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 |
4,135.00 |
4,263.25 |
128.25 |
3.1% |
4,247.50 |
High |
4,271.25 |
4,309.25 |
38.00 |
0.9% |
4,271.25 |
Low |
4,129.00 |
4,228.50 |
99.50 |
2.4% |
4,102.00 |
Close |
4,263.00 |
4,291.50 |
28.50 |
0.7% |
4,263.00 |
Range |
142.25 |
80.75 |
-61.50 |
-43.2% |
169.25 |
ATR |
118.37 |
115.68 |
-2.69 |
-2.3% |
0.00 |
Volume |
328,862 |
263,363 |
-65,499 |
-19.9% |
1,766,289 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,518.75 |
4,485.75 |
4,336.00 |
|
R3 |
4,438.00 |
4,405.00 |
4,313.75 |
|
R2 |
4,357.25 |
4,357.25 |
4,306.25 |
|
R1 |
4,324.25 |
4,324.25 |
4,299.00 |
4,340.75 |
PP |
4,276.50 |
4,276.50 |
4,276.50 |
4,284.50 |
S1 |
4,243.50 |
4,243.50 |
4,284.00 |
4,260.00 |
S2 |
4,195.75 |
4,195.75 |
4,276.75 |
|
S3 |
4,115.00 |
4,162.75 |
4,269.25 |
|
S4 |
4,034.25 |
4,082.00 |
4,247.00 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,719.75 |
4,660.75 |
4,356.00 |
|
R3 |
4,550.50 |
4,491.50 |
4,309.50 |
|
R2 |
4,381.25 |
4,381.25 |
4,294.00 |
|
R1 |
4,322.25 |
4,322.25 |
4,278.50 |
4,351.75 |
PP |
4,212.00 |
4,212.00 |
4,212.00 |
4,227.00 |
S1 |
4,153.00 |
4,153.00 |
4,247.50 |
4,182.50 |
S2 |
4,042.75 |
4,042.75 |
4,232.00 |
|
S3 |
3,873.50 |
3,983.75 |
4,216.50 |
|
S4 |
3,704.25 |
3,814.50 |
4,170.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,309.25 |
4,102.00 |
207.25 |
4.8% |
108.50 |
2.5% |
91% |
True |
False |
348,410 |
10 |
4,309.25 |
3,983.50 |
325.75 |
7.6% |
123.75 |
2.9% |
95% |
True |
False |
401,634 |
20 |
4,606.75 |
3,983.50 |
623.25 |
14.5% |
132.25 |
3.1% |
49% |
False |
False |
424,152 |
40 |
4,725.25 |
3,983.50 |
741.75 |
17.3% |
106.50 |
2.5% |
42% |
False |
False |
294,085 |
60 |
4,734.75 |
3,983.50 |
751.25 |
17.5% |
89.75 |
2.1% |
41% |
False |
False |
196,217 |
80 |
4,734.75 |
3,983.50 |
751.25 |
17.5% |
81.00 |
1.9% |
41% |
False |
False |
147,233 |
100 |
4,734.75 |
3,983.50 |
751.25 |
17.5% |
81.50 |
1.9% |
41% |
False |
False |
117,802 |
120 |
4,734.75 |
3,975.75 |
759.00 |
17.7% |
77.00 |
1.8% |
42% |
False |
False |
98,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,652.50 |
2.618 |
4,520.75 |
1.618 |
4,440.00 |
1.000 |
4,390.00 |
0.618 |
4,359.25 |
HIGH |
4,309.25 |
0.618 |
4,278.50 |
0.500 |
4,269.00 |
0.382 |
4,259.25 |
LOW |
4,228.50 |
0.618 |
4,178.50 |
1.000 |
4,147.75 |
1.618 |
4,097.75 |
2.618 |
4,017.00 |
4.250 |
3,885.25 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,284.00 |
4,263.75 |
PP |
4,276.50 |
4,235.75 |
S1 |
4,269.00 |
4,208.00 |
|