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 |
4,263.25 |
4,286.50 |
23.25 |
0.5% |
4,247.50 |
High |
4,309.25 |
4,287.00 |
-22.25 |
-0.5% |
4,271.25 |
Low |
4,228.50 |
4,170.75 |
-57.75 |
-1.4% |
4,102.00 |
Close |
4,291.50 |
4,192.00 |
-99.50 |
-2.3% |
4,263.00 |
Range |
80.75 |
116.25 |
35.50 |
44.0% |
169.25 |
ATR |
115.68 |
116.04 |
0.36 |
0.3% |
0.00 |
Volume |
263,363 |
314,726 |
51,363 |
19.5% |
1,766,289 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,565.25 |
4,495.00 |
4,256.00 |
|
R3 |
4,449.00 |
4,378.75 |
4,224.00 |
|
R2 |
4,332.75 |
4,332.75 |
4,213.25 |
|
R1 |
4,262.50 |
4,262.50 |
4,202.75 |
4,239.50 |
PP |
4,216.50 |
4,216.50 |
4,216.50 |
4,205.00 |
S1 |
4,146.25 |
4,146.25 |
4,181.25 |
4,123.25 |
S2 |
4,100.25 |
4,100.25 |
4,170.75 |
|
S3 |
3,984.00 |
4,030.00 |
4,160.00 |
|
S4 |
3,867.75 |
3,913.75 |
4,128.00 |
|
|
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 |
4.9% |
109.75 |
2.6% |
43% |
False |
False |
345,911 |
10 |
4,309.25 |
3,983.50 |
325.75 |
7.8% |
122.75 |
2.9% |
64% |
False |
False |
385,530 |
20 |
4,523.00 |
3,983.50 |
539.50 |
12.9% |
129.00 |
3.1% |
39% |
False |
False |
421,455 |
40 |
4,724.25 |
3,983.50 |
740.75 |
17.7% |
105.50 |
2.5% |
28% |
False |
False |
301,878 |
60 |
4,734.75 |
3,983.50 |
751.25 |
17.9% |
91.00 |
2.2% |
28% |
False |
False |
201,460 |
80 |
4,734.75 |
3,983.50 |
751.25 |
17.9% |
81.75 |
1.9% |
28% |
False |
False |
151,167 |
100 |
4,734.75 |
3,983.50 |
751.25 |
17.9% |
81.75 |
1.9% |
28% |
False |
False |
120,949 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.1% |
77.25 |
1.8% |
28% |
False |
False |
100,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,781.00 |
2.618 |
4,591.25 |
1.618 |
4,475.00 |
1.000 |
4,403.25 |
0.618 |
4,358.75 |
HIGH |
4,287.00 |
0.618 |
4,242.50 |
0.500 |
4,229.00 |
0.382 |
4,215.25 |
LOW |
4,170.75 |
0.618 |
4,099.00 |
1.000 |
4,054.50 |
1.618 |
3,982.75 |
2.618 |
3,866.50 |
4.250 |
3,676.75 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,229.00 |
4,219.00 |
PP |
4,216.50 |
4,210.00 |
S1 |
4,204.25 |
4,201.00 |
|