| 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 |
16,418.84 |
16,504.38 |
85.54 |
0.5% |
16,012.39 |
| High |
16,507.39 |
16,697.98 |
190.59 |
1.2% |
16,511.84 |
| Low |
16,165.86 |
16,458.42 |
292.56 |
1.8% |
16,012.39 |
| Close |
16,484.99 |
16,697.29 |
212.30 |
1.3% |
16,391.99 |
| Range |
341.53 |
239.56 |
-101.97 |
-29.9% |
499.45 |
| ATR |
281.78 |
278.77 |
-3.02 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,336.58 |
17,256.49 |
16,829.05 |
|
| R3 |
17,097.02 |
17,016.93 |
16,763.17 |
|
| R2 |
16,857.46 |
16,857.46 |
16,741.21 |
|
| R1 |
16,777.37 |
16,777.37 |
16,719.25 |
16,817.42 |
| PP |
16,617.90 |
16,617.90 |
16,617.90 |
16,637.92 |
| S1 |
16,537.81 |
16,537.81 |
16,675.33 |
16,577.86 |
| S2 |
16,378.34 |
16,378.34 |
16,653.37 |
|
| S3 |
16,138.78 |
16,298.25 |
16,631.41 |
|
| S4 |
15,899.22 |
16,058.69 |
16,565.53 |
|
|
| 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 |
16,697.98 |
16,165.86 |
532.12 |
3.2% |
233.60 |
1.4% |
100% |
True |
False |
|
| 10 |
16,697.98 |
15,503.01 |
1,194.97 |
7.2% |
241.88 |
1.4% |
100% |
True |
False |
|
| 20 |
16,697.98 |
15,503.01 |
1,194.97 |
7.2% |
269.64 |
1.6% |
100% |
True |
False |
|
| 40 |
17,750.02 |
15,450.56 |
2,299.46 |
13.8% |
292.47 |
1.8% |
54% |
False |
False |
|
| 60 |
17,901.58 |
15,450.56 |
2,451.02 |
14.7% |
274.82 |
1.6% |
51% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.1% |
246.51 |
1.5% |
49% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.1% |
232.00 |
1.4% |
49% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.1% |
235.96 |
1.4% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,716.11 |
|
2.618 |
17,325.15 |
|
1.618 |
17,085.59 |
|
1.000 |
16,937.54 |
|
0.618 |
16,846.03 |
|
HIGH |
16,697.98 |
|
0.618 |
16,606.47 |
|
0.500 |
16,578.20 |
|
0.382 |
16,549.93 |
|
LOW |
16,458.42 |
|
0.618 |
16,310.37 |
|
1.000 |
16,218.86 |
|
1.618 |
16,070.81 |
|
2.618 |
15,831.25 |
|
4.250 |
15,440.29 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,657.59 |
16,608.83 |
| PP |
16,617.90 |
16,520.38 |
| S1 |
16,578.20 |
16,431.92 |
|