| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,810.0 |
2,806.0 |
-4.0 |
-0.1% |
2,717.0 |
| High |
2,823.0 |
2,857.0 |
34.0 |
1.2% |
2,856.0 |
| Low |
2,770.0 |
2,806.0 |
36.0 |
1.3% |
2,717.0 |
| Close |
2,784.0 |
2,853.0 |
69.0 |
2.5% |
2,784.0 |
| Range |
53.0 |
51.0 |
-2.0 |
-3.8% |
139.0 |
| ATR |
82.3 |
81.6 |
-0.7 |
-0.8% |
0.0 |
| Volume |
5,434 |
563 |
-4,871 |
-89.6% |
200,446 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.7 |
2,973.3 |
2,881.1 |
|
| R3 |
2,940.7 |
2,922.3 |
2,867.0 |
|
| R2 |
2,889.7 |
2,889.7 |
2,862.4 |
|
| R1 |
2,871.3 |
2,871.3 |
2,857.7 |
2,880.5 |
| PP |
2,838.7 |
2,838.7 |
2,838.7 |
2,843.3 |
| S1 |
2,820.3 |
2,820.3 |
2,848.3 |
2,829.5 |
| S2 |
2,787.7 |
2,787.7 |
2,843.7 |
|
| S3 |
2,736.7 |
2,769.3 |
2,839.0 |
|
| S4 |
2,685.7 |
2,718.3 |
2,825.0 |
|
|
| 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 |
2,857.0 |
2,728.0 |
129.0 |
4.5% |
57.0 |
2.0% |
97% |
True |
False |
11,190 |
| 10 |
2,857.0 |
2,594.0 |
263.0 |
9.2% |
67.1 |
2.4% |
98% |
True |
False |
22,432 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
13.9% |
76.1 |
2.7% |
65% |
False |
False |
18,943 |
| 40 |
3,235.0 |
2,594.0 |
641.0 |
22.5% |
74.3 |
2.6% |
40% |
False |
False |
10,874 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
67.1 |
2.4% |
31% |
False |
False |
7,504 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
56.7 |
2.0% |
31% |
False |
False |
5,649 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
51.0 |
1.8% |
31% |
False |
False |
4,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.8 |
|
2.618 |
2,990.5 |
|
1.618 |
2,939.5 |
|
1.000 |
2,908.0 |
|
0.618 |
2,888.5 |
|
HIGH |
2,857.0 |
|
0.618 |
2,837.5 |
|
0.500 |
2,831.5 |
|
0.382 |
2,825.5 |
|
LOW |
2,806.0 |
|
0.618 |
2,774.5 |
|
1.000 |
2,755.0 |
|
1.618 |
2,723.5 |
|
2.618 |
2,672.5 |
|
4.250 |
2,589.3 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.8 |
2,839.8 |
| PP |
2,838.7 |
2,826.7 |
| S1 |
2,831.5 |
2,813.5 |
|