| 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 |
1,114.4 |
1,116.7 |
2.3 |
0.2% |
1,097.8 |
| High |
1,118.6 |
1,130.0 |
11.4 |
1.0% |
1,128.0 |
| Low |
1,108.8 |
1,115.3 |
6.5 |
0.6% |
1,097.6 |
| Close |
1,116.4 |
1,127.9 |
11.5 |
1.0% |
1,116.4 |
| Range |
9.8 |
14.7 |
4.9 |
50.0% |
30.4 |
| ATR |
15.4 |
15.3 |
0.0 |
-0.3% |
0.0 |
| Volume |
6,955 |
1,682 |
-5,273 |
-75.8% |
602,570 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,168.5 |
1,162.9 |
1,136.0 |
|
| R3 |
1,153.8 |
1,148.2 |
1,131.9 |
|
| R2 |
1,139.1 |
1,139.1 |
1,130.6 |
|
| R1 |
1,133.5 |
1,133.5 |
1,129.2 |
1,136.3 |
| PP |
1,124.4 |
1,124.4 |
1,124.4 |
1,125.8 |
| S1 |
1,118.8 |
1,118.8 |
1,126.6 |
1,121.6 |
| S2 |
1,109.7 |
1,109.7 |
1,125.2 |
|
| S3 |
1,095.0 |
1,104.1 |
1,123.9 |
|
| S4 |
1,080.3 |
1,089.4 |
1,119.8 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,205.2 |
1,191.2 |
1,133.1 |
|
| R3 |
1,174.8 |
1,160.8 |
1,124.8 |
|
| R2 |
1,144.4 |
1,144.4 |
1,122.0 |
|
| R1 |
1,130.4 |
1,130.4 |
1,119.2 |
1,137.4 |
| PP |
1,114.0 |
1,114.0 |
1,114.0 |
1,117.5 |
| S1 |
1,100.0 |
1,100.0 |
1,113.6 |
1,107.0 |
| S2 |
1,083.6 |
1,083.6 |
1,110.8 |
|
| S3 |
1,053.2 |
1,069.6 |
1,108.0 |
|
| S4 |
1,022.8 |
1,039.2 |
1,099.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,130.0 |
1,107.2 |
22.8 |
2.0% |
13.9 |
1.2% |
91% |
True |
False |
85,578 |
| 10 |
1,130.0 |
1,082.1 |
47.9 |
4.2% |
13.8 |
1.2% |
96% |
True |
False |
127,911 |
| 20 |
1,130.0 |
1,061.0 |
69.0 |
6.1% |
16.2 |
1.4% |
97% |
True |
False |
150,536 |
| 40 |
1,130.0 |
1,045.4 |
84.6 |
7.5% |
15.5 |
1.4% |
98% |
True |
False |
133,252 |
| 60 |
1,130.0 |
1,045.4 |
84.6 |
7.5% |
15.2 |
1.3% |
98% |
True |
False |
107,724 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.0% |
15.0 |
1.3% |
56% |
False |
False |
81,725 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.0% |
15.0 |
1.3% |
56% |
False |
False |
66,004 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
13.0% |
14.9 |
1.3% |
56% |
False |
False |
55,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,192.5 |
|
2.618 |
1,168.5 |
|
1.618 |
1,153.8 |
|
1.000 |
1,144.7 |
|
0.618 |
1,139.1 |
|
HIGH |
1,130.0 |
|
0.618 |
1,124.4 |
|
0.500 |
1,122.7 |
|
0.382 |
1,120.9 |
|
LOW |
1,115.3 |
|
0.618 |
1,106.2 |
|
1.000 |
1,100.6 |
|
1.618 |
1,091.5 |
|
2.618 |
1,076.8 |
|
4.250 |
1,052.8 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.2 |
1,125.1 |
| PP |
1,124.4 |
1,122.2 |
| S1 |
1,122.7 |
1,119.4 |
|