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 |
16,453.63 |
16,420.21 |
-33.42 |
-0.2% |
16,086.46 |
High |
16,510.98 |
16,420.21 |
-90.77 |
-0.5% |
16,466.30 |
Low |
16,299.47 |
16,108.44 |
-191.03 |
-1.2% |
15,863.72 |
Close |
16,449.18 |
16,153.54 |
-295.64 |
-1.8% |
16,466.30 |
Range |
211.51 |
311.77 |
100.26 |
47.4% |
602.58 |
ATR |
301.81 |
304.59 |
2.78 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,162.71 |
16,969.89 |
16,325.01 |
|
R3 |
16,850.94 |
16,658.12 |
16,239.28 |
|
R2 |
16,539.17 |
16,539.17 |
16,210.70 |
|
R1 |
16,346.35 |
16,346.35 |
16,182.12 |
16,286.88 |
PP |
16,227.40 |
16,227.40 |
16,227.40 |
16,197.66 |
S1 |
16,034.58 |
16,034.58 |
16,124.96 |
15,975.11 |
S2 |
15,915.63 |
15,915.63 |
16,096.38 |
|
S3 |
15,603.86 |
15,722.81 |
16,067.80 |
|
S4 |
15,292.09 |
15,411.04 |
15,982.07 |
|
|
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 |
4.0% |
298.89 |
1.9% |
45% |
False |
False |
|
10 |
16,510.98 |
15,450.56 |
1,060.42 |
6.6% |
308.19 |
1.9% |
66% |
False |
False |
|
20 |
17,195.84 |
15,450.56 |
1,745.28 |
10.8% |
324.93 |
2.0% |
40% |
False |
False |
|
40 |
17,866.47 |
15,450.56 |
2,415.91 |
15.0% |
284.81 |
1.8% |
29% |
False |
False |
|
60 |
17,929.51 |
15,450.56 |
2,478.95 |
15.3% |
247.01 |
1.5% |
28% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
223.41 |
1.4% |
28% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
226.44 |
1.4% |
28% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.1% |
249.45 |
1.5% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,745.23 |
2.618 |
17,236.42 |
1.618 |
16,924.65 |
1.000 |
16,731.98 |
0.618 |
16,612.88 |
HIGH |
16,420.21 |
0.618 |
16,301.11 |
0.500 |
16,264.33 |
0.382 |
16,227.54 |
LOW |
16,108.44 |
0.618 |
15,915.77 |
1.000 |
15,796.67 |
1.618 |
15,604.00 |
2.618 |
15,292.23 |
4.250 |
14,783.42 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,264.33 |
16,300.62 |
PP |
16,227.40 |
16,251.59 |
S1 |
16,190.47 |
16,202.57 |
|