| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,483.76 |
16,410.96 |
-72.80 |
-0.4% |
16,012.39 |
| High |
16,511.84 |
16,410.96 |
-100.88 |
-0.6% |
16,511.84 |
| Low |
16,390.43 |
16,278.00 |
-112.43 |
-0.7% |
16,012.39 |
| Close |
16,413.43 |
16,391.99 |
-21.44 |
-0.1% |
16,391.99 |
| Range |
121.41 |
132.96 |
11.55 |
9.5% |
499.45 |
| ATR |
293.86 |
282.54 |
-11.32 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,759.20 |
16,708.55 |
16,465.12 |
|
| R3 |
16,626.24 |
16,575.59 |
16,428.55 |
|
| R2 |
16,493.28 |
16,493.28 |
16,416.37 |
|
| R1 |
16,442.63 |
16,442.63 |
16,404.18 |
16,401.48 |
| PP |
16,360.32 |
16,360.32 |
16,360.32 |
16,339.74 |
| S1 |
16,309.67 |
16,309.67 |
16,379.80 |
16,268.52 |
| S2 |
16,227.36 |
16,227.36 |
16,367.61 |
|
| S3 |
16,094.40 |
16,176.71 |
16,355.43 |
|
| S4 |
15,961.44 |
16,043.75 |
16,318.86 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,803.76 |
17,597.32 |
16,666.69 |
|
| R3 |
17,304.31 |
17,097.87 |
16,529.34 |
|
| R2 |
16,804.86 |
16,804.86 |
16,483.56 |
|
| R1 |
16,598.42 |
16,598.42 |
16,437.77 |
16,701.64 |
| PP |
16,305.41 |
16,305.41 |
16,305.41 |
16,357.02 |
| S1 |
16,098.97 |
16,098.97 |
16,346.21 |
16,202.19 |
| S2 |
15,805.96 |
15,805.96 |
16,300.42 |
|
| S3 |
15,306.51 |
15,599.52 |
16,254.64 |
|
| S4 |
14,807.06 |
15,100.07 |
16,117.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,511.84 |
15,691.62 |
820.22 |
5.0% |
197.79 |
1.2% |
85% |
False |
False |
|
| 10 |
16,511.84 |
15,503.01 |
1,008.83 |
6.2% |
257.90 |
1.6% |
88% |
False |
False |
|
| 20 |
16,511.84 |
15,503.01 |
1,008.83 |
6.2% |
271.45 |
1.7% |
88% |
False |
False |
|
| 40 |
17,750.02 |
15,450.56 |
2,299.46 |
14.0% |
280.36 |
1.7% |
41% |
False |
False |
|
| 60 |
17,901.58 |
15,450.56 |
2,451.02 |
15.0% |
264.73 |
1.6% |
38% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
239.53 |
1.5% |
37% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
231.89 |
1.4% |
37% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
237.04 |
1.4% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,976.04 |
|
2.618 |
16,759.05 |
|
1.618 |
16,626.09 |
|
1.000 |
16,543.92 |
|
0.618 |
16,493.13 |
|
HIGH |
16,410.96 |
|
0.618 |
16,360.17 |
|
0.500 |
16,344.48 |
|
0.382 |
16,328.79 |
|
LOW |
16,278.00 |
|
0.618 |
16,195.83 |
|
1.000 |
16,145.04 |
|
1.618 |
16,062.87 |
|
2.618 |
15,929.91 |
|
4.250 |
15,712.92 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,376.15 |
16,382.96 |
| PP |
16,360.32 |
16,373.94 |
| S1 |
16,344.48 |
16,364.91 |
|