| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,867.0 |
9,747.0 |
-120.0 |
-1.2% |
9,862.0 |
| High |
9,872.5 |
9,747.0 |
-125.5 |
-1.3% |
9,959.0 |
| Low |
9,704.0 |
9,522.0 |
-182.0 |
-1.9% |
9,615.0 |
| Close |
9,779.0 |
9,601.5 |
-177.5 |
-1.8% |
9,795.5 |
| Range |
168.5 |
225.0 |
56.5 |
33.5% |
344.0 |
| ATR |
256.7 |
256.7 |
0.0 |
0.0% |
0.0 |
| Volume |
373 |
1,694 |
1,321 |
354.2% |
4,077 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,298.5 |
10,175.0 |
9,725.3 |
|
| R3 |
10,073.5 |
9,950.0 |
9,663.4 |
|
| R2 |
9,848.5 |
9,848.5 |
9,642.8 |
|
| R1 |
9,725.0 |
9,725.0 |
9,622.1 |
9,674.3 |
| PP |
9,623.5 |
9,623.5 |
9,623.5 |
9,598.1 |
| S1 |
9,500.0 |
9,500.0 |
9,580.9 |
9,449.3 |
| S2 |
9,398.5 |
9,398.5 |
9,560.3 |
|
| S3 |
9,173.5 |
9,275.0 |
9,539.6 |
|
| S4 |
8,948.5 |
9,050.0 |
9,477.8 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,821.8 |
10,652.7 |
9,984.7 |
|
| R3 |
10,477.8 |
10,308.7 |
9,890.1 |
|
| R2 |
10,133.8 |
10,133.8 |
9,858.6 |
|
| R1 |
9,964.7 |
9,964.7 |
9,827.0 |
9,877.3 |
| PP |
9,789.8 |
9,789.8 |
9,789.8 |
9,746.1 |
| S1 |
9,620.7 |
9,620.7 |
9,764.0 |
9,533.3 |
| S2 |
9,445.8 |
9,445.8 |
9,732.4 |
|
| S3 |
9,101.8 |
9,276.7 |
9,700.9 |
|
| S4 |
8,757.8 |
8,932.7 |
9,606.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,959.0 |
9,522.0 |
437.0 |
4.6% |
210.0 |
2.2% |
18% |
False |
True |
856 |
| 10 |
9,959.0 |
9,299.0 |
660.0 |
6.9% |
215.5 |
2.2% |
46% |
False |
False |
790 |
| 20 |
10,315.0 |
9,299.0 |
1,016.0 |
10.6% |
250.3 |
2.6% |
30% |
False |
False |
898 |
| 40 |
11,226.5 |
9,299.0 |
1,927.5 |
20.1% |
227.3 |
2.4% |
16% |
False |
False |
741 |
| 60 |
11,454.0 |
9,299.0 |
2,155.0 |
22.4% |
188.5 |
2.0% |
14% |
False |
False |
511 |
| 80 |
11,454.0 |
9,299.0 |
2,155.0 |
22.4% |
165.6 |
1.7% |
14% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,703.3 |
|
2.618 |
10,336.1 |
|
1.618 |
10,111.1 |
|
1.000 |
9,972.0 |
|
0.618 |
9,886.1 |
|
HIGH |
9,747.0 |
|
0.618 |
9,661.1 |
|
0.500 |
9,634.5 |
|
0.382 |
9,608.0 |
|
LOW |
9,522.0 |
|
0.618 |
9,383.0 |
|
1.000 |
9,297.0 |
|
1.618 |
9,158.0 |
|
2.618 |
8,933.0 |
|
4.250 |
8,565.8 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,634.5 |
9,697.3 |
| PP |
9,623.5 |
9,665.3 |
| S1 |
9,612.5 |
9,633.4 |
|