| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,855.0 |
2,905.0 |
50.0 |
1.8% |
2,883.0 |
| High |
2,898.0 |
2,951.0 |
53.0 |
1.8% |
2,951.0 |
| Low |
2,837.0 |
2,901.0 |
64.0 |
2.3% |
2,799.0 |
| Close |
2,873.0 |
2,930.0 |
57.0 |
2.0% |
2,930.0 |
| Range |
61.0 |
50.0 |
-11.0 |
-18.0% |
152.0 |
| ATR |
87.0 |
86.3 |
-0.6 |
-0.7% |
0.0 |
| Volume |
1,465,615 |
1,311,927 |
-153,688 |
-10.5% |
7,051,335 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,077.3 |
3,053.7 |
2,957.5 |
|
| R3 |
3,027.3 |
3,003.7 |
2,943.8 |
|
| R2 |
2,977.3 |
2,977.3 |
2,939.2 |
|
| R1 |
2,953.7 |
2,953.7 |
2,934.6 |
2,965.5 |
| PP |
2,927.3 |
2,927.3 |
2,927.3 |
2,933.3 |
| S1 |
2,903.7 |
2,903.7 |
2,925.4 |
2,915.5 |
| S2 |
2,877.3 |
2,877.3 |
2,920.8 |
|
| S3 |
2,827.3 |
2,853.7 |
2,916.3 |
|
| S4 |
2,777.3 |
2,803.7 |
2,902.5 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,349.3 |
3,291.7 |
3,013.6 |
|
| R3 |
3,197.3 |
3,139.7 |
2,971.8 |
|
| R2 |
3,045.3 |
3,045.3 |
2,957.9 |
|
| R1 |
2,987.7 |
2,987.7 |
2,943.9 |
3,016.5 |
| PP |
2,893.3 |
2,893.3 |
2,893.3 |
2,907.8 |
| S1 |
2,835.7 |
2,835.7 |
2,916.1 |
2,864.5 |
| S2 |
2,741.3 |
2,741.3 |
2,902.1 |
|
| S3 |
2,589.3 |
2,683.7 |
2,888.2 |
|
| S4 |
2,437.3 |
2,531.7 |
2,846.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,951.0 |
2,799.0 |
152.0 |
5.2% |
62.8 |
2.1% |
86% |
True |
False |
1,410,267 |
| 10 |
2,951.0 |
2,697.0 |
254.0 |
8.7% |
65.0 |
2.2% |
92% |
True |
False |
1,371,865 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.3% |
77.3 |
2.6% |
66% |
False |
False |
1,632,368 |
| 40 |
3,310.0 |
2,670.0 |
640.0 |
21.8% |
81.1 |
2.8% |
41% |
False |
False |
1,591,690 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
29.2% |
80.1 |
2.7% |
30% |
False |
False |
1,270,566 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
29.2% |
73.7 |
2.5% |
30% |
False |
False |
957,605 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
29.2% |
69.3 |
2.4% |
30% |
False |
False |
767,517 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
29.2% |
67.8 |
2.3% |
30% |
False |
False |
640,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,163.5 |
|
2.618 |
3,081.9 |
|
1.618 |
3,031.9 |
|
1.000 |
3,001.0 |
|
0.618 |
2,981.9 |
|
HIGH |
2,951.0 |
|
0.618 |
2,931.9 |
|
0.500 |
2,926.0 |
|
0.382 |
2,920.1 |
|
LOW |
2,901.0 |
|
0.618 |
2,870.1 |
|
1.000 |
2,851.0 |
|
1.618 |
2,820.1 |
|
2.618 |
2,770.1 |
|
4.250 |
2,688.5 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,928.7 |
2,911.7 |
| PP |
2,927.3 |
2,893.3 |
| S1 |
2,926.0 |
2,875.0 |
|