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 |
1,116.7 |
1,128.3 |
11.6 |
1.0% |
1,097.8 |
High |
1,130.0 |
1,131.4 |
1.4 |
0.1% |
1,128.0 |
Low |
1,115.3 |
1,123.0 |
7.7 |
0.7% |
1,097.6 |
Close |
1,127.9 |
1,127.3 |
-0.6 |
-0.1% |
1,116.4 |
Range |
14.7 |
8.4 |
-6.3 |
-42.9% |
30.4 |
ATR |
15.3 |
14.8 |
-0.5 |
-3.2% |
0.0 |
Volume |
1,682 |
1,230 |
-452 |
-26.9% |
602,570 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.4 |
1,148.3 |
1,131.9 |
|
R3 |
1,144.0 |
1,139.9 |
1,129.6 |
|
R2 |
1,135.6 |
1,135.6 |
1,128.8 |
|
R1 |
1,131.5 |
1,131.5 |
1,128.1 |
1,129.4 |
PP |
1,127.2 |
1,127.2 |
1,127.2 |
1,126.2 |
S1 |
1,123.1 |
1,123.1 |
1,126.5 |
1,121.0 |
S2 |
1,118.8 |
1,118.8 |
1,125.8 |
|
S3 |
1,110.4 |
1,114.7 |
1,125.0 |
|
S4 |
1,102.0 |
1,106.3 |
1,122.7 |
|
|
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 |
1,131.4 |
1,108.8 |
22.6 |
2.0% |
12.4 |
1.1% |
82% |
True |
False |
46,286 |
10 |
1,131.4 |
1,087.1 |
44.3 |
3.9% |
13.4 |
1.2% |
91% |
True |
False |
112,024 |
20 |
1,131.4 |
1,071.1 |
60.3 |
5.3% |
15.5 |
1.4% |
93% |
True |
False |
142,608 |
40 |
1,131.4 |
1,046.8 |
84.6 |
7.5% |
15.3 |
1.4% |
95% |
True |
False |
128,938 |
60 |
1,131.4 |
1,045.4 |
86.0 |
7.6% |
15.1 |
1.3% |
95% |
True |
False |
107,616 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.0% |
15.0 |
1.3% |
56% |
False |
False |
81,692 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.0% |
14.8 |
1.3% |
56% |
False |
False |
65,910 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.0% |
14.8 |
1.3% |
56% |
False |
False |
55,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.1 |
2.618 |
1,153.4 |
1.618 |
1,145.0 |
1.000 |
1,139.8 |
0.618 |
1,136.6 |
HIGH |
1,131.4 |
0.618 |
1,128.2 |
0.500 |
1,127.2 |
0.382 |
1,126.2 |
LOW |
1,123.0 |
0.618 |
1,117.8 |
1.000 |
1,114.6 |
1.618 |
1,109.4 |
2.618 |
1,101.0 |
4.250 |
1,087.3 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,127.3 |
1,124.9 |
PP |
1,127.2 |
1,122.5 |
S1 |
1,127.2 |
1,120.1 |
|