| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,610.39 |
16,418.84 |
-191.55 |
-1.2% |
16,012.39 |
| High |
16,610.39 |
16,507.39 |
-103.00 |
-0.6% |
16,511.84 |
| Low |
16,403.53 |
16,165.86 |
-237.67 |
-1.4% |
16,012.39 |
| Close |
16,431.78 |
16,484.99 |
53.21 |
0.3% |
16,391.99 |
| Range |
206.86 |
341.53 |
134.67 |
65.1% |
499.45 |
| ATR |
277.19 |
281.78 |
4.60 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,410.67 |
17,289.36 |
16,672.83 |
|
| R3 |
17,069.14 |
16,947.83 |
16,578.91 |
|
| R2 |
16,727.61 |
16,727.61 |
16,547.60 |
|
| R1 |
16,606.30 |
16,606.30 |
16,516.30 |
16,666.96 |
| PP |
16,386.08 |
16,386.08 |
16,386.08 |
16,416.41 |
| S1 |
16,264.77 |
16,264.77 |
16,453.68 |
16,325.43 |
| S2 |
16,044.55 |
16,044.55 |
16,422.38 |
|
| S3 |
15,703.02 |
15,923.24 |
16,391.07 |
|
| S4 |
15,361.49 |
15,581.71 |
16,297.15 |
|
|
| 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 |
16,165.86 |
498.38 |
3.0% |
209.97 |
1.3% |
64% |
False |
True |
|
| 10 |
16,664.24 |
15,503.01 |
1,161.23 |
7.0% |
248.12 |
1.5% |
85% |
False |
False |
|
| 20 |
16,664.24 |
15,503.01 |
1,161.23 |
7.0% |
275.50 |
1.7% |
85% |
False |
False |
|
| 40 |
17,750.02 |
15,450.56 |
2,299.46 |
13.9% |
288.97 |
1.8% |
45% |
False |
False |
|
| 60 |
17,901.58 |
15,450.56 |
2,451.02 |
14.9% |
272.18 |
1.7% |
42% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.3% |
244.78 |
1.5% |
41% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.3% |
232.36 |
1.4% |
41% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.3% |
236.41 |
1.4% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,958.89 |
|
2.618 |
17,401.52 |
|
1.618 |
17,059.99 |
|
1.000 |
16,848.92 |
|
0.618 |
16,718.46 |
|
HIGH |
16,507.39 |
|
0.618 |
16,376.93 |
|
0.500 |
16,336.63 |
|
0.382 |
16,296.32 |
|
LOW |
16,165.86 |
|
0.618 |
15,954.79 |
|
1.000 |
15,824.33 |
|
1.618 |
15,613.26 |
|
2.618 |
15,271.73 |
|
4.250 |
14,714.36 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,435.54 |
16,461.68 |
| PP |
16,386.08 |
16,438.36 |
| S1 |
16,336.63 |
16,415.05 |
|