| 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 |
2,750.0 |
2,826.0 |
76.0 |
2.8% |
2,814.0 |
| High |
2,832.0 |
2,856.0 |
24.0 |
0.8% |
2,817.0 |
| Low |
2,750.0 |
2,805.0 |
55.0 |
2.0% |
2,594.0 |
| Close |
2,817.0 |
2,813.0 |
-4.0 |
-0.1% |
2,669.0 |
| Range |
82.0 |
51.0 |
-31.0 |
-37.8% |
223.0 |
| ATR |
87.1 |
84.5 |
-2.6 |
-3.0% |
0.0 |
| Volume |
14,869 |
10,521 |
-4,348 |
-29.2% |
58,651 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.7 |
2,946.3 |
2,841.1 |
|
| R3 |
2,926.7 |
2,895.3 |
2,827.0 |
|
| R2 |
2,875.7 |
2,875.7 |
2,822.4 |
|
| R1 |
2,844.3 |
2,844.3 |
2,817.7 |
2,834.5 |
| PP |
2,824.7 |
2,824.7 |
2,824.7 |
2,819.8 |
| S1 |
2,793.3 |
2,793.3 |
2,808.3 |
2,783.5 |
| S2 |
2,773.7 |
2,773.7 |
2,803.7 |
|
| S3 |
2,722.7 |
2,742.3 |
2,799.0 |
|
| S4 |
2,671.7 |
2,691.3 |
2,785.0 |
|
|
| 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 |
2,856.0 |
2,621.0 |
235.0 |
8.4% |
60.2 |
2.1% |
82% |
True |
False |
40,849 |
| 10 |
2,856.0 |
2,594.0 |
262.0 |
9.3% |
75.9 |
2.7% |
84% |
True |
False |
26,143 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
14.1% |
78.2 |
2.8% |
55% |
False |
False |
18,762 |
| 40 |
3,235.0 |
2,594.0 |
641.0 |
22.8% |
75.2 |
2.7% |
34% |
False |
False |
10,740 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
30.0% |
66.1 |
2.4% |
26% |
False |
False |
7,405 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
30.0% |
55.5 |
2.0% |
26% |
False |
False |
5,578 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
30.0% |
50.7 |
1.8% |
26% |
False |
False |
4,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,072.8 |
|
2.618 |
2,989.5 |
|
1.618 |
2,938.5 |
|
1.000 |
2,907.0 |
|
0.618 |
2,887.5 |
|
HIGH |
2,856.0 |
|
0.618 |
2,836.5 |
|
0.500 |
2,830.5 |
|
0.382 |
2,824.5 |
|
LOW |
2,805.0 |
|
0.618 |
2,773.5 |
|
1.000 |
2,754.0 |
|
1.618 |
2,722.5 |
|
2.618 |
2,671.5 |
|
4.250 |
2,588.3 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,830.5 |
2,806.0 |
| PP |
2,824.7 |
2,799.0 |
| S1 |
2,818.8 |
2,792.0 |
|