| 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 |
1,208.9 |
1,226.0 |
17.1 |
1.4% |
1,236.3 |
| High |
1,229.0 |
1,254.3 |
25.3 |
2.1% |
1,240.6 |
| Low |
1,207.6 |
1,222.4 |
14.8 |
1.2% |
1,191.5 |
| Close |
1,222.6 |
1,239.1 |
16.5 |
1.3% |
1,230.8 |
| Range |
21.4 |
31.9 |
10.5 |
49.1% |
49.1 |
| ATR |
23.5 |
24.1 |
0.6 |
2.6% |
0.0 |
| Volume |
184,483 |
274,243 |
89,760 |
48.7% |
869,625 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.3 |
1,318.6 |
1,256.6 |
|
| R3 |
1,302.4 |
1,286.7 |
1,247.9 |
|
| R2 |
1,270.5 |
1,270.5 |
1,244.9 |
|
| R1 |
1,254.8 |
1,254.8 |
1,242.0 |
1,262.7 |
| PP |
1,238.6 |
1,238.6 |
1,238.6 |
1,242.5 |
| S1 |
1,222.9 |
1,222.9 |
1,236.2 |
1,230.8 |
| S2 |
1,206.7 |
1,206.7 |
1,233.3 |
|
| S3 |
1,174.8 |
1,191.0 |
1,230.3 |
|
| S4 |
1,142.9 |
1,159.1 |
1,221.6 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.3 |
1,348.6 |
1,257.8 |
|
| R3 |
1,319.2 |
1,299.5 |
1,244.3 |
|
| R2 |
1,270.1 |
1,270.1 |
1,239.8 |
|
| R1 |
1,250.4 |
1,250.4 |
1,235.3 |
1,235.7 |
| PP |
1,221.0 |
1,221.0 |
1,221.0 |
1,213.6 |
| S1 |
1,201.3 |
1,201.3 |
1,226.3 |
1,186.6 |
| S2 |
1,171.9 |
1,171.9 |
1,221.8 |
|
| S3 |
1,122.8 |
1,152.2 |
1,217.3 |
|
| S4 |
1,073.7 |
1,103.1 |
1,203.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,254.3 |
1,201.3 |
53.0 |
4.3% |
26.3 |
2.1% |
71% |
True |
False |
197,213 |
| 10 |
1,263.9 |
1,181.6 |
82.3 |
6.6% |
29.5 |
2.4% |
70% |
False |
False |
221,473 |
| 20 |
1,263.9 |
1,108.5 |
155.4 |
12.5% |
23.9 |
1.9% |
84% |
False |
False |
194,301 |
| 40 |
1,263.9 |
1,058.1 |
205.8 |
16.6% |
19.4 |
1.6% |
88% |
False |
False |
110,591 |
| 60 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
18.2 |
1.5% |
89% |
False |
False |
74,974 |
| 80 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
16.8 |
1.4% |
89% |
False |
False |
57,383 |
| 100 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
16.3 |
1.3% |
89% |
False |
False |
46,196 |
| 120 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
15.4 |
1.2% |
89% |
False |
False |
38,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,389.9 |
|
2.618 |
1,337.8 |
|
1.618 |
1,305.9 |
|
1.000 |
1,286.2 |
|
0.618 |
1,274.0 |
|
HIGH |
1,254.3 |
|
0.618 |
1,242.1 |
|
0.500 |
1,238.4 |
|
0.382 |
1,234.6 |
|
LOW |
1,222.4 |
|
0.618 |
1,202.7 |
|
1.000 |
1,190.5 |
|
1.618 |
1,170.8 |
|
2.618 |
1,138.9 |
|
4.250 |
1,086.8 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,238.9 |
1,235.5 |
| PP |
1,238.6 |
1,232.0 |
| S1 |
1,238.4 |
1,228.4 |
|