| 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 |
16,090.26 |
16,453.63 |
363.37 |
2.3% |
16,086.46 |
| High |
16,466.30 |
16,510.98 |
44.68 |
0.3% |
16,466.30 |
| Low |
16,090.26 |
16,299.47 |
209.21 |
1.3% |
15,863.72 |
| Close |
16,466.30 |
16,449.18 |
-17.12 |
-0.1% |
16,466.30 |
| Range |
376.04 |
211.51 |
-164.53 |
-43.8% |
602.58 |
| ATR |
308.75 |
301.81 |
-6.95 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,054.41 |
16,963.30 |
16,565.51 |
|
| R3 |
16,842.90 |
16,751.79 |
16,507.35 |
|
| R2 |
16,631.39 |
16,631.39 |
16,487.96 |
|
| R1 |
16,540.28 |
16,540.28 |
16,468.57 |
16,480.08 |
| PP |
16,419.88 |
16,419.88 |
16,419.88 |
16,389.78 |
| S1 |
16,328.77 |
16,328.77 |
16,429.79 |
16,268.57 |
| S2 |
16,208.37 |
16,208.37 |
16,410.40 |
|
| S3 |
15,996.86 |
16,117.26 |
16,391.01 |
|
| S4 |
15,785.35 |
15,905.75 |
16,332.85 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,073.18 |
17,872.32 |
16,797.72 |
|
| R3 |
17,470.60 |
17,269.74 |
16,632.01 |
|
| R2 |
16,868.02 |
16,868.02 |
16,576.77 |
|
| R1 |
16,667.16 |
16,667.16 |
16,521.54 |
16,767.59 |
| PP |
16,265.44 |
16,265.44 |
16,265.44 |
16,315.66 |
| S1 |
16,064.58 |
16,064.58 |
16,411.06 |
16,165.01 |
| S2 |
15,662.86 |
15,662.86 |
16,355.83 |
|
| S3 |
15,060.28 |
15,462.00 |
16,300.59 |
|
| S4 |
14,457.70 |
14,859.42 |
16,134.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,510.98 |
15,863.72 |
647.26 |
3.9% |
295.07 |
1.8% |
90% |
True |
False |
|
| 10 |
16,510.98 |
15,450.56 |
1,060.42 |
6.4% |
304.19 |
1.8% |
94% |
True |
False |
|
| 20 |
17,405.48 |
15,450.56 |
1,954.92 |
11.9% |
331.74 |
2.0% |
51% |
False |
False |
|
| 40 |
17,866.47 |
15,450.56 |
2,415.91 |
14.7% |
285.89 |
1.7% |
41% |
False |
False |
|
| 60 |
17,964.12 |
15,450.56 |
2,513.56 |
15.3% |
244.07 |
1.5% |
40% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
221.99 |
1.3% |
40% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
227.76 |
1.4% |
40% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
15.9% |
248.86 |
1.5% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,409.90 |
|
2.618 |
17,064.71 |
|
1.618 |
16,853.20 |
|
1.000 |
16,722.49 |
|
0.618 |
16,641.69 |
|
HIGH |
16,510.98 |
|
0.618 |
16,430.18 |
|
0.500 |
16,405.23 |
|
0.382 |
16,380.27 |
|
LOW |
16,299.47 |
|
0.618 |
16,168.76 |
|
1.000 |
16,087.96 |
|
1.618 |
15,957.25 |
|
2.618 |
15,745.74 |
|
4.250 |
15,400.55 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,434.53 |
16,361.90 |
| PP |
16,419.88 |
16,274.63 |
| S1 |
16,405.23 |
16,187.35 |
|