| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,232.5 |
1,223.1 |
-9.4 |
-0.8% |
1,226.9 |
| High |
1,241.3 |
1,241.8 |
0.5 |
0.0% |
1,254.3 |
| Low |
1,212.0 |
1,216.3 |
4.3 |
0.4% |
1,202.5 |
| Close |
1,220.4 |
1,234.4 |
14.0 |
1.1% |
1,220.4 |
| Range |
29.3 |
25.5 |
-3.8 |
-13.0% |
51.8 |
| ATR |
24.4 |
24.4 |
0.1 |
0.3% |
0.0 |
| Volume |
218,706 |
183,446 |
-35,260 |
-16.1% |
1,046,624 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.3 |
1,296.4 |
1,248.4 |
|
| R3 |
1,281.8 |
1,270.9 |
1,241.4 |
|
| R2 |
1,256.3 |
1,256.3 |
1,239.1 |
|
| R1 |
1,245.4 |
1,245.4 |
1,236.7 |
1,250.9 |
| PP |
1,230.8 |
1,230.8 |
1,230.8 |
1,233.6 |
| S1 |
1,219.9 |
1,219.9 |
1,232.1 |
1,225.4 |
| S2 |
1,205.3 |
1,205.3 |
1,229.7 |
|
| S3 |
1,179.8 |
1,194.4 |
1,227.4 |
|
| S4 |
1,154.3 |
1,168.9 |
1,220.4 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.1 |
1,352.6 |
1,248.9 |
|
| R3 |
1,329.3 |
1,300.8 |
1,234.6 |
|
| R2 |
1,277.5 |
1,277.5 |
1,229.9 |
|
| R1 |
1,249.0 |
1,249.0 |
1,225.1 |
1,237.4 |
| PP |
1,225.7 |
1,225.7 |
1,225.7 |
1,219.9 |
| S1 |
1,197.2 |
1,197.2 |
1,215.7 |
1,185.6 |
| S2 |
1,173.9 |
1,173.9 |
1,210.9 |
|
| S3 |
1,122.1 |
1,145.4 |
1,206.2 |
|
| S4 |
1,070.3 |
1,093.6 |
1,191.9 |
|
|
| 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 |
1,207.6 |
46.7 |
3.8% |
26.1 |
2.1% |
57% |
False |
False |
213,819 |
| 10 |
1,254.3 |
1,191.5 |
62.8 |
5.1% |
27.2 |
2.2% |
68% |
False |
False |
209,969 |
| 20 |
1,263.9 |
1,115.3 |
148.6 |
12.0% |
25.8 |
2.1% |
80% |
False |
False |
204,147 |
| 40 |
1,263.9 |
1,058.1 |
205.8 |
16.7% |
20.6 |
1.7% |
86% |
False |
False |
125,413 |
| 60 |
1,263.9 |
1,046.6 |
217.3 |
17.6% |
18.7 |
1.5% |
86% |
False |
False |
84,965 |
| 80 |
1,263.9 |
1,046.6 |
217.3 |
17.6% |
17.4 |
1.4% |
86% |
False |
False |
64,980 |
| 100 |
1,263.9 |
1,046.6 |
217.3 |
17.6% |
16.6 |
1.3% |
86% |
False |
False |
52,269 |
| 120 |
1,263.9 |
1,046.6 |
217.3 |
17.6% |
15.8 |
1.3% |
86% |
False |
False |
43,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,350.2 |
|
2.618 |
1,308.6 |
|
1.618 |
1,283.1 |
|
1.000 |
1,267.3 |
|
0.618 |
1,257.6 |
|
HIGH |
1,241.8 |
|
0.618 |
1,232.1 |
|
0.500 |
1,229.1 |
|
0.382 |
1,226.0 |
|
LOW |
1,216.3 |
|
0.618 |
1,200.5 |
|
1.000 |
1,190.8 |
|
1.618 |
1,175.0 |
|
2.618 |
1,149.5 |
|
4.250 |
1,107.9 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,232.6 |
1,232.3 |
| PP |
1,230.8 |
1,230.3 |
| S1 |
1,229.1 |
1,228.2 |
|