| 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 |
2,829.0 |
2,905.0 |
76.0 |
2.7% |
2,889.0 |
| High |
2,911.0 |
2,936.0 |
25.0 |
0.9% |
2,895.0 |
| Low |
2,816.0 |
2,881.0 |
65.0 |
2.3% |
2,670.0 |
| Close |
2,895.0 |
2,891.0 |
-4.0 |
-0.1% |
2,747.0 |
| Range |
95.0 |
55.0 |
-40.0 |
-42.1% |
225.0 |
| ATR |
95.2 |
92.4 |
-2.9 |
-3.0% |
0.0 |
| Volume |
1,504,212 |
1,494,552 |
-9,660 |
-0.6% |
10,171,107 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,067.7 |
3,034.3 |
2,921.3 |
|
| R3 |
3,012.7 |
2,979.3 |
2,906.1 |
|
| R2 |
2,957.7 |
2,957.7 |
2,901.1 |
|
| R1 |
2,924.3 |
2,924.3 |
2,896.0 |
2,913.5 |
| PP |
2,902.7 |
2,902.7 |
2,902.7 |
2,897.3 |
| S1 |
2,869.3 |
2,869.3 |
2,886.0 |
2,858.5 |
| S2 |
2,847.7 |
2,847.7 |
2,880.9 |
|
| S3 |
2,792.7 |
2,814.3 |
2,875.9 |
|
| S4 |
2,737.7 |
2,759.3 |
2,860.8 |
|
|
| 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 |
2,936.0 |
2,670.0 |
266.0 |
9.2% |
72.0 |
2.5% |
83% |
True |
False |
1,506,040 |
| 10 |
2,948.0 |
2,670.0 |
278.0 |
9.6% |
84.3 |
2.9% |
79% |
False |
False |
1,831,084 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.5% |
84.7 |
2.9% |
57% |
False |
False |
1,669,194 |
| 40 |
3,338.0 |
2,670.0 |
668.0 |
23.1% |
81.6 |
2.8% |
33% |
False |
False |
1,506,328 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
29.6% |
78.7 |
2.7% |
26% |
False |
False |
1,142,083 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
29.6% |
73.4 |
2.5% |
26% |
False |
False |
858,193 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
29.6% |
70.1 |
2.4% |
26% |
False |
False |
687,625 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
29.6% |
66.3 |
2.3% |
26% |
False |
False |
574,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,169.8 |
|
2.618 |
3,080.0 |
|
1.618 |
3,025.0 |
|
1.000 |
2,991.0 |
|
0.618 |
2,970.0 |
|
HIGH |
2,936.0 |
|
0.618 |
2,915.0 |
|
0.500 |
2,908.5 |
|
0.382 |
2,902.0 |
|
LOW |
2,881.0 |
|
0.618 |
2,847.0 |
|
1.000 |
2,826.0 |
|
1.618 |
2,792.0 |
|
2.618 |
2,737.0 |
|
4.250 |
2,647.3 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,908.5 |
2,883.7 |
| PP |
2,902.7 |
2,876.3 |
| S1 |
2,896.8 |
2,869.0 |
|