| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,202.1 |
1,209.2 |
7.1 |
0.6% |
1,170.0 |
| High |
1,214.4 |
1,240.7 |
26.3 |
2.2% |
1,264.1 |
| Low |
1,197.2 |
1,202.0 |
4.8 |
0.4% |
1,165.6 |
| Close |
1,211.8 |
1,226.8 |
15.0 |
1.2% |
1,239.9 |
| Range |
17.2 |
38.7 |
21.5 |
125.0% |
98.5 |
| ATR |
22.1 |
23.3 |
1.2 |
5.4% |
0.0 |
| Volume |
5,114 |
8,601 |
3,487 |
68.2% |
32,554 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.3 |
1,321.7 |
1,248.1 |
|
| R3 |
1,300.6 |
1,283.0 |
1,237.4 |
|
| R2 |
1,261.9 |
1,261.9 |
1,233.9 |
|
| R1 |
1,244.3 |
1,244.3 |
1,230.3 |
1,253.1 |
| PP |
1,223.2 |
1,223.2 |
1,223.2 |
1,227.6 |
| S1 |
1,205.6 |
1,205.6 |
1,223.3 |
1,214.4 |
| S2 |
1,184.5 |
1,184.5 |
1,219.7 |
|
| S3 |
1,145.8 |
1,166.9 |
1,216.2 |
|
| S4 |
1,107.1 |
1,128.2 |
1,205.5 |
|
|
| 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 |
1,192.1 |
72.0 |
5.9% |
36.5 |
3.0% |
48% |
False |
False |
7,941 |
| 10 |
1,264.1 |
1,141.0 |
123.1 |
10.0% |
29.4 |
2.4% |
70% |
False |
False |
7,135 |
| 20 |
1,264.1 |
1,093.1 |
171.0 |
13.9% |
21.1 |
1.7% |
78% |
False |
False |
7,028 |
| 40 |
1,264.1 |
1,059.0 |
205.1 |
16.7% |
17.4 |
1.4% |
82% |
False |
False |
4,851 |
| 60 |
1,264.1 |
1,047.2 |
216.9 |
17.7% |
16.7 |
1.4% |
83% |
False |
False |
3,988 |
| 80 |
1,264.1 |
1,047.2 |
216.9 |
17.7% |
15.9 |
1.3% |
83% |
False |
False |
3,583 |
| 100 |
1,264.1 |
1,047.2 |
216.9 |
17.7% |
15.3 |
1.3% |
83% |
False |
False |
3,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.2 |
|
2.618 |
1,342.0 |
|
1.618 |
1,303.3 |
|
1.000 |
1,279.4 |
|
0.618 |
1,264.6 |
|
HIGH |
1,240.7 |
|
0.618 |
1,225.9 |
|
0.500 |
1,221.4 |
|
0.382 |
1,216.8 |
|
LOW |
1,202.0 |
|
0.618 |
1,178.1 |
|
1.000 |
1,163.3 |
|
1.618 |
1,139.4 |
|
2.618 |
1,100.7 |
|
4.250 |
1,037.5 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,225.0 |
1,223.3 |
| PP |
1,223.2 |
1,219.9 |
| S1 |
1,221.4 |
1,216.4 |
|