| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,495.0 |
9,378.0 |
-117.0 |
-1.2% |
9,262.0 |
| High |
9,534.0 |
9,425.0 |
-109.0 |
-1.1% |
9,548.5 |
| Low |
9,394.0 |
9,120.5 |
-273.5 |
-2.9% |
9,072.0 |
| Close |
9,424.0 |
9,149.0 |
-275.0 |
-2.9% |
9,362.5 |
| Range |
140.0 |
304.5 |
164.5 |
117.5% |
476.5 |
| ATR |
265.0 |
267.8 |
2.8 |
1.1% |
0.0 |
| Volume |
132,785 |
111,188 |
-21,597 |
-16.3% |
380,879 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,145.0 |
9,951.5 |
9,316.5 |
|
| R3 |
9,840.5 |
9,647.0 |
9,232.7 |
|
| R2 |
9,536.0 |
9,536.0 |
9,204.8 |
|
| R1 |
9,342.5 |
9,342.5 |
9,176.9 |
9,287.0 |
| PP |
9,231.5 |
9,231.5 |
9,231.5 |
9,203.8 |
| S1 |
9,038.0 |
9,038.0 |
9,121.1 |
8,982.5 |
| S2 |
8,927.0 |
8,927.0 |
9,093.2 |
|
| S3 |
8,622.5 |
8,733.5 |
9,065.3 |
|
| S4 |
8,318.0 |
8,429.0 |
8,981.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,757.2 |
10,536.3 |
9,624.6 |
|
| R3 |
10,280.7 |
10,059.8 |
9,493.5 |
|
| R2 |
9,804.2 |
9,804.2 |
9,449.9 |
|
| R1 |
9,583.3 |
9,583.3 |
9,406.2 |
9,693.8 |
| PP |
9,327.7 |
9,327.7 |
9,327.7 |
9,382.9 |
| S1 |
9,106.8 |
9,106.8 |
9,318.8 |
9,217.3 |
| S2 |
8,851.2 |
8,851.2 |
9,275.1 |
|
| S3 |
8,374.7 |
8,630.3 |
9,231.5 |
|
| S4 |
7,898.2 |
8,153.8 |
9,100.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,586.0 |
9,120.5 |
465.5 |
5.1% |
192.1 |
2.1% |
6% |
False |
True |
102,350 |
| 10 |
9,586.0 |
8,690.5 |
895.5 |
9.8% |
211.0 |
2.3% |
51% |
False |
False |
106,405 |
| 20 |
9,923.5 |
8,690.5 |
1,233.0 |
13.5% |
241.3 |
2.6% |
37% |
False |
False |
120,506 |
| 40 |
10,886.0 |
8,690.5 |
2,195.5 |
24.0% |
253.4 |
2.8% |
21% |
False |
False |
117,322 |
| 60 |
11,439.0 |
8,690.5 |
2,748.5 |
30.0% |
255.7 |
2.8% |
17% |
False |
False |
89,243 |
| 80 |
11,439.0 |
8,690.5 |
2,748.5 |
30.0% |
235.3 |
2.6% |
17% |
False |
False |
67,260 |
| 100 |
11,439.0 |
8,690.5 |
2,748.5 |
30.0% |
224.3 |
2.5% |
17% |
False |
False |
54,008 |
| 120 |
11,439.0 |
8,690.5 |
2,748.5 |
30.0% |
218.8 |
2.4% |
17% |
False |
False |
45,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,719.1 |
|
2.618 |
10,222.2 |
|
1.618 |
9,917.7 |
|
1.000 |
9,729.5 |
|
0.618 |
9,613.2 |
|
HIGH |
9,425.0 |
|
0.618 |
9,308.7 |
|
0.500 |
9,272.8 |
|
0.382 |
9,236.8 |
|
LOW |
9,120.5 |
|
0.618 |
8,932.3 |
|
1.000 |
8,816.0 |
|
1.618 |
8,627.8 |
|
2.618 |
8,323.3 |
|
4.250 |
7,826.4 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,272.8 |
9,353.3 |
| PP |
9,231.5 |
9,285.2 |
| S1 |
9,190.3 |
9,217.1 |
|