| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,337.5 |
8,969.5 |
-368.0 |
-3.9% |
9,867.0 |
| High |
9,369.0 |
9,067.5 |
-301.5 |
-3.2% |
9,872.5 |
| Low |
8,966.0 |
8,812.0 |
-154.0 |
-1.7% |
9,260.0 |
| Close |
9,010.0 |
8,944.0 |
-66.0 |
-0.7% |
9,304.0 |
| Range |
403.0 |
255.5 |
-147.5 |
-36.6% |
612.5 |
| ATR |
268.1 |
267.2 |
-0.9 |
-0.3% |
0.0 |
| Volume |
654 |
363 |
-291 |
-44.5% |
6,512 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,707.7 |
9,581.3 |
9,084.5 |
|
| R3 |
9,452.2 |
9,325.8 |
9,014.3 |
|
| R2 |
9,196.7 |
9,196.7 |
8,990.8 |
|
| R1 |
9,070.3 |
9,070.3 |
8,967.4 |
9,005.8 |
| PP |
8,941.2 |
8,941.2 |
8,941.2 |
8,908.9 |
| S1 |
8,814.8 |
8,814.8 |
8,920.6 |
8,750.3 |
| S2 |
8,685.7 |
8,685.7 |
8,897.2 |
|
| S3 |
8,430.2 |
8,559.3 |
8,873.7 |
|
| S4 |
8,174.7 |
8,303.8 |
8,803.5 |
|
|
| 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 |
9,647.5 |
8,812.0 |
835.5 |
9.3% |
288.6 |
3.2% |
16% |
False |
True |
1,092 |
| 10 |
9,959.0 |
8,812.0 |
1,147.0 |
12.8% |
249.3 |
2.8% |
12% |
False |
True |
974 |
| 20 |
10,201.5 |
8,812.0 |
1,389.5 |
15.5% |
255.6 |
2.9% |
9% |
False |
True |
960 |
| 40 |
10,920.5 |
8,812.0 |
2,108.5 |
23.6% |
237.5 |
2.7% |
6% |
False |
True |
871 |
| 60 |
11,454.0 |
8,812.0 |
2,642.0 |
29.5% |
206.2 |
2.3% |
5% |
False |
True |
597 |
| 80 |
11,454.0 |
8,812.0 |
2,642.0 |
29.5% |
180.3 |
2.0% |
5% |
False |
True |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,153.4 |
|
2.618 |
9,736.4 |
|
1.618 |
9,480.9 |
|
1.000 |
9,323.0 |
|
0.618 |
9,225.4 |
|
HIGH |
9,067.5 |
|
0.618 |
8,969.9 |
|
0.500 |
8,939.8 |
|
0.382 |
8,909.6 |
|
LOW |
8,812.0 |
|
0.618 |
8,654.1 |
|
1.000 |
8,556.5 |
|
1.618 |
8,398.6 |
|
2.618 |
8,143.1 |
|
4.250 |
7,726.1 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
8,942.6 |
9,148.5 |
| PP |
8,941.2 |
9,080.3 |
| S1 |
8,939.8 |
9,012.2 |
|