| 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 |
2,910.0 |
2,870.0 |
-40.0 |
-1.4% |
2,851.0 |
| High |
2,934.0 |
2,890.0 |
-44.0 |
-1.5% |
2,936.0 |
| Low |
2,877.0 |
2,799.0 |
-78.0 |
-2.7% |
2,802.0 |
| Close |
2,888.0 |
2,812.0 |
-76.0 |
-2.6% |
2,862.0 |
| Range |
57.0 |
91.0 |
34.0 |
59.6% |
134.0 |
| ATR |
86.8 |
87.1 |
0.3 |
0.3% |
0.0 |
| Volume |
1,724,415 |
1,435,139 |
-289,276 |
-16.8% |
5,490,923 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,106.7 |
3,050.3 |
2,862.1 |
|
| R3 |
3,015.7 |
2,959.3 |
2,837.0 |
|
| R2 |
2,924.7 |
2,924.7 |
2,828.7 |
|
| R1 |
2,868.3 |
2,868.3 |
2,820.3 |
2,851.0 |
| PP |
2,833.7 |
2,833.7 |
2,833.7 |
2,825.0 |
| S1 |
2,777.3 |
2,777.3 |
2,803.7 |
2,760.0 |
| S2 |
2,742.7 |
2,742.7 |
2,795.3 |
|
| S3 |
2,651.7 |
2,686.3 |
2,787.0 |
|
| S4 |
2,560.7 |
2,595.3 |
2,762.0 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,268.7 |
3,199.3 |
2,935.7 |
|
| R3 |
3,134.7 |
3,065.3 |
2,898.9 |
|
| R2 |
3,000.7 |
3,000.7 |
2,886.6 |
|
| R1 |
2,931.3 |
2,931.3 |
2,874.3 |
2,966.0 |
| PP |
2,866.7 |
2,866.7 |
2,866.7 |
2,884.0 |
| S1 |
2,797.3 |
2,797.3 |
2,849.7 |
2,832.0 |
| S2 |
2,732.7 |
2,732.7 |
2,837.4 |
|
| S3 |
2,598.7 |
2,663.3 |
2,825.2 |
|
| S4 |
2,464.7 |
2,529.3 |
2,788.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,937.0 |
2,799.0 |
138.0 |
4.9% |
63.8 |
2.3% |
9% |
False |
True |
1,341,512 |
| 10 |
2,937.0 |
2,670.0 |
267.0 |
9.5% |
72.1 |
2.6% |
53% |
False |
False |
1,536,049 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.9% |
80.4 |
2.9% |
36% |
False |
False |
1,650,739 |
| 40 |
3,310.0 |
2,670.0 |
640.0 |
22.8% |
81.0 |
2.9% |
22% |
False |
False |
1,541,812 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
30.4% |
80.2 |
2.9% |
17% |
False |
False |
1,226,346 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
30.4% |
73.6 |
2.6% |
17% |
False |
False |
922,893 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
30.4% |
69.6 |
2.5% |
17% |
False |
False |
739,744 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
30.4% |
67.8 |
2.4% |
17% |
False |
False |
617,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,276.8 |
|
2.618 |
3,128.2 |
|
1.618 |
3,037.2 |
|
1.000 |
2,981.0 |
|
0.618 |
2,946.2 |
|
HIGH |
2,890.0 |
|
0.618 |
2,855.2 |
|
0.500 |
2,844.5 |
|
0.382 |
2,833.8 |
|
LOW |
2,799.0 |
|
0.618 |
2,742.8 |
|
1.000 |
2,708.0 |
|
1.618 |
2,651.8 |
|
2.618 |
2,560.8 |
|
4.250 |
2,412.3 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,844.5 |
2,868.0 |
| PP |
2,833.7 |
2,849.3 |
| S1 |
2,822.8 |
2,830.7 |
|