| 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 |
16,417.13 |
16,610.39 |
193.26 |
1.2% |
16,012.39 |
| High |
16,664.24 |
16,610.39 |
-53.85 |
-0.3% |
16,511.84 |
| Low |
16,417.13 |
16,403.53 |
-13.60 |
-0.1% |
16,012.39 |
| Close |
16,620.66 |
16,431.78 |
-188.88 |
-1.1% |
16,391.99 |
| Range |
247.11 |
206.86 |
-40.25 |
-16.3% |
499.45 |
| ATR |
281.81 |
277.19 |
-4.62 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,102.48 |
16,973.99 |
16,545.55 |
|
| R3 |
16,895.62 |
16,767.13 |
16,488.67 |
|
| R2 |
16,688.76 |
16,688.76 |
16,469.70 |
|
| R1 |
16,560.27 |
16,560.27 |
16,450.74 |
16,521.09 |
| PP |
16,481.90 |
16,481.90 |
16,481.90 |
16,462.31 |
| S1 |
16,353.41 |
16,353.41 |
16,412.82 |
16,314.23 |
| S2 |
16,275.04 |
16,275.04 |
16,393.86 |
|
| S3 |
16,068.18 |
16,146.55 |
16,374.89 |
|
| S4 |
15,861.32 |
15,939.69 |
16,318.01 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,803.76 |
17,597.32 |
16,666.69 |
|
| R3 |
17,304.31 |
17,097.87 |
16,529.34 |
|
| R2 |
16,804.86 |
16,804.86 |
16,483.56 |
|
| R1 |
16,598.42 |
16,598.42 |
16,437.77 |
16,701.64 |
| PP |
16,305.41 |
16,305.41 |
16,305.41 |
16,357.02 |
| S1 |
16,098.97 |
16,098.97 |
16,346.21 |
16,202.19 |
| S2 |
15,805.96 |
15,805.96 |
16,300.42 |
|
| S3 |
15,306.51 |
15,599.52 |
16,254.64 |
|
| S4 |
14,807.06 |
15,100.07 |
16,117.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,664.24 |
16,217.98 |
446.26 |
2.7% |
195.30 |
1.2% |
48% |
False |
False |
|
| 10 |
16,664.24 |
15,503.01 |
1,161.23 |
7.1% |
239.52 |
1.5% |
80% |
False |
False |
|
| 20 |
16,664.24 |
15,503.01 |
1,161.23 |
7.1% |
273.05 |
1.7% |
80% |
False |
False |
|
| 40 |
17,750.02 |
15,450.56 |
2,299.46 |
14.0% |
282.00 |
1.7% |
43% |
False |
False |
|
| 60 |
17,901.58 |
15,450.56 |
2,451.02 |
14.9% |
267.37 |
1.6% |
40% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
243.30 |
1.5% |
39% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
231.35 |
1.4% |
39% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
238.13 |
1.4% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,489.55 |
|
2.618 |
17,151.95 |
|
1.618 |
16,945.09 |
|
1.000 |
16,817.25 |
|
0.618 |
16,738.23 |
|
HIGH |
16,610.39 |
|
0.618 |
16,531.37 |
|
0.500 |
16,506.96 |
|
0.382 |
16,482.55 |
|
LOW |
16,403.53 |
|
0.618 |
16,275.69 |
|
1.000 |
16,196.67 |
|
1.618 |
16,068.83 |
|
2.618 |
15,861.97 |
|
4.250 |
15,524.38 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,506.96 |
16,471.12 |
| PP |
16,481.90 |
16,458.01 |
| S1 |
16,456.84 |
16,444.89 |
|