| 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 |
2,870.0 |
2,855.0 |
-15.0 |
-0.5% |
2,851.0 |
| High |
2,890.0 |
2,898.0 |
8.0 |
0.3% |
2,936.0 |
| Low |
2,799.0 |
2,837.0 |
38.0 |
1.4% |
2,802.0 |
| Close |
2,812.0 |
2,873.0 |
61.0 |
2.2% |
2,862.0 |
| Range |
91.0 |
61.0 |
-30.0 |
-33.0% |
134.0 |
| ATR |
87.1 |
87.0 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,435,139 |
1,465,615 |
30,476 |
2.1% |
5,490,923 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,052.3 |
3,023.7 |
2,906.6 |
|
| R3 |
2,991.3 |
2,962.7 |
2,889.8 |
|
| R2 |
2,930.3 |
2,930.3 |
2,884.2 |
|
| R1 |
2,901.7 |
2,901.7 |
2,878.6 |
2,916.0 |
| PP |
2,869.3 |
2,869.3 |
2,869.3 |
2,876.5 |
| S1 |
2,840.7 |
2,840.7 |
2,867.4 |
2,855.0 |
| S2 |
2,808.3 |
2,808.3 |
2,861.8 |
|
| S3 |
2,747.3 |
2,779.7 |
2,856.2 |
|
| S4 |
2,686.3 |
2,718.7 |
2,839.5 |
|
|
| 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 |
4.8% |
65.0 |
2.3% |
54% |
False |
False |
1,335,725 |
| 10 |
2,937.0 |
2,670.0 |
267.0 |
9.3% |
68.5 |
2.4% |
76% |
False |
False |
1,420,882 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.6% |
79.9 |
2.8% |
52% |
False |
False |
1,639,867 |
| 40 |
3,310.0 |
2,670.0 |
640.0 |
22.3% |
81.0 |
2.8% |
32% |
False |
False |
1,570,158 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
29.8% |
80.0 |
2.8% |
24% |
False |
False |
1,249,358 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
29.8% |
73.6 |
2.6% |
24% |
False |
False |
941,206 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
29.8% |
69.7 |
2.4% |
24% |
False |
False |
754,398 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
29.8% |
67.9 |
2.4% |
24% |
False |
False |
629,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,157.3 |
|
2.618 |
3,057.7 |
|
1.618 |
2,996.7 |
|
1.000 |
2,959.0 |
|
0.618 |
2,935.7 |
|
HIGH |
2,898.0 |
|
0.618 |
2,874.7 |
|
0.500 |
2,867.5 |
|
0.382 |
2,860.3 |
|
LOW |
2,837.0 |
|
0.618 |
2,799.3 |
|
1.000 |
2,776.0 |
|
1.618 |
2,738.3 |
|
2.618 |
2,677.3 |
|
4.250 |
2,577.8 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,871.2 |
2,870.8 |
| PP |
2,869.3 |
2,868.7 |
| S1 |
2,867.5 |
2,866.5 |
|