| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,834.0 |
2,793.0 |
-41.0 |
-1.4% |
2,717.0 |
| High |
2,855.0 |
2,809.0 |
-46.0 |
-1.6% |
2,856.0 |
| Low |
2,801.0 |
2,724.0 |
-77.0 |
-2.7% |
2,717.0 |
| Close |
2,810.0 |
2,735.0 |
-75.0 |
-2.7% |
2,784.0 |
| Range |
54.0 |
85.0 |
31.0 |
57.4% |
139.0 |
| ATR |
79.6 |
80.1 |
0.5 |
0.6% |
0.0 |
| Volume |
27,081 |
9,613 |
-17,468 |
-64.5% |
200,446 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,011.0 |
2,958.0 |
2,781.8 |
|
| R3 |
2,926.0 |
2,873.0 |
2,758.4 |
|
| R2 |
2,841.0 |
2,841.0 |
2,750.6 |
|
| R1 |
2,788.0 |
2,788.0 |
2,742.8 |
2,772.0 |
| PP |
2,756.0 |
2,756.0 |
2,756.0 |
2,748.0 |
| S1 |
2,703.0 |
2,703.0 |
2,727.2 |
2,687.0 |
| S2 |
2,671.0 |
2,671.0 |
2,719.4 |
|
| S3 |
2,586.0 |
2,618.0 |
2,711.6 |
|
| S4 |
2,501.0 |
2,533.0 |
2,688.3 |
|
|
| 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 |
2,724.0 |
133.0 |
4.9% |
58.8 |
2.1% |
8% |
False |
True |
10,642 |
| 10 |
2,857.0 |
2,594.0 |
263.0 |
9.6% |
62.3 |
2.3% |
54% |
False |
False |
25,316 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
14.5% |
74.7 |
2.7% |
36% |
False |
False |
20,115 |
| 40 |
3,235.0 |
2,594.0 |
641.0 |
23.4% |
75.5 |
2.8% |
22% |
False |
False |
11,776 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
30.9% |
69.0 |
2.5% |
17% |
False |
False |
8,115 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
30.9% |
58.1 |
2.1% |
17% |
False |
False |
6,107 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
30.9% |
51.5 |
1.9% |
17% |
False |
False |
4,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,170.3 |
|
2.618 |
3,031.5 |
|
1.618 |
2,946.5 |
|
1.000 |
2,894.0 |
|
0.618 |
2,861.5 |
|
HIGH |
2,809.0 |
|
0.618 |
2,776.5 |
|
0.500 |
2,766.5 |
|
0.382 |
2,756.5 |
|
LOW |
2,724.0 |
|
0.618 |
2,671.5 |
|
1.000 |
2,639.0 |
|
1.618 |
2,586.5 |
|
2.618 |
2,501.5 |
|
4.250 |
2,362.8 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.5 |
2,790.5 |
| PP |
2,756.0 |
2,772.0 |
| S1 |
2,745.5 |
2,753.5 |
|