Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,030.5 |
1,023.0 |
-7.5 |
-0.7% |
1,014.7 |
High |
1,034.9 |
1,024.9 |
-10.0 |
-1.0% |
1,035.8 |
Low |
1,016.3 |
1,001.5 |
-14.8 |
-1.5% |
983.3 |
Close |
1,026.3 |
1,007.4 |
-18.9 |
-1.8% |
1,031.4 |
Range |
18.6 |
23.4 |
4.8 |
25.8% |
52.5 |
ATR |
28.3 |
28.0 |
-0.2 |
-0.9% |
0.0 |
Volume |
114,330 |
118,467 |
4,137 |
3.6% |
640,702 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,081.5 |
1,067.8 |
1,020.3 |
|
R3 |
1,058.0 |
1,044.5 |
1,013.8 |
|
R2 |
1,034.8 |
1,034.8 |
1,011.8 |
|
R1 |
1,021.0 |
1,021.0 |
1,009.5 |
1,016.3 |
PP |
1,011.3 |
1,011.3 |
1,011.3 |
1,008.8 |
S1 |
997.8 |
997.8 |
1,005.3 |
992.8 |
S2 |
987.8 |
987.8 |
1,003.0 |
|
S3 |
964.5 |
974.3 |
1,001.0 |
|
S4 |
941.0 |
950.8 |
994.5 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.3 |
1,155.3 |
1,060.3 |
|
R3 |
1,121.8 |
1,102.8 |
1,045.8 |
|
R2 |
1,069.3 |
1,069.3 |
1,041.0 |
|
R1 |
1,050.3 |
1,050.3 |
1,036.3 |
1,059.8 |
PP |
1,016.8 |
1,016.8 |
1,016.8 |
1,021.5 |
S1 |
997.8 |
997.8 |
1,026.5 |
1,007.3 |
S2 |
964.3 |
964.3 |
1,021.8 |
|
S3 |
911.8 |
945.3 |
1,017.0 |
|
S4 |
859.3 |
892.8 |
1,002.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,035.8 |
994.0 |
41.8 |
4.1% |
25.0 |
2.5% |
32% |
False |
False |
130,636 |
10 |
1,035.8 |
953.7 |
82.1 |
8.1% |
29.8 |
2.9% |
65% |
False |
False |
140,198 |
20 |
1,111.8 |
953.7 |
158.1 |
15.7% |
31.5 |
3.1% |
34% |
False |
False |
150,248 |
40 |
1,182.0 |
953.7 |
228.3 |
22.7% |
25.8 |
2.6% |
24% |
False |
False |
120,449 |
60 |
1,202.4 |
953.7 |
248.7 |
24.7% |
21.3 |
2.1% |
22% |
False |
False |
80,655 |
80 |
1,202.4 |
953.7 |
248.7 |
24.7% |
18.5 |
1.8% |
22% |
False |
False |
60,534 |
100 |
1,202.4 |
953.7 |
248.7 |
24.7% |
16.5 |
1.6% |
22% |
False |
False |
48,431 |
120 |
1,213.2 |
953.7 |
259.5 |
25.8% |
13.8 |
1.4% |
21% |
False |
False |
40,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,124.3 |
2.618 |
1,086.3 |
1.618 |
1,062.8 |
1.000 |
1,048.3 |
0.618 |
1,039.3 |
HIGH |
1,025.0 |
0.618 |
1,016.0 |
0.500 |
1,013.3 |
0.382 |
1,010.5 |
LOW |
1,001.5 |
0.618 |
987.0 |
1.000 |
978.0 |
1.618 |
963.8 |
2.618 |
940.3 |
4.250 |
902.0 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,013.3 |
1,015.8 |
PP |
1,011.3 |
1,013.0 |
S1 |
1,009.3 |
1,010.3 |
|