Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,898.75 |
1,895.00 |
-3.75 |
-0.2% |
1,922.25 |
High |
1,913.25 |
1,905.25 |
-8.00 |
-0.4% |
1,931.50 |
Low |
1,882.00 |
1,857.25 |
-24.75 |
-1.3% |
1,856.75 |
Close |
1,899.00 |
1,866.50 |
-32.50 |
-1.7% |
1,866.50 |
Range |
31.25 |
48.00 |
16.75 |
53.6% |
74.75 |
ATR |
43.08 |
43.43 |
0.35 |
0.8% |
0.00 |
Volume |
8,077 |
7,535 |
-542 |
-6.7% |
37,473 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.25 |
1,991.50 |
1,893.00 |
|
R3 |
1,972.25 |
1,943.50 |
1,879.75 |
|
R2 |
1,924.25 |
1,924.25 |
1,875.25 |
|
R1 |
1,895.50 |
1,895.50 |
1,871.00 |
1,886.00 |
PP |
1,876.25 |
1,876.25 |
1,876.25 |
1,871.50 |
S1 |
1,847.50 |
1,847.50 |
1,862.00 |
1,838.00 |
S2 |
1,828.25 |
1,828.25 |
1,857.75 |
|
S3 |
1,780.25 |
1,799.50 |
1,853.25 |
|
S4 |
1,732.25 |
1,751.50 |
1,840.00 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,109.25 |
2,062.50 |
1,907.50 |
|
R3 |
2,034.50 |
1,987.75 |
1,887.00 |
|
R2 |
1,959.75 |
1,959.75 |
1,880.25 |
|
R1 |
1,913.00 |
1,913.00 |
1,873.25 |
1,899.00 |
PP |
1,885.00 |
1,885.00 |
1,885.00 |
1,878.00 |
S1 |
1,838.25 |
1,838.25 |
1,859.75 |
1,824.25 |
S2 |
1,810.25 |
1,810.25 |
1,852.75 |
|
S3 |
1,735.50 |
1,763.50 |
1,846.00 |
|
S4 |
1,660.75 |
1,688.75 |
1,825.50 |
|
|
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 |
4.0% |
38.25 |
2.0% |
13% |
False |
False |
7,494 |
10 |
1,931.50 |
1,843.50 |
88.00 |
4.7% |
42.50 |
2.3% |
26% |
False |
False |
6,929 |
20 |
1,957.75 |
1,796.00 |
161.75 |
8.7% |
48.50 |
2.6% |
44% |
False |
False |
5,767 |
40 |
2,068.00 |
1,796.00 |
272.00 |
14.6% |
41.25 |
2.2% |
26% |
False |
False |
3,814 |
60 |
2,090.50 |
1,796.00 |
294.50 |
15.8% |
36.25 |
1.9% |
24% |
False |
False |
2,624 |
80 |
2,095.75 |
1,796.00 |
299.75 |
16.1% |
32.50 |
1.7% |
24% |
False |
False |
2,060 |
100 |
2,095.75 |
1,796.00 |
299.75 |
16.1% |
32.75 |
1.8% |
24% |
False |
False |
1,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,109.25 |
2.618 |
2,031.00 |
1.618 |
1,983.00 |
1.000 |
1,953.25 |
0.618 |
1,935.00 |
HIGH |
1,905.25 |
0.618 |
1,887.00 |
0.500 |
1,881.25 |
0.382 |
1,875.50 |
LOW |
1,857.25 |
0.618 |
1,827.50 |
1.000 |
1,809.25 |
1.618 |
1,779.50 |
2.618 |
1,731.50 |
4.250 |
1,653.25 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,881.25 |
1,885.00 |
PP |
1,876.25 |
1,878.75 |
S1 |
1,871.50 |
1,872.75 |
|