| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,526.5 |
9,647.5 |
121.0 |
1.3% |
9,862.0 |
| High |
9,612.0 |
9,647.5 |
35.5 |
0.4% |
9,959.0 |
| Low |
9,400.0 |
9,300.0 |
-100.0 |
-1.1% |
9,615.0 |
| Close |
9,474.0 |
9,431.5 |
-42.5 |
-0.4% |
9,795.5 |
| Range |
212.0 |
347.5 |
135.5 |
63.9% |
344.0 |
| ATR |
253.5 |
260.2 |
6.7 |
2.6% |
0.0 |
| Volume |
2,635 |
581 |
-2,054 |
-78.0% |
4,077 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,502.2 |
10,314.3 |
9,622.6 |
|
| R3 |
10,154.7 |
9,966.8 |
9,527.1 |
|
| R2 |
9,807.2 |
9,807.2 |
9,495.2 |
|
| R1 |
9,619.3 |
9,619.3 |
9,463.4 |
9,539.5 |
| PP |
9,459.7 |
9,459.7 |
9,459.7 |
9,419.8 |
| S1 |
9,271.8 |
9,271.8 |
9,399.6 |
9,192.0 |
| S2 |
9,112.2 |
9,112.2 |
9,367.8 |
|
| S3 |
8,764.7 |
8,924.3 |
9,335.9 |
|
| S4 |
8,417.2 |
8,576.8 |
9,240.4 |
|
|
| 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 |
9,872.5 |
9,300.0 |
572.5 |
6.1% |
224.0 |
2.4% |
23% |
False |
True |
1,134 |
| 10 |
9,959.0 |
9,300.0 |
659.0 |
7.0% |
213.6 |
2.3% |
20% |
False |
True |
971 |
| 20 |
10,201.5 |
9,299.0 |
902.5 |
9.6% |
258.4 |
2.7% |
15% |
False |
False |
947 |
| 40 |
11,026.0 |
9,299.0 |
1,727.0 |
18.3% |
224.7 |
2.4% |
8% |
False |
False |
817 |
| 60 |
11,454.0 |
9,299.0 |
2,155.0 |
22.8% |
194.7 |
2.1% |
6% |
False |
False |
564 |
| 80 |
11,454.0 |
9,299.0 |
2,155.0 |
22.8% |
171.4 |
1.8% |
6% |
False |
False |
441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,124.4 |
|
2.618 |
10,557.3 |
|
1.618 |
10,209.8 |
|
1.000 |
9,995.0 |
|
0.618 |
9,862.3 |
|
HIGH |
9,647.5 |
|
0.618 |
9,514.8 |
|
0.500 |
9,473.8 |
|
0.382 |
9,432.7 |
|
LOW |
9,300.0 |
|
0.618 |
9,085.2 |
|
1.000 |
8,952.5 |
|
1.618 |
8,737.7 |
|
2.618 |
8,390.2 |
|
4.250 |
7,823.1 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,473.8 |
9,523.5 |
| PP |
9,459.7 |
9,492.8 |
| S1 |
9,445.6 |
9,462.2 |
|