| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,671.0 |
2,628.0 |
-43.0 |
-1.6% |
2,814.0 |
| High |
2,673.0 |
2,684.0 |
11.0 |
0.4% |
2,817.0 |
| Low |
2,594.0 |
2,621.0 |
27.0 |
1.0% |
2,594.0 |
| Close |
2,609.0 |
2,669.0 |
60.0 |
2.3% |
2,669.0 |
| Range |
79.0 |
63.0 |
-16.0 |
-20.3% |
223.0 |
| ATR |
89.3 |
88.2 |
-1.0 |
-1.1% |
0.0 |
| Volume |
6,224 |
9,233 |
3,009 |
48.3% |
58,651 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.0 |
2,821.0 |
2,703.7 |
|
| R3 |
2,784.0 |
2,758.0 |
2,686.3 |
|
| R2 |
2,721.0 |
2,721.0 |
2,680.6 |
|
| R1 |
2,695.0 |
2,695.0 |
2,674.8 |
2,708.0 |
| PP |
2,658.0 |
2,658.0 |
2,658.0 |
2,664.5 |
| S1 |
2,632.0 |
2,632.0 |
2,663.2 |
2,645.0 |
| S2 |
2,595.0 |
2,595.0 |
2,657.5 |
|
| S3 |
2,532.0 |
2,569.0 |
2,651.7 |
|
| S4 |
2,469.0 |
2,506.0 |
2,634.4 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,362.3 |
3,238.7 |
2,791.7 |
|
| R3 |
3,139.3 |
3,015.7 |
2,730.3 |
|
| R2 |
2,916.3 |
2,916.3 |
2,709.9 |
|
| R1 |
2,792.7 |
2,792.7 |
2,689.4 |
2,743.0 |
| PP |
2,693.3 |
2,693.3 |
2,693.3 |
2,668.5 |
| S1 |
2,569.7 |
2,569.7 |
2,648.6 |
2,520.0 |
| S2 |
2,470.3 |
2,470.3 |
2,628.1 |
|
| S3 |
2,247.3 |
2,346.7 |
2,607.7 |
|
| S4 |
2,024.3 |
2,123.7 |
2,546.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,817.0 |
2,594.0 |
223.0 |
8.4% |
91.2 |
3.4% |
34% |
False |
False |
11,730 |
| 10 |
2,990.0 |
2,594.0 |
396.0 |
14.8% |
85.1 |
3.2% |
19% |
False |
False |
8,001 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
14.8% |
81.5 |
3.1% |
19% |
False |
False |
9,488 |
| 40 |
3,260.0 |
2,594.0 |
666.0 |
25.0% |
74.9 |
2.8% |
11% |
False |
False |
6,003 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
31.7% |
63.4 |
2.4% |
9% |
False |
False |
4,166 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
31.7% |
54.0 |
2.0% |
9% |
False |
False |
3,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.8 |
|
2.618 |
2,848.9 |
|
1.618 |
2,785.9 |
|
1.000 |
2,747.0 |
|
0.618 |
2,722.9 |
|
HIGH |
2,684.0 |
|
0.618 |
2,659.9 |
|
0.500 |
2,652.5 |
|
0.382 |
2,645.1 |
|
LOW |
2,621.0 |
|
0.618 |
2,582.1 |
|
1.000 |
2,558.0 |
|
1.618 |
2,519.1 |
|
2.618 |
2,456.1 |
|
4.250 |
2,353.3 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.5 |
2,671.5 |
| PP |
2,658.0 |
2,670.7 |
| S1 |
2,652.5 |
2,669.8 |
|