| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,873.50 |
1,922.25 |
48.75 |
2.6% |
1,892.00 |
| High |
1,924.00 |
1,931.50 |
7.50 |
0.4% |
1,924.00 |
| Low |
1,868.50 |
1,904.25 |
35.75 |
1.9% |
1,843.50 |
| Close |
1,922.00 |
1,923.00 |
1.00 |
0.1% |
1,922.00 |
| Range |
55.50 |
27.25 |
-28.25 |
-50.9% |
80.50 |
| ATR |
45.20 |
43.91 |
-1.28 |
-2.8% |
0.00 |
| Volume |
6,963 |
4,256 |
-2,707 |
-38.9% |
31,820 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,001.25 |
1,989.50 |
1,938.00 |
|
| R3 |
1,974.00 |
1,962.25 |
1,930.50 |
|
| R2 |
1,946.75 |
1,946.75 |
1,928.00 |
|
| R1 |
1,935.00 |
1,935.00 |
1,925.50 |
1,941.00 |
| PP |
1,919.50 |
1,919.50 |
1,919.50 |
1,922.50 |
| S1 |
1,907.75 |
1,907.75 |
1,920.50 |
1,913.50 |
| S2 |
1,892.25 |
1,892.25 |
1,918.00 |
|
| S3 |
1,865.00 |
1,880.50 |
1,915.50 |
|
| S4 |
1,837.75 |
1,853.25 |
1,908.00 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.00 |
2,110.50 |
1,966.25 |
|
| R3 |
2,057.50 |
2,030.00 |
1,944.25 |
|
| R2 |
1,977.00 |
1,977.00 |
1,936.75 |
|
| R1 |
1,949.50 |
1,949.50 |
1,929.50 |
1,963.25 |
| PP |
1,896.50 |
1,896.50 |
1,896.50 |
1,903.50 |
| S1 |
1,869.00 |
1,869.00 |
1,914.50 |
1,882.75 |
| S2 |
1,816.00 |
1,816.00 |
1,907.25 |
|
| S3 |
1,735.50 |
1,788.50 |
1,899.75 |
|
| S4 |
1,655.00 |
1,708.00 |
1,877.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,931.50 |
1,843.50 |
88.00 |
4.6% |
42.50 |
2.2% |
90% |
True |
False |
6,576 |
| 10 |
1,931.50 |
1,796.00 |
135.50 |
7.0% |
47.75 |
2.5% |
94% |
True |
False |
5,523 |
| 20 |
2,036.25 |
1,796.00 |
240.25 |
12.5% |
49.75 |
2.6% |
53% |
False |
False |
5,070 |
| 40 |
2,081.25 |
1,796.00 |
285.25 |
14.8% |
41.25 |
2.1% |
45% |
False |
False |
3,019 |
| 60 |
2,095.50 |
1,796.00 |
299.50 |
15.6% |
35.00 |
1.8% |
42% |
False |
False |
2,087 |
| 80 |
2,095.75 |
1,796.00 |
299.75 |
15.6% |
31.75 |
1.6% |
42% |
False |
False |
1,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,047.25 |
|
2.618 |
2,002.75 |
|
1.618 |
1,975.50 |
|
1.000 |
1,958.75 |
|
0.618 |
1,948.25 |
|
HIGH |
1,931.50 |
|
0.618 |
1,921.00 |
|
0.500 |
1,918.00 |
|
0.382 |
1,914.75 |
|
LOW |
1,904.25 |
|
0.618 |
1,887.50 |
|
1.000 |
1,877.00 |
|
1.618 |
1,860.25 |
|
2.618 |
1,833.00 |
|
4.250 |
1,788.50 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,921.25 |
1,913.50 |
| PP |
1,919.50 |
1,904.25 |
| S1 |
1,918.00 |
1,894.75 |
|