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 |
1,128.3 |
1,128.5 |
0.2 |
0.0% |
1,097.8 |
High |
1,131.4 |
1,146.0 |
14.6 |
1.3% |
1,128.0 |
Low |
1,123.0 |
1,125.0 |
2.0 |
0.2% |
1,097.6 |
Close |
1,127.3 |
1,141.3 |
14.0 |
1.2% |
1,116.4 |
Range |
8.4 |
21.0 |
12.6 |
150.0% |
30.4 |
ATR |
14.8 |
15.3 |
0.4 |
3.0% |
0.0 |
Volume |
1,230 |
1,630 |
400 |
32.5% |
602,570 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.4 |
1,191.9 |
1,152.9 |
|
R3 |
1,179.4 |
1,170.9 |
1,147.1 |
|
R2 |
1,158.4 |
1,158.4 |
1,145.2 |
|
R1 |
1,149.9 |
1,149.9 |
1,143.2 |
1,154.2 |
PP |
1,137.4 |
1,137.4 |
1,137.4 |
1,139.6 |
S1 |
1,128.9 |
1,128.9 |
1,139.4 |
1,133.2 |
S2 |
1,116.4 |
1,116.4 |
1,137.5 |
|
S3 |
1,095.4 |
1,107.9 |
1,135.5 |
|
S4 |
1,074.4 |
1,086.9 |
1,129.8 |
|
|
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 |
1,146.0 |
1,108.8 |
37.2 |
3.3% |
14.0 |
1.2% |
87% |
True |
False |
12,871 |
10 |
1,146.0 |
1,092.5 |
53.5 |
4.7% |
13.2 |
1.2% |
91% |
True |
False |
92,859 |
20 |
1,146.0 |
1,071.1 |
74.9 |
6.6% |
16.0 |
1.4% |
94% |
True |
False |
137,458 |
40 |
1,146.0 |
1,046.8 |
99.2 |
8.7% |
15.0 |
1.3% |
95% |
True |
False |
123,757 |
60 |
1,146.0 |
1,045.4 |
100.6 |
8.8% |
15.3 |
1.3% |
95% |
True |
False |
107,332 |
80 |
1,192.1 |
1,045.4 |
146.7 |
12.9% |
15.1 |
1.3% |
65% |
False |
False |
81,689 |
100 |
1,192.1 |
1,045.4 |
146.7 |
12.9% |
14.9 |
1.3% |
65% |
False |
False |
65,916 |
120 |
1,192.1 |
1,045.4 |
146.7 |
12.9% |
14.8 |
1.3% |
65% |
False |
False |
55,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,235.3 |
2.618 |
1,201.0 |
1.618 |
1,180.0 |
1.000 |
1,167.0 |
0.618 |
1,159.0 |
HIGH |
1,146.0 |
0.618 |
1,138.0 |
0.500 |
1,135.5 |
0.382 |
1,133.0 |
LOW |
1,125.0 |
0.618 |
1,112.0 |
1.000 |
1,104.0 |
1.618 |
1,091.0 |
2.618 |
1,070.0 |
4.250 |
1,035.8 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,139.4 |
1,137.8 |
PP |
1,137.4 |
1,134.2 |
S1 |
1,135.5 |
1,130.7 |
|