| 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 |
1,128.5 |
1,142.5 |
14.0 |
1.2% |
1,097.8 |
| High |
1,146.0 |
1,157.6 |
11.6 |
1.0% |
1,128.0 |
| Low |
1,125.0 |
1,141.0 |
16.0 |
1.4% |
1,097.6 |
| Close |
1,141.3 |
1,157.6 |
16.3 |
1.4% |
1,116.4 |
| Range |
21.0 |
16.6 |
-4.4 |
-21.0% |
30.4 |
| ATR |
15.3 |
15.4 |
0.1 |
0.6% |
0.0 |
| Volume |
1,630 |
771 |
-859 |
-52.7% |
602,570 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.9 |
1,196.3 |
1,166.7 |
|
| R3 |
1,185.3 |
1,179.7 |
1,162.2 |
|
| R2 |
1,168.7 |
1,168.7 |
1,160.6 |
|
| R1 |
1,163.1 |
1,163.1 |
1,159.1 |
1,165.9 |
| PP |
1,152.1 |
1,152.1 |
1,152.1 |
1,153.5 |
| S1 |
1,146.5 |
1,146.5 |
1,156.1 |
1,149.3 |
| S2 |
1,135.5 |
1,135.5 |
1,154.6 |
|
| S3 |
1,118.9 |
1,129.9 |
1,153.0 |
|
| S4 |
1,102.3 |
1,113.3 |
1,148.5 |
|
|
| 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 |
1,157.6 |
1,108.8 |
48.8 |
4.2% |
14.1 |
1.2% |
100% |
True |
False |
2,453 |
| 10 |
1,157.6 |
1,094.4 |
63.2 |
5.5% |
13.6 |
1.2% |
100% |
True |
False |
75,062 |
| 20 |
1,157.6 |
1,071.1 |
86.5 |
7.5% |
15.9 |
1.4% |
100% |
True |
False |
127,906 |
| 40 |
1,157.6 |
1,046.8 |
110.8 |
9.6% |
14.9 |
1.3% |
100% |
True |
False |
121,042 |
| 60 |
1,157.6 |
1,045.4 |
112.2 |
9.7% |
15.1 |
1.3% |
100% |
True |
False |
106,944 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
12.7% |
15.0 |
1.3% |
76% |
False |
False |
81,684 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
12.7% |
15.0 |
1.3% |
76% |
False |
False |
65,885 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
12.7% |
14.9 |
1.3% |
76% |
False |
False |
55,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.2 |
|
2.618 |
1,201.1 |
|
1.618 |
1,184.5 |
|
1.000 |
1,174.2 |
|
0.618 |
1,167.9 |
|
HIGH |
1,157.6 |
|
0.618 |
1,151.3 |
|
0.500 |
1,149.3 |
|
0.382 |
1,147.3 |
|
LOW |
1,141.0 |
|
0.618 |
1,130.7 |
|
1.000 |
1,124.4 |
|
1.618 |
1,114.1 |
|
2.618 |
1,097.5 |
|
4.250 |
1,070.5 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,154.8 |
1,151.8 |
| PP |
1,152.1 |
1,146.1 |
| S1 |
1,149.3 |
1,140.3 |
|