| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,768.0 |
2,826.0 |
58.0 |
2.1% |
2,806.0 |
| High |
2,815.0 |
2,873.0 |
58.0 |
2.1% |
2,873.0 |
| Low |
2,760.0 |
2,824.0 |
64.0 |
2.3% |
2,724.0 |
| Close |
2,795.0 |
2,852.0 |
57.0 |
2.0% |
2,852.0 |
| Range |
55.0 |
49.0 |
-6.0 |
-10.9% |
149.0 |
| ATR |
80.1 |
79.9 |
-0.1 |
-0.2% |
0.0 |
| Volume |
15,585 |
7,094 |
-8,491 |
-54.5% |
59,936 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.7 |
2,973.3 |
2,879.0 |
|
| R3 |
2,947.7 |
2,924.3 |
2,865.5 |
|
| R2 |
2,898.7 |
2,898.7 |
2,861.0 |
|
| R1 |
2,875.3 |
2,875.3 |
2,856.5 |
2,887.0 |
| PP |
2,849.7 |
2,849.7 |
2,849.7 |
2,855.5 |
| S1 |
2,826.3 |
2,826.3 |
2,847.5 |
2,838.0 |
| S2 |
2,800.7 |
2,800.7 |
2,843.0 |
|
| S3 |
2,751.7 |
2,777.3 |
2,838.5 |
|
| S4 |
2,702.7 |
2,728.3 |
2,825.1 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.3 |
3,206.7 |
2,934.0 |
|
| R3 |
3,114.3 |
3,057.7 |
2,893.0 |
|
| R2 |
2,965.3 |
2,965.3 |
2,879.3 |
|
| R1 |
2,908.7 |
2,908.7 |
2,865.7 |
2,937.0 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,830.5 |
| S1 |
2,759.7 |
2,759.7 |
2,838.3 |
2,788.0 |
| S2 |
2,667.3 |
2,667.3 |
2,824.7 |
|
| S3 |
2,518.3 |
2,610.7 |
2,811.0 |
|
| S4 |
2,369.3 |
2,461.7 |
2,770.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,873.0 |
2,724.0 |
149.0 |
5.2% |
58.8 |
2.1% |
86% |
True |
False |
11,987 |
| 10 |
2,873.0 |
2,717.0 |
156.0 |
5.5% |
58.5 |
2.1% |
87% |
True |
False |
26,038 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
13.9% |
71.8 |
2.5% |
65% |
False |
False |
17,019 |
| 40 |
3,136.0 |
2,594.0 |
542.0 |
19.0% |
76.4 |
2.7% |
48% |
False |
False |
12,335 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
69.8 |
2.4% |
31% |
False |
False |
8,492 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
58.6 |
2.1% |
31% |
False |
False |
6,383 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
51.2 |
1.8% |
31% |
False |
False |
5,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,081.3 |
|
2.618 |
3,001.3 |
|
1.618 |
2,952.3 |
|
1.000 |
2,922.0 |
|
0.618 |
2,903.3 |
|
HIGH |
2,873.0 |
|
0.618 |
2,854.3 |
|
0.500 |
2,848.5 |
|
0.382 |
2,842.7 |
|
LOW |
2,824.0 |
|
0.618 |
2,793.7 |
|
1.000 |
2,775.0 |
|
1.618 |
2,744.7 |
|
2.618 |
2,695.7 |
|
4.250 |
2,615.8 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,850.8 |
2,834.2 |
| PP |
2,849.7 |
2,816.3 |
| S1 |
2,848.5 |
2,798.5 |
|