| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,674.0 |
2,671.0 |
-3.0 |
-0.1% |
2,990.0 |
| High |
2,749.0 |
2,673.0 |
-76.0 |
-2.8% |
2,990.0 |
| Low |
2,657.0 |
2,594.0 |
-63.0 |
-2.4% |
2,786.0 |
| Close |
2,711.0 |
2,609.0 |
-102.0 |
-3.8% |
2,801.0 |
| Range |
92.0 |
79.0 |
-13.0 |
-14.1% |
204.0 |
| ATR |
87.1 |
89.3 |
2.1 |
2.4% |
0.0 |
| Volume |
5,334 |
6,224 |
890 |
16.7% |
21,360 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.3 |
2,814.7 |
2,652.5 |
|
| R3 |
2,783.3 |
2,735.7 |
2,630.7 |
|
| R2 |
2,704.3 |
2,704.3 |
2,623.5 |
|
| R1 |
2,656.7 |
2,656.7 |
2,616.2 |
2,641.0 |
| PP |
2,625.3 |
2,625.3 |
2,625.3 |
2,617.5 |
| S1 |
2,577.7 |
2,577.7 |
2,601.8 |
2,562.0 |
| S2 |
2,546.3 |
2,546.3 |
2,594.5 |
|
| S3 |
2,467.3 |
2,498.7 |
2,587.3 |
|
| S4 |
2,388.3 |
2,419.7 |
2,565.6 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,471.0 |
3,340.0 |
2,913.2 |
|
| R3 |
3,267.0 |
3,136.0 |
2,857.1 |
|
| R2 |
3,063.0 |
3,063.0 |
2,838.4 |
|
| R1 |
2,932.0 |
2,932.0 |
2,819.7 |
2,895.5 |
| PP |
2,859.0 |
2,859.0 |
2,859.0 |
2,840.8 |
| S1 |
2,728.0 |
2,728.0 |
2,782.3 |
2,691.5 |
| S2 |
2,655.0 |
2,655.0 |
2,763.6 |
|
| S3 |
2,451.0 |
2,524.0 |
2,744.9 |
|
| S4 |
2,247.0 |
2,320.0 |
2,688.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,851.0 |
2,594.0 |
257.0 |
9.9% |
91.6 |
3.5% |
6% |
False |
True |
11,437 |
| 10 |
2,990.0 |
2,594.0 |
396.0 |
15.2% |
85.3 |
3.3% |
4% |
False |
True |
7,288 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
15.2% |
84.1 |
3.2% |
4% |
False |
True |
9,138 |
| 40 |
3,260.0 |
2,594.0 |
666.0 |
25.5% |
75.5 |
2.9% |
2% |
False |
True |
5,777 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
32.4% |
62.8 |
2.4% |
2% |
False |
True |
4,012 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
32.4% |
53.4 |
2.0% |
2% |
False |
True |
3,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.8 |
|
2.618 |
2,879.8 |
|
1.618 |
2,800.8 |
|
1.000 |
2,752.0 |
|
0.618 |
2,721.8 |
|
HIGH |
2,673.0 |
|
0.618 |
2,642.8 |
|
0.500 |
2,633.5 |
|
0.382 |
2,624.2 |
|
LOW |
2,594.0 |
|
0.618 |
2,545.2 |
|
1.000 |
2,515.0 |
|
1.618 |
2,466.2 |
|
2.618 |
2,387.2 |
|
4.250 |
2,258.3 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,633.5 |
2,671.5 |
| PP |
2,625.3 |
2,650.7 |
| S1 |
2,617.2 |
2,629.8 |
|