| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,278.5 |
9,451.0 |
172.5 |
1.9% |
9,475.0 |
| High |
9,420.0 |
9,604.0 |
184.0 |
2.0% |
9,617.5 |
| Low |
9,233.5 |
9,451.0 |
217.5 |
2.4% |
9,158.5 |
| Close |
9,360.0 |
9,557.0 |
197.0 |
2.1% |
9,557.0 |
| Range |
186.5 |
153.0 |
-33.5 |
-18.0% |
459.0 |
| ATR |
246.8 |
246.6 |
-0.2 |
-0.1% |
0.0 |
| Volume |
344 |
391 |
47 |
13.7% |
3,009 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,996.3 |
9,929.7 |
9,641.2 |
|
| R3 |
9,843.3 |
9,776.7 |
9,599.1 |
|
| R2 |
9,690.3 |
9,690.3 |
9,585.1 |
|
| R1 |
9,623.7 |
9,623.7 |
9,571.0 |
9,657.0 |
| PP |
9,537.3 |
9,537.3 |
9,537.3 |
9,554.0 |
| S1 |
9,470.7 |
9,470.7 |
9,543.0 |
9,504.0 |
| S2 |
9,384.3 |
9,384.3 |
9,529.0 |
|
| S3 |
9,231.3 |
9,317.7 |
9,514.9 |
|
| S4 |
9,078.3 |
9,164.7 |
9,472.9 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,821.3 |
10,648.2 |
9,809.5 |
|
| R3 |
10,362.3 |
10,189.2 |
9,683.2 |
|
| R2 |
9,903.3 |
9,903.3 |
9,641.2 |
|
| R1 |
9,730.2 |
9,730.2 |
9,599.1 |
9,816.8 |
| PP |
9,444.3 |
9,444.3 |
9,444.3 |
9,487.6 |
| S1 |
9,271.2 |
9,271.2 |
9,514.9 |
9,357.8 |
| S2 |
8,985.3 |
8,985.3 |
9,472.9 |
|
| S3 |
8,526.3 |
8,812.2 |
9,430.8 |
|
| S4 |
8,067.3 |
8,353.2 |
9,304.6 |
|
|
| 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 |
4.8% |
179.6 |
1.9% |
87% |
False |
False |
601 |
| 10 |
9,617.5 |
9,087.0 |
530.5 |
5.6% |
187.5 |
2.0% |
89% |
False |
False |
670 |
| 20 |
9,872.5 |
8,730.0 |
1,142.5 |
12.0% |
217.4 |
2.3% |
72% |
False |
False |
846 |
| 40 |
10,550.0 |
8,730.0 |
1,820.0 |
19.0% |
234.6 |
2.5% |
45% |
False |
False |
939 |
| 60 |
11,435.5 |
8,730.0 |
2,705.5 |
28.3% |
223.1 |
2.3% |
31% |
False |
False |
745 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
28.5% |
193.7 |
2.0% |
30% |
False |
False |
570 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.5% |
175.2 |
1.8% |
30% |
False |
False |
470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,254.3 |
|
2.618 |
10,004.6 |
|
1.618 |
9,851.6 |
|
1.000 |
9,757.0 |
|
0.618 |
9,698.6 |
|
HIGH |
9,604.0 |
|
0.618 |
9,545.6 |
|
0.500 |
9,527.5 |
|
0.382 |
9,509.4 |
|
LOW |
9,451.0 |
|
0.618 |
9,356.4 |
|
1.000 |
9,298.0 |
|
1.618 |
9,203.4 |
|
2.618 |
9,050.4 |
|
4.250 |
8,800.8 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,547.2 |
9,498.4 |
| PP |
9,537.3 |
9,439.8 |
| S1 |
9,527.5 |
9,381.3 |
|