| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,810.0 |
-16.0 |
-0.6% |
2,717.0 |
| High |
2,856.0 |
2,823.0 |
-33.0 |
-1.2% |
2,856.0 |
| Low |
2,805.0 |
2,770.0 |
-35.0 |
-1.2% |
2,717.0 |
| Close |
2,813.0 |
2,784.0 |
-29.0 |
-1.0% |
2,784.0 |
| Range |
51.0 |
53.0 |
2.0 |
3.9% |
139.0 |
| ATR |
84.5 |
82.3 |
-2.3 |
-2.7% |
0.0 |
| Volume |
10,521 |
5,434 |
-5,087 |
-48.4% |
200,446 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.3 |
2,920.7 |
2,813.2 |
|
| R3 |
2,898.3 |
2,867.7 |
2,798.6 |
|
| R2 |
2,845.3 |
2,845.3 |
2,793.7 |
|
| R1 |
2,814.7 |
2,814.7 |
2,788.9 |
2,803.5 |
| PP |
2,792.3 |
2,792.3 |
2,792.3 |
2,786.8 |
| S1 |
2,761.7 |
2,761.7 |
2,779.1 |
2,750.5 |
| S2 |
2,739.3 |
2,739.3 |
2,774.3 |
|
| S3 |
2,686.3 |
2,708.7 |
2,769.4 |
|
| S4 |
2,633.3 |
2,655.7 |
2,754.9 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,202.7 |
3,132.3 |
2,860.5 |
|
| R3 |
3,063.7 |
2,993.3 |
2,822.2 |
|
| R2 |
2,924.7 |
2,924.7 |
2,809.5 |
|
| R1 |
2,854.3 |
2,854.3 |
2,796.7 |
2,889.5 |
| PP |
2,785.7 |
2,785.7 |
2,785.7 |
2,803.3 |
| S1 |
2,715.3 |
2,715.3 |
2,771.3 |
2,750.5 |
| S2 |
2,646.7 |
2,646.7 |
2,758.5 |
|
| S3 |
2,507.7 |
2,576.3 |
2,745.8 |
|
| S4 |
2,368.7 |
2,437.3 |
2,707.6 |
|
|
| 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 |
2,717.0 |
139.0 |
5.0% |
58.2 |
2.1% |
48% |
False |
False |
40,089 |
| 10 |
2,856.0 |
2,594.0 |
262.0 |
9.4% |
74.7 |
2.7% |
73% |
False |
False |
25,909 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
14.2% |
76.5 |
2.7% |
48% |
False |
False |
19,021 |
| 40 |
3,235.0 |
2,594.0 |
641.0 |
23.0% |
74.6 |
2.7% |
30% |
False |
False |
10,869 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
30.4% |
66.6 |
2.4% |
22% |
False |
False |
7,495 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
30.4% |
56.2 |
2.0% |
22% |
False |
False |
5,642 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
30.4% |
50.7 |
1.8% |
22% |
False |
False |
4,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.3 |
|
2.618 |
2,961.8 |
|
1.618 |
2,908.8 |
|
1.000 |
2,876.0 |
|
0.618 |
2,855.8 |
|
HIGH |
2,823.0 |
|
0.618 |
2,802.8 |
|
0.500 |
2,796.5 |
|
0.382 |
2,790.2 |
|
LOW |
2,770.0 |
|
0.618 |
2,737.2 |
|
1.000 |
2,717.0 |
|
1.618 |
2,684.2 |
|
2.618 |
2,631.2 |
|
4.250 |
2,544.8 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.5 |
2,803.0 |
| PP |
2,792.3 |
2,796.7 |
| S1 |
2,788.2 |
2,790.3 |
|