| 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 |
16,420.21 |
16,186.20 |
-234.01 |
-1.4% |
16,086.46 |
| High |
16,420.21 |
16,381.69 |
-38.52 |
-0.2% |
16,466.30 |
| Low |
16,108.44 |
15,960.45 |
-147.99 |
-0.9% |
15,863.72 |
| Close |
16,153.54 |
16,336.66 |
183.12 |
1.1% |
16,466.30 |
| Range |
311.77 |
421.24 |
109.47 |
35.1% |
602.58 |
| ATR |
304.59 |
312.92 |
8.33 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,489.99 |
17,334.56 |
16,568.34 |
|
| R3 |
17,068.75 |
16,913.32 |
16,452.50 |
|
| R2 |
16,647.51 |
16,647.51 |
16,413.89 |
|
| R1 |
16,492.08 |
16,492.08 |
16,375.27 |
16,569.80 |
| PP |
16,226.27 |
16,226.27 |
16,226.27 |
16,265.12 |
| S1 |
16,070.84 |
16,070.84 |
16,298.05 |
16,148.56 |
| S2 |
15,805.03 |
15,805.03 |
16,259.43 |
|
| S3 |
15,383.79 |
15,649.60 |
16,220.82 |
|
| S4 |
14,962.55 |
15,228.36 |
16,104.98 |
|
|
| 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% |
311.80 |
1.9% |
73% |
False |
False |
|
| 10 |
16,510.98 |
15,704.66 |
806.32 |
4.9% |
296.43 |
1.8% |
78% |
False |
False |
|
| 20 |
17,154.83 |
15,450.56 |
1,704.27 |
10.4% |
338.13 |
2.1% |
52% |
False |
False |
|
| 40 |
17,845.49 |
15,450.56 |
2,394.93 |
14.7% |
285.75 |
1.7% |
37% |
False |
False |
|
| 60 |
17,914.34 |
15,450.56 |
2,463.78 |
15.1% |
251.52 |
1.5% |
36% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.5% |
225.90 |
1.4% |
35% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.5% |
228.35 |
1.4% |
35% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.0% |
250.48 |
1.5% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,171.96 |
|
2.618 |
17,484.50 |
|
1.618 |
17,063.26 |
|
1.000 |
16,802.93 |
|
0.618 |
16,642.02 |
|
HIGH |
16,381.69 |
|
0.618 |
16,220.78 |
|
0.500 |
16,171.07 |
|
0.382 |
16,121.36 |
|
LOW |
15,960.45 |
|
0.618 |
15,700.12 |
|
1.000 |
15,539.21 |
|
1.618 |
15,278.88 |
|
2.618 |
14,857.64 |
|
4.250 |
14,170.18 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,281.46 |
16,303.01 |
| PP |
16,226.27 |
16,269.36 |
| S1 |
16,171.07 |
16,235.72 |
|