9.4% |
187.9 |
2.0% |
82% |
False |
False |
841 |
| 20 |
9,959.0 |
8,730.0 |
1,229.0 |
13.0% |
218.6 |
2.3% |
59% |
False |
False |
908 |
| 40 |
10,920.5 |
8,730.0 |
2,190.5 |
23.2% |
229.5 |
2.4% |
33% |
False |
False |
931 |
| 60 |
11,454.0 |
8,730.0 |
2,724.0 |
28.8% |
218.6 |
2.3% |
27% |
False |
False |
731 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
28.8% |
189.6 |
2.0% |
27% |
False |
False |
558 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.8% |
173.1 |
1.8% |
27% |
False |
False |
460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,080.9 |
|
2.618 |
9,879.3 |
|
1.618 |
9,755.8 |
|
1.000 |
9,679.5 |
|
0.618 |
9,632.3 |
|
HIGH |
9,556.0 |
|
0.618 |
9,508.8 |
|
0.500 |
9,494.3 |
|
0.382 |
9,479.7 |
|
LOW |
9,432.5 |
|
0.618 |
9,356.2 |
|
1.000 |
9,309.0 |
|
1.618 |
9,232.7 |
|
2.618 |
9,109.2 |
|
4.250 |
8,907.6 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,494.3 |
9,488.0 |
| PP |
9,481.5 |
9,477.3 |
| S1 |
9,468.8 |
9,466.7 |
|