| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,747.0 |
9,526.5 |
-220.5 |
-2.3% |
9,862.0 |
| High |
9,747.0 |
9,612.0 |
-135.0 |
-1.4% |
9,959.0 |
| Low |
9,522.0 |
9,400.0 |
-122.0 |
-1.3% |
9,615.0 |
| Close |
9,601.5 |
9,474.0 |
-127.5 |
-1.3% |
9,795.5 |
| Range |
225.0 |
212.0 |
-13.0 |
-5.8% |
344.0 |
| ATR |
256.7 |
253.5 |
-3.2 |
-1.2% |
0.0 |
| Volume |
1,694 |
2,635 |
941 |
55.5% |
4,077 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,131.3 |
10,014.7 |
9,590.6 |
|
| R3 |
9,919.3 |
9,802.7 |
9,532.3 |
|
| R2 |
9,707.3 |
9,707.3 |
9,512.9 |
|
| R1 |
9,590.7 |
9,590.7 |
9,493.4 |
9,543.0 |
| PP |
9,495.3 |
9,495.3 |
9,495.3 |
9,471.5 |
| S1 |
9,378.7 |
9,378.7 |
9,454.6 |
9,331.0 |
| S2 |
9,283.3 |
9,283.3 |
9,435.1 |
|
| S3 |
9,071.3 |
9,166.7 |
9,415.7 |
|
| S4 |
8,859.3 |
8,954.7 |
9,357.4 |
|
|
| 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 |
9,931.5 |
9,400.0 |
531.5 |
5.6% |
214.0 |
2.3% |
14% |
False |
True |
1,267 |
| 10 |
9,959.0 |
9,375.0 |
584.0 |
6.2% |
211.4 |
2.2% |
17% |
False |
False |
942 |
| 20 |
10,201.5 |
9,299.0 |
902.5 |
9.5% |
252.0 |
2.7% |
19% |
False |
False |
968 |
| 40 |
11,026.0 |
9,299.0 |
1,727.0 |
18.2% |
219.7 |
2.3% |
10% |
False |
False |
802 |
| 60 |
11,454.0 |
9,299.0 |
2,155.0 |
22.7% |
192.0 |
2.0% |
8% |
False |
False |
554 |
| 80 |
11,454.0 |
9,299.0 |
2,155.0 |
22.7% |
167.3 |
1.8% |
8% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,513.0 |
|
2.618 |
10,167.0 |
|
1.618 |
9,955.0 |
|
1.000 |
9,824.0 |
|
0.618 |
9,743.0 |
|
HIGH |
9,612.0 |
|
0.618 |
9,531.0 |
|
0.500 |
9,506.0 |
|
0.382 |
9,481.0 |
|
LOW |
9,400.0 |
|
0.618 |
9,269.0 |
|
1.000 |
9,188.0 |
|
1.618 |
9,057.0 |
|
2.618 |
8,845.0 |
|
4.250 |
8,499.0 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,506.0 |
9,636.3 |
| PP |
9,495.3 |
9,582.2 |
| S1 |
9,484.7 |
9,528.1 |
|