| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
15,957 |
16,367 |
410 |
2.6% |
16,008 |
| High |
16,376 |
16,426 |
50 |
0.3% |
16,376 |
| Low |
15,937 |
16,209 |
272 |
1.7% |
15,640 |
| Close |
16,356 |
16,340 |
-16 |
-0.1% |
16,356 |
| Range |
439 |
217 |
-222 |
-50.6% |
736 |
| ATR |
359 |
349 |
-10 |
-2.8% |
0 |
| Volume |
217,260 |
178,466 |
-38,794 |
-17.9% |
1,121,234 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,976 |
16,875 |
16,459 |
|
| R3 |
16,759 |
16,658 |
16,400 |
|
| R2 |
16,542 |
16,542 |
16,380 |
|
| R1 |
16,441 |
16,441 |
16,360 |
16,383 |
| PP |
16,325 |
16,325 |
16,325 |
16,296 |
| S1 |
16,224 |
16,224 |
16,320 |
16,166 |
| S2 |
16,108 |
16,108 |
16,300 |
|
| S3 |
15,891 |
16,007 |
16,280 |
|
| S4 |
15,674 |
15,790 |
16,221 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,332 |
18,080 |
16,761 |
|
| R3 |
17,596 |
17,344 |
16,559 |
|
| R2 |
16,860 |
16,860 |
16,491 |
|
| R1 |
16,608 |
16,608 |
16,424 |
16,734 |
| PP |
16,124 |
16,124 |
16,124 |
16,187 |
| S1 |
15,872 |
15,872 |
16,289 |
15,998 |
| S2 |
15,388 |
15,388 |
16,221 |
|
| S3 |
14,652 |
15,136 |
16,154 |
|
| S4 |
13,916 |
14,400 |
15,951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,426 |
15,640 |
786 |
4.8% |
353 |
2.2% |
89% |
True |
False |
223,995 |
| 10 |
16,426 |
15,365 |
1,061 |
6.5% |
370 |
2.3% |
92% |
True |
False |
258,352 |
| 20 |
17,399 |
15,365 |
2,034 |
12.4% |
396 |
2.4% |
48% |
False |
False |
267,268 |
| 40 |
17,790 |
15,365 |
2,425 |
14.8% |
336 |
2.1% |
40% |
False |
False |
182,557 |
| 60 |
17,828 |
15,365 |
2,463 |
15.1% |
284 |
1.7% |
40% |
False |
False |
121,775 |
| 80 |
17,828 |
15,365 |
2,463 |
15.1% |
255 |
1.6% |
40% |
False |
False |
91,368 |
| 100 |
17,828 |
15,365 |
2,463 |
15.1% |
259 |
1.6% |
40% |
False |
False |
73,103 |
| 120 |
17,828 |
15,365 |
2,463 |
15.1% |
249 |
1.5% |
40% |
False |
False |
60,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,348 |
|
2.618 |
16,994 |
|
1.618 |
16,777 |
|
1.000 |
16,643 |
|
0.618 |
16,560 |
|
HIGH |
16,426 |
|
0.618 |
16,343 |
|
0.500 |
16,318 |
|
0.382 |
16,292 |
|
LOW |
16,209 |
|
0.618 |
16,075 |
|
1.000 |
15,992 |
|
1.618 |
15,858 |
|
2.618 |
15,641 |
|
4.250 |
15,287 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,333 |
16,259 |
| PP |
16,325 |
16,178 |
| S1 |
16,318 |
16,097 |
|