| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,905.0 |
2,902.0 |
-3.0 |
-0.1% |
2,883.0 |
| High |
2,951.0 |
2,948.0 |
-3.0 |
-0.1% |
2,951.0 |
| Low |
2,901.0 |
2,877.0 |
-24.0 |
-0.8% |
2,799.0 |
| Close |
2,930.0 |
2,934.0 |
4.0 |
0.1% |
2,930.0 |
| Range |
50.0 |
71.0 |
21.0 |
42.0% |
152.0 |
| ATR |
86.3 |
85.2 |
-1.1 |
-1.3% |
0.0 |
| Volume |
1,311,927 |
1,482,593 |
170,666 |
13.0% |
7,051,335 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.7 |
3,104.3 |
2,973.1 |
|
| R3 |
3,061.7 |
3,033.3 |
2,953.5 |
|
| R2 |
2,990.7 |
2,990.7 |
2,947.0 |
|
| R1 |
2,962.3 |
2,962.3 |
2,940.5 |
2,976.5 |
| PP |
2,919.7 |
2,919.7 |
2,919.7 |
2,926.8 |
| S1 |
2,891.3 |
2,891.3 |
2,927.5 |
2,905.5 |
| S2 |
2,848.7 |
2,848.7 |
2,921.0 |
|
| S3 |
2,777.7 |
2,820.3 |
2,914.5 |
|
| S4 |
2,706.7 |
2,749.3 |
2,895.0 |
|
|
| 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% |
66.0 |
2.2% |
89% |
False |
False |
1,483,937 |
| 10 |
2,951.0 |
2,799.0 |
152.0 |
5.2% |
65.5 |
2.2% |
89% |
False |
False |
1,402,485 |
| 20 |
3,061.0 |
2,670.0 |
391.0 |
13.3% |
77.4 |
2.6% |
68% |
False |
False |
1,648,071 |
| 40 |
3,309.0 |
2,670.0 |
639.0 |
21.8% |
81.9 |
2.8% |
41% |
False |
False |
1,616,121 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
29.1% |
80.5 |
2.7% |
31% |
False |
False |
1,295,130 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
29.1% |
74.2 |
2.5% |
31% |
False |
False |
976,137 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
29.1% |
69.0 |
2.4% |
31% |
False |
False |
782,305 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
29.1% |
67.9 |
2.3% |
31% |
False |
False |
653,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,249.8 |
|
2.618 |
3,133.9 |
|
1.618 |
3,062.9 |
|
1.000 |
3,019.0 |
|
0.618 |
2,991.9 |
|
HIGH |
2,948.0 |
|
0.618 |
2,920.9 |
|
0.500 |
2,912.5 |
|
0.382 |
2,904.1 |
|
LOW |
2,877.0 |
|
0.618 |
2,833.1 |
|
1.000 |
2,806.0 |
|
1.618 |
2,762.1 |
|
2.618 |
2,691.1 |
|
4.250 |
2,575.3 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,926.8 |
2,920.7 |
| PP |
2,919.7 |
2,907.3 |
| S1 |
2,912.5 |
2,894.0 |
|