| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
8,885.0 |
8,831.0 |
-54.0 |
-0.6% |
9,314.0 |
| High |
8,914.5 |
8,991.0 |
76.5 |
0.9% |
9,334.5 |
| Low |
8,690.5 |
8,806.5 |
116.0 |
1.3% |
8,690.5 |
| Close |
8,773.5 |
8,942.5 |
169.0 |
1.9% |
8,942.5 |
| Range |
224.0 |
184.5 |
-39.5 |
-17.6% |
644.0 |
| ATR |
291.3 |
286.0 |
-5.3 |
-1.8% |
0.0 |
| Volume |
106,067 |
81,669 |
-24,398 |
-23.0% |
650,289 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,466.8 |
9,389.2 |
9,044.0 |
|
| R3 |
9,282.3 |
9,204.7 |
8,993.2 |
|
| R2 |
9,097.8 |
9,097.8 |
8,976.3 |
|
| R1 |
9,020.2 |
9,020.2 |
8,959.4 |
9,059.0 |
| PP |
8,913.3 |
8,913.3 |
8,913.3 |
8,932.8 |
| S1 |
8,835.7 |
8,835.7 |
8,925.6 |
8,874.5 |
| S2 |
8,728.8 |
8,728.8 |
8,908.7 |
|
| S3 |
8,544.3 |
8,651.2 |
8,891.8 |
|
| S4 |
8,359.8 |
8,466.7 |
8,841.0 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,921.2 |
10,575.8 |
9,296.7 |
|
| R3 |
10,277.2 |
9,931.8 |
9,119.6 |
|
| R2 |
9,633.2 |
9,633.2 |
9,060.6 |
|
| R1 |
9,287.8 |
9,287.8 |
9,001.5 |
9,138.5 |
| PP |
8,989.2 |
8,989.2 |
8,989.2 |
8,914.5 |
| S1 |
8,643.8 |
8,643.8 |
8,883.5 |
8,494.5 |
| S2 |
8,345.2 |
8,345.2 |
8,824.4 |
|
| S3 |
7,701.2 |
7,999.8 |
8,765.4 |
|
| S4 |
7,057.2 |
7,355.8 |
8,588.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,334.5 |
8,690.5 |
644.0 |
7.2% |
270.9 |
3.0% |
39% |
False |
False |
130,057 |
| 10 |
9,846.0 |
8,690.5 |
1,155.5 |
12.9% |
266.2 |
3.0% |
22% |
False |
False |
135,997 |
| 20 |
9,923.5 |
8,690.5 |
1,233.0 |
13.8% |
263.1 |
2.9% |
20% |
False |
False |
125,395 |
| 40 |
10,886.0 |
8,690.5 |
2,195.5 |
24.6% |
265.3 |
3.0% |
11% |
False |
False |
113,238 |
| 60 |
11,439.0 |
8,690.5 |
2,748.5 |
30.7% |
251.2 |
2.8% |
9% |
False |
False |
77,414 |
| 80 |
11,439.0 |
8,690.5 |
2,748.5 |
30.7% |
233.1 |
2.6% |
9% |
False |
False |
58,405 |
| 100 |
11,439.0 |
8,690.5 |
2,748.5 |
30.7% |
227.9 |
2.5% |
9% |
False |
False |
46,841 |
| 120 |
11,439.0 |
8,690.5 |
2,748.5 |
30.7% |
219.0 |
2.4% |
9% |
False |
False |
39,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,775.1 |
|
2.618 |
9,474.0 |
|
1.618 |
9,289.5 |
|
1.000 |
9,175.5 |
|
0.618 |
9,105.0 |
|
HIGH |
8,991.0 |
|
0.618 |
8,920.5 |
|
0.500 |
8,898.8 |
|
0.382 |
8,877.0 |
|
LOW |
8,806.5 |
|
0.618 |
8,692.5 |
|
1.000 |
8,622.0 |
|
1.618 |
8,508.0 |
|
2.618 |
8,323.5 |
|
4.250 |
8,022.4 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
8,927.9 |
8,930.9 |
| PP |
8,913.3 |
8,919.3 |
| S1 |
8,898.8 |
8,907.8 |
|