| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,647.5 |
9,405.0 |
-242.5 |
-2.5% |
9,867.0 |
| High |
9,647.5 |
9,485.0 |
-162.5 |
-1.7% |
9,872.5 |
| Low |
9,300.0 |
9,260.0 |
-40.0 |
-0.4% |
9,260.0 |
| Close |
9,431.5 |
9,304.0 |
-127.5 |
-1.4% |
9,304.0 |
| Range |
347.5 |
225.0 |
-122.5 |
-35.3% |
612.5 |
| ATR |
260.2 |
257.7 |
-2.5 |
-1.0% |
0.0 |
| Volume |
581 |
1,229 |
648 |
111.5% |
6,512 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,024.7 |
9,889.3 |
9,427.8 |
|
| R3 |
9,799.7 |
9,664.3 |
9,365.9 |
|
| R2 |
9,574.7 |
9,574.7 |
9,345.3 |
|
| R1 |
9,439.3 |
9,439.3 |
9,324.6 |
9,394.5 |
| PP |
9,349.7 |
9,349.7 |
9,349.7 |
9,327.3 |
| S1 |
9,214.3 |
9,214.3 |
9,283.4 |
9,169.5 |
| S2 |
9,124.7 |
9,124.7 |
9,262.8 |
|
| S3 |
8,899.7 |
8,989.3 |
9,242.1 |
|
| S4 |
8,674.7 |
8,764.3 |
9,180.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,316.3 |
10,922.7 |
9,640.9 |
|
| R3 |
10,703.8 |
10,310.2 |
9,472.4 |
|
| R2 |
10,091.3 |
10,091.3 |
9,416.3 |
|
| R1 |
9,697.7 |
9,697.7 |
9,360.1 |
9,588.3 |
| PP |
9,478.8 |
9,478.8 |
9,478.8 |
9,424.1 |
| S1 |
9,085.2 |
9,085.2 |
9,247.9 |
8,975.8 |
| S2 |
8,866.3 |
8,866.3 |
9,191.7 |
|
| S3 |
8,253.8 |
8,472.7 |
9,135.6 |
|
| S4 |
7,641.3 |
7,860.2 |
8,967.1 |
|
|
| 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 |
9,260.0 |
612.5 |
6.6% |
235.6 |
2.5% |
7% |
False |
True |
1,302 |
| 10 |
9,959.0 |
9,260.0 |
699.0 |
7.5% |
226.2 |
2.4% |
6% |
False |
True |
1,058 |
| 20 |
10,201.5 |
9,260.0 |
941.5 |
10.1% |
251.9 |
2.7% |
5% |
False |
True |
983 |
| 40 |
10,920.5 |
9,260.0 |
1,660.5 |
17.8% |
227.4 |
2.4% |
3% |
False |
True |
846 |
| 60 |
11,454.0 |
9,260.0 |
2,194.0 |
23.6% |
198.3 |
2.1% |
2% |
False |
True |
584 |
| 80 |
11,454.0 |
9,260.0 |
2,194.0 |
23.6% |
174.2 |
1.9% |
2% |
False |
True |
456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,441.3 |
|
2.618 |
10,074.1 |
|
1.618 |
9,849.1 |
|
1.000 |
9,710.0 |
|
0.618 |
9,624.1 |
|
HIGH |
9,485.0 |
|
0.618 |
9,399.1 |
|
0.500 |
9,372.5 |
|
0.382 |
9,346.0 |
|
LOW |
9,260.0 |
|
0.618 |
9,121.0 |
|
1.000 |
9,035.0 |
|
1.618 |
8,896.0 |
|
2.618 |
8,671.0 |
|
4.250 |
8,303.8 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,372.5 |
9,453.8 |
| PP |
9,349.7 |
9,403.8 |
| S1 |
9,326.8 |
9,353.9 |
|