| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,189.7 |
1,197.5 |
7.8 |
0.7% |
1,118.0 |
| High |
1,198.1 |
1,263.9 |
65.8 |
5.5% |
1,175.0 |
| Low |
1,181.6 |
1,196.3 |
14.7 |
1.2% |
1,115.3 |
| Close |
1,194.6 |
1,247.8 |
53.2 |
4.5% |
1,157.7 |
| Range |
16.5 |
67.6 |
51.1 |
309.7% |
59.7 |
| ATR |
17.9 |
21.6 |
3.7 |
20.5% |
0.0 |
| Volume |
168,635 |
365,647 |
197,012 |
116.8% |
817,585 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.8 |
1,410.9 |
1,285.0 |
|
| R3 |
1,371.2 |
1,343.3 |
1,266.4 |
|
| R2 |
1,303.6 |
1,303.6 |
1,260.2 |
|
| R1 |
1,275.7 |
1,275.7 |
1,254.0 |
1,289.7 |
| PP |
1,236.0 |
1,236.0 |
1,236.0 |
1,243.0 |
| S1 |
1,208.1 |
1,208.1 |
1,241.6 |
1,222.1 |
| S2 |
1,168.4 |
1,168.4 |
1,235.4 |
|
| S3 |
1,100.8 |
1,140.5 |
1,229.2 |
|
| S4 |
1,033.2 |
1,072.9 |
1,210.6 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.4 |
1,302.8 |
1,190.5 |
|
| R3 |
1,268.7 |
1,243.1 |
1,174.1 |
|
| R2 |
1,209.0 |
1,209.0 |
1,168.6 |
|
| R1 |
1,183.4 |
1,183.4 |
1,163.2 |
1,196.2 |
| PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,155.8 |
| S1 |
1,123.7 |
1,123.7 |
1,152.2 |
1,136.5 |
| S2 |
1,089.6 |
1,089.6 |
1,146.8 |
|
| S3 |
1,029.9 |
1,064.0 |
1,141.3 |
|
| S4 |
970.2 |
1,004.3 |
1,124.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,263.9 |
1,145.5 |
118.4 |
9.5% |
32.8 |
2.6% |
86% |
True |
False |
237,886 |
| 10 |
1,263.9 |
1,108.5 |
155.4 |
12.5% |
23.8 |
1.9% |
90% |
True |
False |
192,537 |
| 20 |
1,263.9 |
1,071.3 |
192.6 |
15.4% |
19.8 |
1.6% |
92% |
True |
False |
128,070 |
| 40 |
1,263.9 |
1,047.4 |
216.5 |
17.4% |
16.9 |
1.4% |
93% |
True |
False |
69,440 |
| 60 |
1,263.9 |
1,046.6 |
217.3 |
17.4% |
16.5 |
1.3% |
93% |
True |
False |
47,923 |
| 80 |
1,263.9 |
1,046.6 |
217.3 |
17.4% |
15.4 |
1.2% |
93% |
True |
False |
36,473 |
| 100 |
1,263.9 |
1,046.6 |
217.3 |
17.4% |
15.2 |
1.2% |
93% |
True |
False |
29,491 |
| 120 |
1,263.9 |
1,046.6 |
217.3 |
17.4% |
14.4 |
1.2% |
93% |
True |
False |
24,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,551.2 |
|
2.618 |
1,440.9 |
|
1.618 |
1,373.3 |
|
1.000 |
1,331.5 |
|
0.618 |
1,305.7 |
|
HIGH |
1,263.9 |
|
0.618 |
1,238.1 |
|
0.500 |
1,230.1 |
|
0.382 |
1,222.1 |
|
LOW |
1,196.3 |
|
0.618 |
1,154.5 |
|
1.000 |
1,128.7 |
|
1.618 |
1,086.9 |
|
2.618 |
1,019.3 |
|
4.250 |
909.0 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,241.9 |
1,239.5 |
| PP |
1,236.0 |
1,231.1 |
| S1 |
1,230.1 |
1,222.8 |
|