| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,419.0 |
9,278.5 |
-140.5 |
-1.5% |
9,087.0 |
| High |
9,451.0 |
9,420.0 |
-31.0 |
-0.3% |
9,574.0 |
| Low |
9,158.5 |
9,233.5 |
75.0 |
0.8% |
9,087.0 |
| Close |
9,181.5 |
9,360.0 |
178.5 |
1.9% |
9,396.0 |
| Range |
292.5 |
186.5 |
-106.0 |
-36.2% |
487.0 |
| ATR |
247.4 |
246.8 |
-0.6 |
-0.3% |
0.0 |
| Volume |
255 |
344 |
89 |
34.9% |
3,694 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,897.3 |
9,815.2 |
9,462.6 |
|
| R3 |
9,710.8 |
9,628.7 |
9,411.3 |
|
| R2 |
9,524.3 |
9,524.3 |
9,394.2 |
|
| R1 |
9,442.2 |
9,442.2 |
9,377.1 |
9,483.3 |
| PP |
9,337.8 |
9,337.8 |
9,337.8 |
9,358.4 |
| S1 |
9,255.7 |
9,255.7 |
9,342.9 |
9,296.8 |
| S2 |
9,151.3 |
9,151.3 |
9,325.8 |
|
| S3 |
8,964.8 |
9,069.2 |
9,308.7 |
|
| S4 |
8,778.3 |
8,882.7 |
9,257.4 |
|
|
| 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 |
9,158.5 |
459.0 |
4.9% |
177.1 |
1.9% |
44% |
False |
False |
548 |
| 10 |
9,617.5 |
8,850.0 |
767.5 |
8.2% |
189.5 |
2.0% |
66% |
False |
False |
767 |
| 20 |
9,872.5 |
8,730.0 |
1,142.5 |
12.2% |
218.1 |
2.3% |
55% |
False |
False |
846 |
| 40 |
10,915.5 |
8,730.0 |
2,185.5 |
23.3% |
234.9 |
2.5% |
29% |
False |
False |
936 |
| 60 |
11,454.0 |
8,730.0 |
2,724.0 |
29.1% |
222.5 |
2.4% |
23% |
False |
False |
740 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
29.1% |
193.6 |
2.1% |
23% |
False |
False |
565 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
29.1% |
175.3 |
1.9% |
23% |
False |
False |
466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,212.6 |
|
2.618 |
9,908.3 |
|
1.618 |
9,721.8 |
|
1.000 |
9,606.5 |
|
0.618 |
9,535.3 |
|
HIGH |
9,420.0 |
|
0.618 |
9,348.8 |
|
0.500 |
9,326.8 |
|
0.382 |
9,304.7 |
|
LOW |
9,233.5 |
|
0.618 |
9,118.2 |
|
1.000 |
9,047.0 |
|
1.618 |
8,931.7 |
|
2.618 |
8,745.2 |
|
4.250 |
8,440.9 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,348.9 |
9,359.1 |
| PP |
9,337.8 |
9,358.2 |
| S1 |
9,326.8 |
9,357.3 |
|