| 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 |
1,248.4 |
1,237.9 |
-10.5 |
-0.8% |
1,170.0 |
| High |
1,248.4 |
1,237.9 |
-10.5 |
-0.8% |
1,264.1 |
| Low |
1,233.5 |
1,192.1 |
-41.4 |
-3.4% |
1,165.6 |
| Close |
1,239.9 |
1,208.6 |
-31.3 |
-2.5% |
1,239.9 |
| Range |
14.9 |
45.8 |
30.9 |
207.4% |
98.5 |
| ATR |
20.6 |
22.5 |
1.9 |
9.5% |
0.0 |
| Volume |
5,728 |
10,491 |
4,763 |
83.2% |
32,554 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.3 |
1,325.2 |
1,233.8 |
|
| R3 |
1,304.5 |
1,279.4 |
1,221.2 |
|
| R2 |
1,258.7 |
1,258.7 |
1,217.0 |
|
| R1 |
1,233.6 |
1,233.6 |
1,212.8 |
1,223.3 |
| PP |
1,212.9 |
1,212.9 |
1,212.9 |
1,207.7 |
| S1 |
1,187.8 |
1,187.8 |
1,204.4 |
1,177.5 |
| S2 |
1,167.1 |
1,167.1 |
1,200.2 |
|
| S3 |
1,121.3 |
1,142.0 |
1,196.0 |
|
| S4 |
1,075.5 |
1,096.2 |
1,183.4 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,518.7 |
1,477.8 |
1,294.1 |
|
| R3 |
1,420.2 |
1,379.3 |
1,267.0 |
|
| R2 |
1,321.7 |
1,321.7 |
1,258.0 |
|
| R1 |
1,280.8 |
1,280.8 |
1,248.9 |
1,301.3 |
| PP |
1,223.2 |
1,223.2 |
1,223.2 |
1,233.4 |
| S1 |
1,182.3 |
1,182.3 |
1,230.9 |
1,202.8 |
| S2 |
1,124.7 |
1,124.7 |
1,221.8 |
|
| S3 |
1,026.2 |
1,083.8 |
1,212.8 |
|
| S4 |
927.7 |
985.3 |
1,185.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.1 |
1,182.2 |
81.9 |
6.8% |
31.2 |
2.6% |
32% |
False |
False |
7,117 |
| 10 |
1,264.1 |
1,123.0 |
141.1 |
11.7% |
26.7 |
2.2% |
61% |
False |
False |
6,418 |
| 20 |
1,264.1 |
1,083.0 |
181.1 |
15.0% |
19.9 |
1.6% |
69% |
False |
False |
6,716 |
| 40 |
1,264.1 |
1,048.3 |
215.8 |
17.9% |
17.1 |
1.4% |
74% |
False |
False |
4,623 |
| 60 |
1,264.1 |
1,047.2 |
216.9 |
17.9% |
16.1 |
1.3% |
74% |
False |
False |
3,856 |
| 80 |
1,264.1 |
1,047.2 |
216.9 |
17.9% |
15.4 |
1.3% |
74% |
False |
False |
3,438 |
| 100 |
1,264.1 |
1,047.2 |
216.9 |
17.9% |
15.1 |
1.3% |
74% |
False |
False |
2,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,432.6 |
|
2.618 |
1,357.8 |
|
1.618 |
1,312.0 |
|
1.000 |
1,283.7 |
|
0.618 |
1,266.2 |
|
HIGH |
1,237.9 |
|
0.618 |
1,220.4 |
|
0.500 |
1,215.0 |
|
0.382 |
1,209.6 |
|
LOW |
1,192.1 |
|
0.618 |
1,163.8 |
|
1.000 |
1,146.3 |
|
1.618 |
1,118.0 |
|
2.618 |
1,072.2 |
|
4.250 |
997.5 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,215.0 |
1,228.1 |
| PP |
1,212.9 |
1,221.6 |
| S1 |
1,210.7 |
1,215.1 |
|