| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,186.20 |
16,329.67 |
143.47 |
0.9% |
16,086.46 |
| High |
16,381.69 |
16,485.84 |
104.15 |
0.6% |
16,466.30 |
| Low |
15,960.45 |
16,266.16 |
305.71 |
1.9% |
15,863.72 |
| Close |
16,336.66 |
16,416.58 |
79.92 |
0.5% |
16,466.30 |
| Range |
421.24 |
219.68 |
-201.56 |
-47.8% |
602.58 |
| ATR |
312.92 |
306.26 |
-6.66 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,048.57 |
16,952.25 |
16,537.40 |
|
| R3 |
16,828.89 |
16,732.57 |
16,476.99 |
|
| R2 |
16,609.21 |
16,609.21 |
16,456.85 |
|
| R1 |
16,512.89 |
16,512.89 |
16,436.72 |
16,561.05 |
| PP |
16,389.53 |
16,389.53 |
16,389.53 |
16,413.61 |
| S1 |
16,293.21 |
16,293.21 |
16,396.44 |
16,341.37 |
| S2 |
16,169.85 |
16,169.85 |
16,376.31 |
|
| S3 |
15,950.17 |
16,073.53 |
16,356.17 |
|
| S4 |
15,730.49 |
15,853.85 |
16,295.76 |
|
|
| 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 |
15,960.45 |
550.53 |
3.4% |
308.05 |
1.9% |
83% |
False |
False |
|
| 10 |
16,510.98 |
15,863.72 |
647.26 |
3.9% |
285.00 |
1.7% |
85% |
False |
False |
|
| 20 |
16,888.36 |
15,450.56 |
1,437.80 |
8.8% |
332.26 |
2.0% |
67% |
False |
False |
|
| 40 |
17,796.76 |
15,450.56 |
2,346.20 |
14.3% |
286.08 |
1.7% |
41% |
False |
False |
|
| 60 |
17,914.34 |
15,450.56 |
2,463.78 |
15.0% |
252.79 |
1.5% |
39% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
227.60 |
1.4% |
38% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.4% |
228.65 |
1.4% |
38% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
15.9% |
251.14 |
1.5% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,419.48 |
|
2.618 |
17,060.96 |
|
1.618 |
16,841.28 |
|
1.000 |
16,705.52 |
|
0.618 |
16,621.60 |
|
HIGH |
16,485.84 |
|
0.618 |
16,401.92 |
|
0.500 |
16,376.00 |
|
0.382 |
16,350.08 |
|
LOW |
16,266.16 |
|
0.618 |
16,130.40 |
|
1.000 |
16,046.48 |
|
1.618 |
15,910.72 |
|
2.618 |
15,691.04 |
|
4.250 |
15,332.52 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,403.05 |
16,352.10 |
| PP |
16,389.53 |
16,287.62 |
| S1 |
16,376.00 |
16,223.15 |
|