| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,889.0 |
2,771.0 |
-118.0 |
-4.1% |
3,060.0 |
| High |
2,895.0 |
2,809.0 |
-86.0 |
-3.0% |
3,061.0 |
| Low |
2,766.0 |
2,708.0 |
-58.0 |
-2.1% |
2,860.0 |
| Close |
2,784.0 |
2,744.0 |
-40.0 |
-1.4% |
2,877.0 |
| Range |
129.0 |
101.0 |
-28.0 |
-21.7% |
201.0 |
| ATR |
92.2 |
92.9 |
0.6 |
0.7% |
0.0 |
| Volume |
2,543,170 |
2,032,154 |
-511,016 |
-20.1% |
8,765,468 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.7 |
3,001.3 |
2,799.6 |
|
| R3 |
2,955.7 |
2,900.3 |
2,771.8 |
|
| R2 |
2,854.7 |
2,854.7 |
2,762.5 |
|
| R1 |
2,799.3 |
2,799.3 |
2,753.3 |
2,776.5 |
| PP |
2,753.7 |
2,753.7 |
2,753.7 |
2,742.3 |
| S1 |
2,698.3 |
2,698.3 |
2,734.7 |
2,675.5 |
| S2 |
2,652.7 |
2,652.7 |
2,725.5 |
|
| S3 |
2,551.7 |
2,597.3 |
2,716.2 |
|
| S4 |
2,450.7 |
2,496.3 |
2,688.5 |
|
|
| 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 |
2,948.0 |
2,708.0 |
240.0 |
8.7% |
94.6 |
3.4% |
15% |
False |
True |
1,956,711 |
| 10 |
3,061.0 |
2,708.0 |
353.0 |
12.9% |
88.6 |
3.2% |
10% |
False |
True |
1,765,429 |
| 20 |
3,120.0 |
2,708.0 |
412.0 |
15.0% |
92.0 |
3.4% |
9% |
False |
True |
1,741,642 |
| 40 |
3,338.0 |
2,708.0 |
630.0 |
23.0% |
82.8 |
3.0% |
6% |
False |
True |
1,426,797 |
| 60 |
3,525.0 |
2,708.0 |
817.0 |
29.8% |
77.9 |
2.8% |
4% |
False |
True |
973,587 |
| 80 |
3,525.0 |
2,708.0 |
817.0 |
29.8% |
70.6 |
2.6% |
4% |
False |
True |
732,570 |
| 100 |
3,525.0 |
2,708.0 |
817.0 |
29.8% |
69.7 |
2.5% |
4% |
False |
True |
587,351 |
| 120 |
3,525.0 |
2,708.0 |
817.0 |
29.8% |
67.2 |
2.4% |
4% |
False |
True |
489,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,238.3 |
|
2.618 |
3,073.4 |
|
1.618 |
2,972.4 |
|
1.000 |
2,910.0 |
|
0.618 |
2,871.4 |
|
HIGH |
2,809.0 |
|
0.618 |
2,770.4 |
|
0.500 |
2,758.5 |
|
0.382 |
2,746.6 |
|
LOW |
2,708.0 |
|
0.618 |
2,645.6 |
|
1.000 |
2,607.0 |
|
1.618 |
2,544.6 |
|
2.618 |
2,443.6 |
|
4.250 |
2,278.8 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.5 |
2,820.5 |
| PP |
2,753.7 |
2,795.0 |
| S1 |
2,748.8 |
2,769.5 |
|