| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,793.0 |
2,768.0 |
-25.0 |
-0.9% |
2,717.0 |
| High |
2,809.0 |
2,815.0 |
6.0 |
0.2% |
2,856.0 |
| Low |
2,724.0 |
2,760.0 |
36.0 |
1.3% |
2,717.0 |
| Close |
2,735.0 |
2,795.0 |
60.0 |
2.2% |
2,784.0 |
| Range |
85.0 |
55.0 |
-30.0 |
-35.3% |
139.0 |
| ATR |
80.1 |
80.1 |
0.0 |
0.0% |
0.0 |
| Volume |
9,613 |
15,585 |
5,972 |
62.1% |
200,446 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.0 |
2,930.0 |
2,825.3 |
|
| R3 |
2,900.0 |
2,875.0 |
2,810.1 |
|
| R2 |
2,845.0 |
2,845.0 |
2,805.1 |
|
| R1 |
2,820.0 |
2,820.0 |
2,800.0 |
2,832.5 |
| PP |
2,790.0 |
2,790.0 |
2,790.0 |
2,796.3 |
| S1 |
2,765.0 |
2,765.0 |
2,790.0 |
2,777.5 |
| S2 |
2,735.0 |
2,735.0 |
2,784.9 |
|
| S3 |
2,680.0 |
2,710.0 |
2,779.9 |
|
| S4 |
2,625.0 |
2,655.0 |
2,764.8 |
|
|
| 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 |
4.8% |
59.6 |
2.1% |
53% |
False |
False |
11,655 |
| 10 |
2,857.0 |
2,621.0 |
236.0 |
8.4% |
59.9 |
2.1% |
74% |
False |
False |
26,252 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
14.2% |
72.6 |
2.6% |
51% |
False |
False |
16,770 |
| 40 |
3,230.0 |
2,594.0 |
636.0 |
22.8% |
76.1 |
2.7% |
32% |
False |
False |
12,165 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
30.2% |
69.6 |
2.5% |
24% |
False |
False |
8,374 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
30.2% |
58.5 |
2.1% |
24% |
False |
False |
6,302 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
30.2% |
51.3 |
1.8% |
24% |
False |
False |
5,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.8 |
|
2.618 |
2,959.0 |
|
1.618 |
2,904.0 |
|
1.000 |
2,870.0 |
|
0.618 |
2,849.0 |
|
HIGH |
2,815.0 |
|
0.618 |
2,794.0 |
|
0.500 |
2,787.5 |
|
0.382 |
2,781.0 |
|
LOW |
2,760.0 |
|
0.618 |
2,726.0 |
|
1.000 |
2,705.0 |
|
1.618 |
2,671.0 |
|
2.618 |
2,616.0 |
|
4.250 |
2,526.3 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.5 |
2,793.2 |
| PP |
2,790.0 |
2,791.3 |
| S1 |
2,787.5 |
2,789.5 |
|