| 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 |
3,060.0 |
3,014.0 |
-46.0 |
-1.5% |
3,042.0 |
| High |
3,061.0 |
3,015.0 |
-46.0 |
-1.5% |
3,057.0 |
| Low |
2,987.0 |
2,918.0 |
-69.0 |
-2.3% |
2,938.0 |
| Close |
3,017.0 |
2,948.0 |
-69.0 |
-2.3% |
3,028.0 |
| Range |
74.0 |
97.0 |
23.0 |
31.1% |
119.0 |
| ATR |
90.9 |
91.5 |
0.6 |
0.6% |
0.0 |
| Volume |
1,516,279 |
2,040,955 |
524,676 |
34.6% |
6,935,978 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,251.3 |
3,196.7 |
3,001.4 |
|
| R3 |
3,154.3 |
3,099.7 |
2,974.7 |
|
| R2 |
3,057.3 |
3,057.3 |
2,965.8 |
|
| R1 |
3,002.7 |
3,002.7 |
2,956.9 |
2,981.5 |
| PP |
2,960.3 |
2,960.3 |
2,960.3 |
2,949.8 |
| S1 |
2,905.7 |
2,905.7 |
2,939.1 |
2,884.5 |
| S2 |
2,863.3 |
2,863.3 |
2,930.2 |
|
| S3 |
2,766.3 |
2,808.7 |
2,921.3 |
|
| S4 |
2,669.3 |
2,711.7 |
2,894.7 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,364.7 |
3,315.3 |
3,093.5 |
|
| R3 |
3,245.7 |
3,196.3 |
3,060.7 |
|
| R2 |
3,126.7 |
3,126.7 |
3,049.8 |
|
| R1 |
3,077.3 |
3,077.3 |
3,038.9 |
3,042.5 |
| PP |
3,007.7 |
3,007.7 |
3,007.7 |
2,990.3 |
| S1 |
2,958.3 |
2,958.3 |
3,017.1 |
2,923.5 |
| S2 |
2,888.7 |
2,888.7 |
3,006.2 |
|
| S3 |
2,769.7 |
2,839.3 |
2,995.3 |
|
| S4 |
2,650.7 |
2,720.3 |
2,962.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,061.0 |
2,918.0 |
143.0 |
4.9% |
82.6 |
2.8% |
21% |
False |
True |
1,574,147 |
| 10 |
3,061.0 |
2,832.0 |
229.0 |
7.8% |
85.1 |
2.9% |
51% |
False |
False |
1,576,670 |
| 20 |
3,195.0 |
2,832.0 |
363.0 |
12.3% |
89.1 |
3.0% |
32% |
False |
False |
1,634,284 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
23.5% |
83.8 |
2.8% |
17% |
False |
False |
1,204,628 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
23.5% |
74.3 |
2.5% |
17% |
False |
False |
811,290 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
23.5% |
67.2 |
2.3% |
17% |
False |
False |
610,321 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
23.5% |
66.7 |
2.3% |
17% |
False |
False |
489,534 |
| 120 |
3,580.0 |
2,832.0 |
748.0 |
25.4% |
64.2 |
2.2% |
16% |
False |
False |
407,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,427.3 |
|
2.618 |
3,268.9 |
|
1.618 |
3,171.9 |
|
1.000 |
3,112.0 |
|
0.618 |
3,074.9 |
|
HIGH |
3,015.0 |
|
0.618 |
2,977.9 |
|
0.500 |
2,966.5 |
|
0.382 |
2,955.1 |
|
LOW |
2,918.0 |
|
0.618 |
2,858.1 |
|
1.000 |
2,821.0 |
|
1.618 |
2,761.1 |
|
2.618 |
2,664.1 |
|
4.250 |
2,505.8 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,966.5 |
2,989.5 |
| PP |
2,960.3 |
2,975.7 |
| S1 |
2,954.2 |
2,961.8 |
|