| 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 |
3,014.0 |
2,920.0 |
-94.0 |
-3.1% |
3,042.0 |
| High |
3,015.0 |
2,947.0 |
-68.0 |
-2.3% |
3,057.0 |
| Low |
2,918.0 |
2,860.0 |
-58.0 |
-2.0% |
2,938.0 |
| Close |
2,948.0 |
2,896.0 |
-52.0 |
-1.8% |
3,028.0 |
| Range |
97.0 |
87.0 |
-10.0 |
-10.3% |
119.0 |
| ATR |
91.5 |
91.3 |
-0.3 |
-0.3% |
0.0 |
| Volume |
2,040,955 |
1,620,198 |
-420,757 |
-20.6% |
6,935,978 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.0 |
3,116.0 |
2,943.9 |
|
| R3 |
3,075.0 |
3,029.0 |
2,919.9 |
|
| R2 |
2,988.0 |
2,988.0 |
2,912.0 |
|
| R1 |
2,942.0 |
2,942.0 |
2,904.0 |
2,921.5 |
| PP |
2,901.0 |
2,901.0 |
2,901.0 |
2,890.8 |
| S1 |
2,855.0 |
2,855.0 |
2,888.0 |
2,834.5 |
| S2 |
2,814.0 |
2,814.0 |
2,880.1 |
|
| S3 |
2,727.0 |
2,768.0 |
2,872.1 |
|
| S4 |
2,640.0 |
2,681.0 |
2,848.2 |
|
|
| 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 |
2,860.0 |
201.0 |
6.9% |
85.8 |
3.0% |
18% |
False |
True |
1,561,573 |
| 10 |
3,061.0 |
2,857.0 |
204.0 |
7.0% |
85.0 |
2.9% |
19% |
False |
False |
1,507,304 |
| 20 |
3,165.0 |
2,832.0 |
333.0 |
11.5% |
90.0 |
3.1% |
19% |
False |
False |
1,653,149 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
23.9% |
84.3 |
2.9% |
9% |
False |
False |
1,242,228 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
23.9% |
75.1 |
2.6% |
9% |
False |
False |
838,293 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
23.9% |
67.7 |
2.3% |
9% |
False |
False |
630,573 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
23.9% |
67.1 |
2.3% |
9% |
False |
False |
505,719 |
| 120 |
3,525.0 |
2,832.0 |
693.0 |
23.9% |
64.1 |
2.2% |
9% |
False |
False |
421,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,316.8 |
|
2.618 |
3,174.8 |
|
1.618 |
3,087.8 |
|
1.000 |
3,034.0 |
|
0.618 |
3,000.8 |
|
HIGH |
2,947.0 |
|
0.618 |
2,913.8 |
|
0.500 |
2,903.5 |
|
0.382 |
2,893.2 |
|
LOW |
2,860.0 |
|
0.618 |
2,806.2 |
|
1.000 |
2,773.0 |
|
1.618 |
2,719.2 |
|
2.618 |
2,632.2 |
|
4.250 |
2,490.3 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,903.5 |
2,960.5 |
| PP |
2,901.0 |
2,939.0 |
| S1 |
2,898.5 |
2,917.5 |
|