Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
16,075 |
16,258 |
183 |
1.1% |
16,008 |
High |
16,301 |
16,408 |
107 |
0.7% |
16,376 |
Low |
15,875 |
16,127 |
252 |
1.6% |
15,640 |
Close |
16,263 |
16,328 |
65 |
0.4% |
16,356 |
Range |
426 |
281 |
-145 |
-34.0% |
736 |
ATR |
352 |
347 |
-5 |
-1.4% |
0 |
Volume |
357,093 |
269,221 |
-87,872 |
-24.6% |
1,121,234 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,131 |
17,010 |
16,483 |
|
R3 |
16,850 |
16,729 |
16,405 |
|
R2 |
16,569 |
16,569 |
16,380 |
|
R1 |
16,448 |
16,448 |
16,354 |
16,509 |
PP |
16,288 |
16,288 |
16,288 |
16,318 |
S1 |
16,167 |
16,167 |
16,302 |
16,228 |
S2 |
16,007 |
16,007 |
16,277 |
|
S3 |
15,726 |
15,886 |
16,251 |
|
S4 |
15,445 |
15,605 |
16,174 |
|
|
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 |
15,875 |
551 |
3.4% |
334 |
2.0% |
82% |
False |
False |
245,570 |
10 |
16,426 |
15,640 |
786 |
4.8% |
335 |
2.1% |
88% |
False |
False |
233,703 |
20 |
16,881 |
15,365 |
1,516 |
9.3% |
391 |
2.4% |
64% |
False |
False |
276,715 |
40 |
17,735 |
15,365 |
2,370 |
14.5% |
334 |
2.0% |
41% |
False |
False |
203,124 |
60 |
17,825 |
15,365 |
2,460 |
15.1% |
294 |
1.8% |
39% |
False |
False |
135,640 |
80 |
17,828 |
15,365 |
2,463 |
15.1% |
260 |
1.6% |
39% |
False |
False |
101,767 |
100 |
17,828 |
15,365 |
2,463 |
15.1% |
261 |
1.6% |
39% |
False |
False |
81,424 |
120 |
17,828 |
15,365 |
2,463 |
15.1% |
254 |
1.6% |
39% |
False |
False |
67,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,602 |
2.618 |
17,144 |
1.618 |
16,863 |
1.000 |
16,689 |
0.618 |
16,582 |
HIGH |
16,408 |
0.618 |
16,301 |
0.500 |
16,268 |
0.382 |
16,234 |
LOW |
16,127 |
0.618 |
15,953 |
1.000 |
15,846 |
1.618 |
15,672 |
2.618 |
15,391 |
4.250 |
14,933 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
16,308 |
16,266 |
PP |
16,288 |
16,204 |
S1 |
16,268 |
16,142 |
|