| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,405.0 |
9,337.5 |
-67.5 |
-0.7% |
9,867.0 |
| High |
9,485.0 |
9,369.0 |
-116.0 |
-1.2% |
9,872.5 |
| Low |
9,260.0 |
8,966.0 |
-294.0 |
-3.2% |
9,260.0 |
| Close |
9,304.0 |
9,010.0 |
-294.0 |
-3.2% |
9,304.0 |
| Range |
225.0 |
403.0 |
178.0 |
79.1% |
612.5 |
| ATR |
257.7 |
268.1 |
10.4 |
4.0% |
0.0 |
| Volume |
1,229 |
654 |
-575 |
-46.8% |
6,512 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,324.0 |
10,070.0 |
9,231.7 |
|
| R3 |
9,921.0 |
9,667.0 |
9,120.8 |
|
| R2 |
9,518.0 |
9,518.0 |
9,083.9 |
|
| R1 |
9,264.0 |
9,264.0 |
9,046.9 |
9,189.5 |
| PP |
9,115.0 |
9,115.0 |
9,115.0 |
9,077.8 |
| S1 |
8,861.0 |
8,861.0 |
8,973.1 |
8,786.5 |
| S2 |
8,712.0 |
8,712.0 |
8,936.1 |
|
| S3 |
8,309.0 |
8,458.0 |
8,899.2 |
|
| S4 |
7,906.0 |
8,055.0 |
8,788.4 |
|
|
| 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 |
9,747.0 |
8,966.0 |
781.0 |
8.7% |
282.5 |
3.1% |
6% |
False |
True |
1,358 |
| 10 |
9,959.0 |
8,966.0 |
993.0 |
11.0% |
252.3 |
2.8% |
4% |
False |
True |
1,022 |
| 20 |
10,201.5 |
8,966.0 |
1,235.5 |
13.7% |
257.7 |
2.9% |
4% |
False |
True |
989 |
| 40 |
10,920.5 |
8,966.0 |
1,954.5 |
21.7% |
233.6 |
2.6% |
2% |
False |
True |
862 |
| 60 |
11,454.0 |
8,966.0 |
2,488.0 |
27.6% |
204.0 |
2.3% |
2% |
False |
True |
594 |
| 80 |
11,454.0 |
8,966.0 |
2,488.0 |
27.6% |
177.8 |
2.0% |
2% |
False |
True |
464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,081.8 |
|
2.618 |
10,424.1 |
|
1.618 |
10,021.1 |
|
1.000 |
9,772.0 |
|
0.618 |
9,618.1 |
|
HIGH |
9,369.0 |
|
0.618 |
9,215.1 |
|
0.500 |
9,167.5 |
|
0.382 |
9,119.9 |
|
LOW |
8,966.0 |
|
0.618 |
8,716.9 |
|
1.000 |
8,563.0 |
|
1.618 |
8,313.9 |
|
2.618 |
7,910.9 |
|
4.250 |
7,253.3 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,167.5 |
9,306.8 |
| PP |
9,115.0 |
9,207.8 |
| S1 |
9,062.5 |
9,108.9 |
|