| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,826.0 |
0.0 |
0.0% |
2,806.0 |
| High |
2,873.0 |
2,869.0 |
-4.0 |
-0.1% |
2,873.0 |
| Low |
2,824.0 |
2,801.0 |
-23.0 |
-0.8% |
2,724.0 |
| Close |
2,852.0 |
2,855.0 |
3.0 |
0.1% |
2,852.0 |
| Range |
49.0 |
68.0 |
19.0 |
38.8% |
149.0 |
| ATR |
79.9 |
79.1 |
-0.9 |
-1.1% |
0.0 |
| Volume |
7,094 |
23,583 |
16,489 |
232.4% |
59,936 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,045.7 |
3,018.3 |
2,892.4 |
|
| R3 |
2,977.7 |
2,950.3 |
2,873.7 |
|
| R2 |
2,909.7 |
2,909.7 |
2,867.5 |
|
| R1 |
2,882.3 |
2,882.3 |
2,861.2 |
2,896.0 |
| PP |
2,841.7 |
2,841.7 |
2,841.7 |
2,848.5 |
| S1 |
2,814.3 |
2,814.3 |
2,848.8 |
2,828.0 |
| S2 |
2,773.7 |
2,773.7 |
2,842.5 |
|
| S3 |
2,705.7 |
2,746.3 |
2,836.3 |
|
| S4 |
2,637.7 |
2,678.3 |
2,817.6 |
|
|
| 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% |
62.2 |
2.2% |
88% |
False |
False |
16,591 |
| 10 |
2,873.0 |
2,724.0 |
149.0 |
5.2% |
59.6 |
2.1% |
88% |
False |
False |
13,890 |
| 20 |
2,936.0 |
2,594.0 |
342.0 |
12.0% |
71.4 |
2.5% |
76% |
False |
False |
17,975 |
| 40 |
3,118.0 |
2,594.0 |
524.0 |
18.4% |
76.4 |
2.7% |
50% |
False |
False |
12,913 |
| 60 |
3,423.0 |
2,594.0 |
829.0 |
29.0% |
70.2 |
2.5% |
31% |
False |
False |
8,831 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
59.2 |
2.1% |
31% |
False |
False |
6,678 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
51.3 |
1.8% |
31% |
False |
False |
5,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,158.0 |
|
2.618 |
3,047.0 |
|
1.618 |
2,979.0 |
|
1.000 |
2,937.0 |
|
0.618 |
2,911.0 |
|
HIGH |
2,869.0 |
|
0.618 |
2,843.0 |
|
0.500 |
2,835.0 |
|
0.382 |
2,827.0 |
|
LOW |
2,801.0 |
|
0.618 |
2,759.0 |
|
1.000 |
2,733.0 |
|
1.618 |
2,691.0 |
|
2.618 |
2,623.0 |
|
4.250 |
2,512.0 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,848.3 |
2,842.2 |
| PP |
2,841.7 |
2,829.3 |
| S1 |
2,835.0 |
2,816.5 |
|