| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,226.5 |
1,229.4 |
2.9 |
0.2% |
1,237.9 |
| High |
1,254.5 |
1,244.8 |
-9.7 |
-0.8% |
1,240.7 |
| Low |
1,223.1 |
1,223.1 |
0.0 |
0.0% |
1,192.1 |
| Close |
1,239.7 |
1,239.4 |
-0.3 |
0.0% |
1,231.3 |
| Range |
31.4 |
21.7 |
-9.7 |
-30.9% |
48.6 |
| ATR |
23.5 |
23.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
9,932 |
11,493 |
1,561 |
15.7% |
27,416 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.9 |
1,291.8 |
1,251.3 |
|
| R3 |
1,279.2 |
1,270.1 |
1,245.4 |
|
| R2 |
1,257.5 |
1,257.5 |
1,243.4 |
|
| R1 |
1,248.4 |
1,248.4 |
1,241.4 |
1,253.0 |
| PP |
1,235.8 |
1,235.8 |
1,235.8 |
1,238.0 |
| S1 |
1,226.7 |
1,226.7 |
1,237.4 |
1,231.3 |
| S2 |
1,214.1 |
1,214.1 |
1,235.4 |
|
| S3 |
1,192.4 |
1,205.0 |
1,233.4 |
|
| S4 |
1,170.7 |
1,183.3 |
1,227.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.2 |
1,347.8 |
1,258.0 |
|
| R3 |
1,318.6 |
1,299.2 |
1,244.7 |
|
| R2 |
1,270.0 |
1,270.0 |
1,240.2 |
|
| R1 |
1,250.6 |
1,250.6 |
1,235.8 |
1,236.0 |
| PP |
1,221.4 |
1,221.4 |
1,221.4 |
1,214.1 |
| S1 |
1,202.0 |
1,202.0 |
1,226.8 |
1,187.4 |
| S2 |
1,172.8 |
1,172.8 |
1,222.4 |
|
| S3 |
1,124.2 |
1,153.4 |
1,217.9 |
|
| S4 |
1,075.6 |
1,104.8 |
1,204.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,254.5 |
1,203.0 |
51.5 |
4.2% |
22.5 |
1.8% |
71% |
False |
False |
7,188 |
| 10 |
1,264.1 |
1,192.1 |
72.0 |
5.8% |
29.5 |
2.4% |
66% |
False |
False |
7,564 |
| 20 |
1,264.1 |
1,110.0 |
154.1 |
12.4% |
23.7 |
1.9% |
84% |
False |
False |
6,382 |
| 40 |
1,264.1 |
1,059.0 |
205.1 |
16.5% |
19.1 |
1.5% |
88% |
False |
False |
5,631 |
| 60 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
17.5 |
1.4% |
89% |
False |
False |
4,287 |
| 80 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
16.3 |
1.3% |
89% |
False |
False |
3,952 |
| 100 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
15.9 |
1.3% |
89% |
False |
False |
3,356 |
| 120 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
15.2 |
1.2% |
89% |
False |
False |
2,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,337.0 |
|
2.618 |
1,301.6 |
|
1.618 |
1,279.9 |
|
1.000 |
1,266.5 |
|
0.618 |
1,258.2 |
|
HIGH |
1,244.8 |
|
0.618 |
1,236.5 |
|
0.500 |
1,234.0 |
|
0.382 |
1,231.4 |
|
LOW |
1,223.1 |
|
0.618 |
1,209.7 |
|
1.000 |
1,201.4 |
|
1.618 |
1,188.0 |
|
2.618 |
1,166.3 |
|
4.250 |
1,130.9 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,237.6 |
1,236.8 |
| PP |
1,235.8 |
1,234.2 |
| S1 |
1,234.0 |
1,231.6 |
|