Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,922.25 |
1,918.75 |
-3.50 |
-0.2% |
1,892.00 |
High |
1,931.50 |
1,919.00 |
-12.50 |
-0.6% |
1,924.00 |
Low |
1,904.25 |
1,880.75 |
-23.50 |
-1.2% |
1,843.50 |
Close |
1,923.00 |
1,889.00 |
-34.00 |
-1.8% |
1,922.00 |
Range |
27.25 |
38.25 |
11.00 |
40.4% |
80.50 |
ATR |
43.91 |
43.80 |
-0.12 |
-0.3% |
0.00 |
Volume |
4,256 |
4,520 |
264 |
6.2% |
31,820 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.00 |
1,988.25 |
1,910.00 |
|
R3 |
1,972.75 |
1,950.00 |
1,899.50 |
|
R2 |
1,934.50 |
1,934.50 |
1,896.00 |
|
R1 |
1,911.75 |
1,911.75 |
1,892.50 |
1,904.00 |
PP |
1,896.25 |
1,896.25 |
1,896.25 |
1,892.50 |
S1 |
1,873.50 |
1,873.50 |
1,885.50 |
1,865.75 |
S2 |
1,858.00 |
1,858.00 |
1,882.00 |
|
S3 |
1,819.75 |
1,835.25 |
1,878.50 |
|
S4 |
1,781.50 |
1,797.00 |
1,868.00 |
|
|
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 |
1,856.00 |
75.50 |
4.0% |
40.50 |
2.1% |
44% |
False |
False |
6,711 |
10 |
1,931.50 |
1,796.00 |
135.50 |
7.2% |
46.50 |
2.5% |
69% |
False |
False |
5,513 |
20 |
2,009.50 |
1,796.00 |
213.50 |
11.3% |
48.50 |
2.6% |
44% |
False |
False |
5,029 |
40 |
2,081.25 |
1,796.00 |
285.25 |
15.1% |
40.75 |
2.2% |
33% |
False |
False |
3,126 |
60 |
2,090.50 |
1,796.00 |
294.50 |
15.6% |
35.50 |
1.9% |
32% |
False |
False |
2,159 |
80 |
2,095.75 |
1,796.00 |
299.75 |
15.9% |
31.75 |
1.7% |
31% |
False |
False |
1,703 |
100 |
2,095.75 |
1,796.00 |
299.75 |
15.9% |
32.50 |
1.7% |
31% |
False |
False |
1,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,081.50 |
2.618 |
2,019.25 |
1.618 |
1,981.00 |
1.000 |
1,957.25 |
0.618 |
1,942.75 |
HIGH |
1,919.00 |
0.618 |
1,904.50 |
0.500 |
1,900.00 |
0.382 |
1,895.25 |
LOW |
1,880.75 |
0.618 |
1,857.00 |
1.000 |
1,842.50 |
1.618 |
1,818.75 |
2.618 |
1,780.50 |
4.250 |
1,718.25 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,900.00 |
1,900.00 |
PP |
1,896.25 |
1,896.25 |
S1 |
1,892.50 |
1,892.75 |
|