| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,238.46 |
16,483.76 |
245.30 |
1.5% |
16,147.51 |
| High |
16,486.12 |
16,511.84 |
25.72 |
0.2% |
16,201.89 |
| Low |
16,217.98 |
16,390.43 |
172.45 |
1.1% |
15,503.01 |
| Close |
16,453.83 |
16,413.43 |
-40.40 |
-0.2% |
15,973.84 |
| Range |
268.14 |
121.41 |
-146.73 |
-54.7% |
698.88 |
| ATR |
307.13 |
293.86 |
-13.27 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,802.80 |
16,729.52 |
16,480.21 |
|
| R3 |
16,681.39 |
16,608.11 |
16,446.82 |
|
| R2 |
16,559.98 |
16,559.98 |
16,435.69 |
|
| R1 |
16,486.70 |
16,486.70 |
16,424.56 |
16,462.64 |
| PP |
16,438.57 |
16,438.57 |
16,438.57 |
16,426.53 |
| S1 |
16,365.29 |
16,365.29 |
16,402.30 |
16,341.23 |
| S2 |
16,317.16 |
16,317.16 |
16,391.17 |
|
| S3 |
16,195.75 |
16,243.88 |
16,380.04 |
|
| S4 |
16,074.34 |
16,122.47 |
16,346.65 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,989.55 |
17,680.58 |
16,358.22 |
|
| R3 |
17,290.67 |
16,981.70 |
16,166.03 |
|
| R2 |
16,591.79 |
16,591.79 |
16,101.97 |
|
| R1 |
16,282.82 |
16,282.82 |
16,037.90 |
16,087.87 |
| PP |
15,892.91 |
15,892.91 |
15,892.91 |
15,795.44 |
| S1 |
15,583.94 |
15,583.94 |
15,909.78 |
15,388.99 |
| S2 |
15,194.03 |
15,194.03 |
15,845.71 |
|
| S3 |
14,495.15 |
14,885.06 |
15,781.65 |
|
| S4 |
13,796.27 |
14,186.18 |
15,589.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,511.84 |
15,503.01 |
1,008.83 |
6.1% |
250.16 |
1.5% |
90% |
True |
False |
|
| 10 |
16,511.84 |
15,503.01 |
1,008.83 |
6.1% |
266.58 |
1.6% |
90% |
True |
False |
|
| 20 |
16,511.84 |
15,503.01 |
1,008.83 |
6.1% |
281.50 |
1.7% |
90% |
True |
False |
|
| 40 |
17,750.02 |
15,450.56 |
2,299.46 |
14.0% |
280.93 |
1.7% |
42% |
False |
False |
|
| 60 |
17,914.34 |
15,450.56 |
2,463.78 |
15.0% |
265.54 |
1.6% |
39% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
239.80 |
1.5% |
38% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
233.16 |
1.4% |
38% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
239.11 |
1.5% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,027.83 |
|
2.618 |
16,829.69 |
|
1.618 |
16,708.28 |
|
1.000 |
16,633.25 |
|
0.618 |
16,586.87 |
|
HIGH |
16,511.84 |
|
0.618 |
16,465.46 |
|
0.500 |
16,451.14 |
|
0.382 |
16,436.81 |
|
LOW |
16,390.43 |
|
0.618 |
16,315.40 |
|
1.000 |
16,269.02 |
|
1.618 |
16,193.99 |
|
2.618 |
16,072.58 |
|
4.250 |
15,874.44 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,451.14 |
16,362.99 |
| PP |
16,438.57 |
16,312.55 |
| S1 |
16,426.00 |
16,262.12 |
|