| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,702.0 |
2,851.0 |
149.0 |
5.5% |
2,889.0 |
| High |
2,763.0 |
2,861.0 |
98.0 |
3.5% |
2,895.0 |
| Low |
2,697.0 |
2,802.0 |
105.0 |
3.9% |
2,670.0 |
| Close |
2,747.0 |
2,814.0 |
67.0 |
2.4% |
2,747.0 |
| Range |
66.0 |
59.0 |
-7.0 |
-10.6% |
225.0 |
| ATR |
93.6 |
95.1 |
1.5 |
1.6% |
0.0 |
| Volume |
1,176,392 |
1,552,940 |
376,548 |
32.0% |
10,171,107 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,002.7 |
2,967.3 |
2,846.5 |
|
| R3 |
2,943.7 |
2,908.3 |
2,830.2 |
|
| R2 |
2,884.7 |
2,884.7 |
2,824.8 |
|
| R1 |
2,849.3 |
2,849.3 |
2,819.4 |
2,837.5 |
| PP |
2,825.7 |
2,825.7 |
2,825.7 |
2,819.8 |
| S1 |
2,790.3 |
2,790.3 |
2,808.6 |
2,778.5 |
| S2 |
2,766.7 |
2,766.7 |
2,803.2 |
|
| S3 |
2,707.7 |
2,731.3 |
2,797.8 |
|
| S4 |
2,648.7 |
2,672.3 |
2,781.6 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,445.7 |
3,321.3 |
2,870.8 |
|
| R3 |
3,220.7 |
3,096.3 |
2,808.9 |
|
| R2 |
2,995.7 |
2,995.7 |
2,788.3 |
|
| R1 |
2,871.3 |
2,871.3 |
2,767.6 |
2,821.0 |
| PP |
2,770.7 |
2,770.7 |
2,770.7 |
2,745.5 |
| S1 |
2,646.3 |
2,646.3 |
2,726.4 |
2,596.0 |
| S2 |
2,545.7 |
2,545.7 |
2,705.8 |
|
| S3 |
2,320.7 |
2,421.3 |
2,685.1 |
|
| S4 |
2,095.7 |
2,196.3 |
2,623.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,861.0 |
2,670.0 |
191.0 |
6.8% |
81.6 |
2.9% |
75% |
True |
False |
1,836,175 |
| 10 |
3,015.0 |
2,670.0 |
345.0 |
12.3% |
87.7 |
3.1% |
42% |
False |
False |
1,897,323 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.9% |
85.3 |
3.0% |
37% |
False |
False |
1,747,680 |
| 40 |
3,338.0 |
2,670.0 |
668.0 |
23.7% |
82.1 |
2.9% |
22% |
False |
False |
1,495,909 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
30.4% |
78.0 |
2.8% |
17% |
False |
False |
1,092,525 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
30.4% |
72.5 |
2.6% |
17% |
False |
False |
821,111 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
30.4% |
70.6 |
2.5% |
17% |
False |
False |
657,692 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
30.4% |
66.6 |
2.4% |
17% |
False |
False |
549,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,111.8 |
|
2.618 |
3,015.5 |
|
1.618 |
2,956.5 |
|
1.000 |
2,920.0 |
|
0.618 |
2,897.5 |
|
HIGH |
2,861.0 |
|
0.618 |
2,838.5 |
|
0.500 |
2,831.5 |
|
0.382 |
2,824.5 |
|
LOW |
2,802.0 |
|
0.618 |
2,765.5 |
|
1.000 |
2,743.0 |
|
1.618 |
2,706.5 |
|
2.618 |
2,647.5 |
|
4.250 |
2,551.3 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.5 |
2,797.8 |
| PP |
2,825.7 |
2,781.7 |
| S1 |
2,819.8 |
2,765.5 |
|