| 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 |
16,329.67 |
16,417.95 |
88.28 |
0.5% |
16,453.63 |
| High |
16,485.84 |
16,423.63 |
-62.21 |
-0.4% |
16,510.98 |
| Low |
16,266.16 |
16,129.81 |
-136.35 |
-0.8% |
15,960.45 |
| Close |
16,416.58 |
16,204.97 |
-211.61 |
-1.3% |
16,204.97 |
| Range |
219.68 |
293.82 |
74.14 |
33.7% |
550.53 |
| ATR |
306.26 |
305.37 |
-0.89 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,134.26 |
16,963.44 |
16,366.57 |
|
| R3 |
16,840.44 |
16,669.62 |
16,285.77 |
|
| R2 |
16,546.62 |
16,546.62 |
16,258.84 |
|
| R1 |
16,375.80 |
16,375.80 |
16,231.90 |
16,314.30 |
| PP |
16,252.80 |
16,252.80 |
16,252.80 |
16,222.06 |
| S1 |
16,081.98 |
16,081.98 |
16,178.04 |
16,020.48 |
| S2 |
15,958.98 |
15,958.98 |
16,151.10 |
|
| S3 |
15,665.16 |
15,788.16 |
16,124.17 |
|
| S4 |
15,371.34 |
15,494.34 |
16,043.37 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,877.06 |
17,591.54 |
16,507.76 |
|
| R3 |
17,326.53 |
17,041.01 |
16,356.37 |
|
| R2 |
16,776.00 |
16,776.00 |
16,305.90 |
|
| R1 |
16,490.48 |
16,490.48 |
16,255.44 |
16,357.98 |
| PP |
16,225.47 |
16,225.47 |
16,225.47 |
16,159.21 |
| S1 |
15,939.95 |
15,939.95 |
16,154.50 |
15,807.45 |
| S2 |
15,674.94 |
15,674.94 |
16,104.04 |
|
| S3 |
15,124.41 |
15,389.42 |
16,053.57 |
|
| S4 |
14,573.88 |
14,838.89 |
15,902.18 |
|
|
| 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% |
291.60 |
1.8% |
44% |
False |
False |
|
| 10 |
16,510.98 |
15,863.72 |
647.26 |
4.0% |
292.82 |
1.8% |
53% |
False |
False |
|
| 20 |
16,651.89 |
15,450.56 |
1,201.33 |
7.4% |
325.71 |
2.0% |
63% |
False |
False |
|
| 40 |
17,796.76 |
15,450.56 |
2,346.20 |
14.5% |
287.96 |
1.8% |
32% |
False |
False |
|
| 60 |
17,914.34 |
15,450.56 |
2,463.78 |
15.2% |
253.81 |
1.6% |
31% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
230.34 |
1.4% |
30% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
230.38 |
1.4% |
30% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.1% |
252.76 |
1.6% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,672.37 |
|
2.618 |
17,192.85 |
|
1.618 |
16,899.03 |
|
1.000 |
16,717.45 |
|
0.618 |
16,605.21 |
|
HIGH |
16,423.63 |
|
0.618 |
16,311.39 |
|
0.500 |
16,276.72 |
|
0.382 |
16,242.05 |
|
LOW |
16,129.81 |
|
0.618 |
15,948.23 |
|
1.000 |
15,835.99 |
|
1.618 |
15,654.41 |
|
2.618 |
15,360.59 |
|
4.250 |
14,881.08 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,276.72 |
16,223.15 |
| PP |
16,252.80 |
16,217.09 |
| S1 |
16,228.89 |
16,211.03 |
|