| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
8,831.0 |
9,262.0 |
431.0 |
4.9% |
9,314.0 |
| High |
8,991.0 |
9,268.0 |
277.0 |
3.1% |
9,334.5 |
| Low |
8,806.5 |
9,072.0 |
265.5 |
3.0% |
8,690.5 |
| Close |
8,942.5 |
9,105.5 |
163.0 |
1.8% |
8,942.5 |
| Range |
184.5 |
196.0 |
11.5 |
6.2% |
644.0 |
| ATR |
286.0 |
288.8 |
2.8 |
1.0% |
0.0 |
| Volume |
81,669 |
99,593 |
17,924 |
21.9% |
650,289 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,736.5 |
9,617.0 |
9,213.3 |
|
| R3 |
9,540.5 |
9,421.0 |
9,159.4 |
|
| R2 |
9,344.5 |
9,344.5 |
9,141.4 |
|
| R1 |
9,225.0 |
9,225.0 |
9,123.5 |
9,186.8 |
| PP |
9,148.5 |
9,148.5 |
9,148.5 |
9,129.4 |
| S1 |
9,029.0 |
9,029.0 |
9,087.5 |
8,990.8 |
| S2 |
8,952.5 |
8,952.5 |
9,069.6 |
|
| S3 |
8,756.5 |
8,833.0 |
9,051.6 |
|
| S4 |
8,560.5 |
8,637.0 |
8,997.7 |
|
|
| 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 |
9,268.0 |
8,690.5 |
577.5 |
6.3% |
226.3 |
2.5% |
72% |
True |
False |
115,065 |
| 10 |
9,735.0 |
8,690.5 |
1,044.5 |
11.5% |
264.2 |
2.9% |
40% |
False |
False |
134,002 |
| 20 |
9,923.5 |
8,690.5 |
1,233.0 |
13.5% |
251.7 |
2.8% |
34% |
False |
False |
125,712 |
| 40 |
10,886.0 |
8,690.5 |
2,195.5 |
24.1% |
262.0 |
2.9% |
19% |
False |
False |
114,059 |
| 60 |
11,439.0 |
8,690.5 |
2,748.5 |
30.2% |
249.0 |
2.7% |
15% |
False |
False |
79,038 |
| 80 |
11,439.0 |
8,690.5 |
2,748.5 |
30.2% |
234.0 |
2.6% |
15% |
False |
False |
59,630 |
| 100 |
11,439.0 |
8,690.5 |
2,748.5 |
30.2% |
228.0 |
2.5% |
15% |
False |
False |
47,833 |
| 120 |
11,439.0 |
8,690.5 |
2,748.5 |
30.2% |
217.3 |
2.4% |
15% |
False |
False |
39,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,101.0 |
|
2.618 |
9,781.1 |
|
1.618 |
9,585.1 |
|
1.000 |
9,464.0 |
|
0.618 |
9,389.1 |
|
HIGH |
9,268.0 |
|
0.618 |
9,193.1 |
|
0.500 |
9,170.0 |
|
0.382 |
9,146.9 |
|
LOW |
9,072.0 |
|
0.618 |
8,950.9 |
|
1.000 |
8,876.0 |
|
1.618 |
8,754.9 |
|
2.618 |
8,558.9 |
|
4.250 |
8,239.0 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,170.0 |
9,063.4 |
| PP |
9,148.5 |
9,021.3 |
| S1 |
9,127.0 |
8,979.3 |
|