Trading Metrics calculated at close of trading on 03-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,918.75 |
1,885.75 |
-33.00 |
-1.7% |
1,892.00 |
High |
1,919.00 |
1,903.25 |
-15.75 |
-0.8% |
1,924.00 |
Low |
1,880.75 |
1,856.75 |
-24.00 |
-1.3% |
1,843.50 |
Close |
1,889.00 |
1,899.75 |
10.75 |
0.6% |
1,922.00 |
Range |
38.25 |
46.50 |
8.25 |
21.6% |
80.50 |
ATR |
43.80 |
43.99 |
0.19 |
0.4% |
0.00 |
Volume |
4,520 |
13,085 |
8,565 |
189.5% |
31,820 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.00 |
2,009.50 |
1,925.25 |
|
R3 |
1,979.50 |
1,963.00 |
1,912.50 |
|
R2 |
1,933.00 |
1,933.00 |
1,908.25 |
|
R1 |
1,916.50 |
1,916.50 |
1,904.00 |
1,924.75 |
PP |
1,886.50 |
1,886.50 |
1,886.50 |
1,890.75 |
S1 |
1,870.00 |
1,870.00 |
1,895.50 |
1,878.25 |
S2 |
1,840.00 |
1,840.00 |
1,891.25 |
|
S3 |
1,793.50 |
1,823.50 |
1,887.00 |
|
S4 |
1,747.00 |
1,777.00 |
1,874.25 |
|
|
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 |
1,856.75 |
74.75 |
3.9% |
40.75 |
2.1% |
58% |
False |
True |
8,395 |
10 |
1,931.50 |
1,828.50 |
103.00 |
5.4% |
43.75 |
2.3% |
69% |
False |
False |
6,117 |
20 |
2,005.75 |
1,796.00 |
209.75 |
11.0% |
49.50 |
2.6% |
49% |
False |
False |
5,605 |
40 |
2,081.25 |
1,796.00 |
285.25 |
15.0% |
40.75 |
2.1% |
36% |
False |
False |
3,442 |
60 |
2,090.50 |
1,796.00 |
294.50 |
15.5% |
36.00 |
1.9% |
35% |
False |
False |
2,374 |
80 |
2,095.75 |
1,796.00 |
299.75 |
15.8% |
32.00 |
1.7% |
35% |
False |
False |
1,866 |
100 |
2,095.75 |
1,796.00 |
299.75 |
15.8% |
32.50 |
1.7% |
35% |
False |
False |
1,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,101.00 |
2.618 |
2,025.00 |
1.618 |
1,978.50 |
1.000 |
1,949.75 |
0.618 |
1,932.00 |
HIGH |
1,903.25 |
0.618 |
1,885.50 |
0.500 |
1,880.00 |
0.382 |
1,874.50 |
LOW |
1,856.75 |
0.618 |
1,828.00 |
1.000 |
1,810.25 |
1.618 |
1,781.50 |
2.618 |
1,735.00 |
4.250 |
1,659.00 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,893.25 |
1,898.00 |
PP |
1,886.50 |
1,896.00 |
S1 |
1,880.00 |
1,894.00 |
|