| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,943.0 |
2,899.0 |
-44.0 |
-1.5% |
3,060.0 |
| High |
2,948.0 |
2,933.0 |
-15.0 |
-0.5% |
3,061.0 |
| Low |
2,864.0 |
2,861.0 |
-3.0 |
-0.1% |
2,860.0 |
| Close |
2,908.0 |
2,877.0 |
-31.0 |
-1.1% |
2,877.0 |
| Range |
84.0 |
72.0 |
-12.0 |
-14.3% |
201.0 |
| ATR |
90.7 |
89.4 |
-1.3 |
-1.5% |
0.0 |
| Volume |
1,455,268 |
2,132,768 |
677,500 |
46.6% |
8,765,468 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,106.3 |
3,063.7 |
2,916.6 |
|
| R3 |
3,034.3 |
2,991.7 |
2,896.8 |
|
| R2 |
2,962.3 |
2,962.3 |
2,890.2 |
|
| R1 |
2,919.7 |
2,919.7 |
2,883.6 |
2,905.0 |
| PP |
2,890.3 |
2,890.3 |
2,890.3 |
2,883.0 |
| S1 |
2,847.7 |
2,847.7 |
2,870.4 |
2,833.0 |
| S2 |
2,818.3 |
2,818.3 |
2,863.8 |
|
| S3 |
2,746.3 |
2,775.7 |
2,857.2 |
|
| S4 |
2,674.3 |
2,703.7 |
2,837.4 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,535.7 |
3,407.3 |
2,987.6 |
|
| R3 |
3,334.7 |
3,206.3 |
2,932.3 |
|
| R2 |
3,133.7 |
3,133.7 |
2,913.9 |
|
| R1 |
3,005.3 |
3,005.3 |
2,895.4 |
2,969.0 |
| PP |
2,932.7 |
2,932.7 |
2,932.7 |
2,914.5 |
| S1 |
2,804.3 |
2,804.3 |
2,858.6 |
2,768.0 |
| S2 |
2,731.7 |
2,731.7 |
2,840.2 |
|
| S3 |
2,530.7 |
2,603.3 |
2,821.7 |
|
| S4 |
2,329.7 |
2,402.3 |
2,766.5 |
|
|
| 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 |
7.0% |
82.8 |
2.9% |
8% |
False |
False |
1,753,093 |
| 10 |
3,061.0 |
2,860.0 |
201.0 |
7.0% |
82.9 |
2.9% |
8% |
False |
False |
1,570,144 |
| 20 |
3,120.0 |
2,832.0 |
288.0 |
10.0% |
90.5 |
3.1% |
16% |
False |
False |
1,660,241 |
| 40 |
3,387.0 |
2,832.0 |
555.0 |
19.3% |
80.2 |
2.8% |
8% |
False |
False |
1,329,157 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
24.1% |
75.8 |
2.6% |
6% |
False |
False |
897,333 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
24.1% |
68.5 |
2.4% |
6% |
False |
False |
675,383 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
24.1% |
68.2 |
2.4% |
6% |
False |
False |
541,599 |
| 120 |
3,525.0 |
2,832.0 |
693.0 |
24.1% |
65.3 |
2.3% |
6% |
False |
False |
451,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,239.0 |
|
2.618 |
3,121.5 |
|
1.618 |
3,049.5 |
|
1.000 |
3,005.0 |
|
0.618 |
2,977.5 |
|
HIGH |
2,933.0 |
|
0.618 |
2,905.5 |
|
0.500 |
2,897.0 |
|
0.382 |
2,888.5 |
|
LOW |
2,861.0 |
|
0.618 |
2,816.5 |
|
1.000 |
2,789.0 |
|
1.618 |
2,744.5 |
|
2.618 |
2,672.5 |
|
4.250 |
2,555.0 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,897.0 |
2,904.0 |
| PP |
2,890.3 |
2,895.0 |
| S1 |
2,883.7 |
2,886.0 |
|