| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,899.0 |
2,889.0 |
-10.0 |
-0.3% |
3,060.0 |
| High |
2,933.0 |
2,895.0 |
-38.0 |
-1.3% |
3,061.0 |
| Low |
2,861.0 |
2,766.0 |
-95.0 |
-3.3% |
2,860.0 |
| Close |
2,877.0 |
2,784.0 |
-93.0 |
-3.2% |
2,877.0 |
| Range |
72.0 |
129.0 |
57.0 |
79.2% |
201.0 |
| ATR |
89.4 |
92.2 |
2.8 |
3.2% |
0.0 |
| Volume |
2,132,768 |
2,543,170 |
410,402 |
19.2% |
8,765,468 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,202.0 |
3,122.0 |
2,855.0 |
|
| R3 |
3,073.0 |
2,993.0 |
2,819.5 |
|
| R2 |
2,944.0 |
2,944.0 |
2,807.7 |
|
| R1 |
2,864.0 |
2,864.0 |
2,795.8 |
2,839.5 |
| PP |
2,815.0 |
2,815.0 |
2,815.0 |
2,802.8 |
| S1 |
2,735.0 |
2,735.0 |
2,772.2 |
2,710.5 |
| S2 |
2,686.0 |
2,686.0 |
2,760.4 |
|
| S3 |
2,557.0 |
2,606.0 |
2,748.5 |
|
| S4 |
2,428.0 |
2,477.0 |
2,713.1 |
|
|
| 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 |
3,015.0 |
2,766.0 |
249.0 |
8.9% |
93.8 |
3.4% |
7% |
False |
True |
1,958,471 |
| 10 |
3,061.0 |
2,766.0 |
295.0 |
10.6% |
88.7 |
3.2% |
6% |
False |
True |
1,686,659 |
| 20 |
3,120.0 |
2,766.0 |
354.0 |
12.7% |
91.2 |
3.3% |
5% |
False |
True |
1,707,389 |
| 40 |
3,350.0 |
2,766.0 |
584.0 |
21.0% |
82.2 |
3.0% |
3% |
False |
True |
1,384,367 |
| 60 |
3,525.0 |
2,766.0 |
759.0 |
27.3% |
76.9 |
2.8% |
2% |
False |
True |
939,719 |
| 80 |
3,525.0 |
2,766.0 |
759.0 |
27.3% |
69.8 |
2.5% |
2% |
False |
True |
707,168 |
| 100 |
3,525.0 |
2,766.0 |
759.0 |
27.3% |
69.4 |
2.5% |
2% |
False |
True |
567,031 |
| 120 |
3,525.0 |
2,766.0 |
759.0 |
27.3% |
66.3 |
2.4% |
2% |
False |
True |
472,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,443.3 |
|
2.618 |
3,232.7 |
|
1.618 |
3,103.7 |
|
1.000 |
3,024.0 |
|
0.618 |
2,974.7 |
|
HIGH |
2,895.0 |
|
0.618 |
2,845.7 |
|
0.500 |
2,830.5 |
|
0.382 |
2,815.3 |
|
LOW |
2,766.0 |
|
0.618 |
2,686.3 |
|
1.000 |
2,637.0 |
|
1.618 |
2,557.3 |
|
2.618 |
2,428.3 |
|
4.250 |
2,217.8 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,830.5 |
2,857.0 |
| PP |
2,815.0 |
2,832.7 |
| S1 |
2,799.5 |
2,808.3 |
|