Trading Metrics calculated at close of trading on 03-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,286.50 |
4,186.00 |
-100.50 |
-2.3% |
4,247.50 |
High |
4,287.00 |
4,215.00 |
-72.00 |
-1.7% |
4,271.25 |
Low |
4,170.75 |
4,090.50 |
-80.25 |
-1.9% |
4,102.00 |
Close |
4,192.00 |
4,171.50 |
-20.50 |
-0.5% |
4,263.00 |
Range |
116.25 |
124.50 |
8.25 |
7.1% |
169.25 |
ATR |
116.04 |
116.65 |
0.60 |
0.5% |
0.00 |
Volume |
314,726 |
484,500 |
169,774 |
53.9% |
1,766,289 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,532.50 |
4,476.50 |
4,240.00 |
|
R3 |
4,408.00 |
4,352.00 |
4,205.75 |
|
R2 |
4,283.50 |
4,283.50 |
4,194.25 |
|
R1 |
4,227.50 |
4,227.50 |
4,183.00 |
4,193.25 |
PP |
4,159.00 |
4,159.00 |
4,159.00 |
4,142.00 |
S1 |
4,103.00 |
4,103.00 |
4,160.00 |
4,068.75 |
S2 |
4,034.50 |
4,034.50 |
4,148.75 |
|
S3 |
3,910.00 |
3,978.50 |
4,137.25 |
|
S4 |
3,785.50 |
3,854.00 |
4,103.00 |
|
|
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 |
4,090.50 |
218.75 |
5.2% |
111.25 |
2.7% |
37% |
False |
True |
361,106 |
10 |
4,309.25 |
4,085.75 |
223.50 |
5.4% |
116.50 |
2.8% |
38% |
False |
False |
371,156 |
20 |
4,487.50 |
3,983.50 |
504.00 |
12.1% |
132.00 |
3.2% |
37% |
False |
False |
430,621 |
40 |
4,724.25 |
3,983.50 |
740.75 |
17.8% |
105.75 |
2.5% |
25% |
False |
False |
313,908 |
60 |
4,734.75 |
3,983.50 |
751.25 |
18.0% |
92.25 |
2.2% |
25% |
False |
False |
209,533 |
80 |
4,734.75 |
3,983.50 |
751.25 |
18.0% |
82.25 |
2.0% |
25% |
False |
False |
157,221 |
100 |
4,734.75 |
3,983.50 |
751.25 |
18.0% |
82.25 |
2.0% |
25% |
False |
False |
125,794 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.2% |
77.50 |
1.9% |
26% |
False |
False |
104,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,744.00 |
2.618 |
4,541.00 |
1.618 |
4,416.50 |
1.000 |
4,339.50 |
0.618 |
4,292.00 |
HIGH |
4,215.00 |
0.618 |
4,167.50 |
0.500 |
4,152.75 |
0.382 |
4,138.00 |
LOW |
4,090.50 |
0.618 |
4,013.50 |
1.000 |
3,966.00 |
1.618 |
3,889.00 |
2.618 |
3,764.50 |
4.250 |
3,561.50 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,165.25 |
4,200.00 |
PP |
4,159.00 |
4,190.50 |
S1 |
4,152.75 |
4,181.00 |
|