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 |
4,186.00 |
4,169.75 |
-16.25 |
-0.4% |
4,247.50 |
High |
4,215.00 |
4,206.50 |
-8.50 |
-0.2% |
4,271.25 |
Low |
4,090.50 |
4,113.50 |
23.00 |
0.6% |
4,102.00 |
Close |
4,171.50 |
4,155.75 |
-15.75 |
-0.4% |
4,263.00 |
Range |
124.50 |
93.00 |
-31.50 |
-25.3% |
169.25 |
ATR |
116.65 |
114.96 |
-1.69 |
-1.4% |
0.00 |
Volume |
484,500 |
383,175 |
-101,325 |
-20.9% |
1,766,289 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,437.50 |
4,389.75 |
4,207.00 |
|
R3 |
4,344.50 |
4,296.75 |
4,181.25 |
|
R2 |
4,251.50 |
4,251.50 |
4,172.75 |
|
R1 |
4,203.75 |
4,203.75 |
4,164.25 |
4,181.00 |
PP |
4,158.50 |
4,158.50 |
4,158.50 |
4,147.25 |
S1 |
4,110.75 |
4,110.75 |
4,147.25 |
4,088.00 |
S2 |
4,065.50 |
4,065.50 |
4,138.75 |
|
S3 |
3,972.50 |
4,017.75 |
4,130.25 |
|
S4 |
3,879.50 |
3,924.75 |
4,104.50 |
|
|
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 |
5.3% |
111.25 |
2.7% |
30% |
False |
False |
354,925 |
10 |
4,309.25 |
4,090.50 |
218.75 |
5.3% |
115.25 |
2.8% |
30% |
False |
False |
354,064 |
20 |
4,458.50 |
3,983.50 |
475.00 |
11.4% |
131.50 |
3.2% |
36% |
False |
False |
432,441 |
40 |
4,703.50 |
3,983.50 |
720.00 |
17.3% |
106.50 |
2.6% |
24% |
False |
False |
323,347 |
60 |
4,734.75 |
3,983.50 |
751.25 |
18.1% |
93.00 |
2.2% |
23% |
False |
False |
215,909 |
80 |
4,734.75 |
3,983.50 |
751.25 |
18.1% |
83.00 |
2.0% |
23% |
False |
False |
162,005 |
100 |
4,734.75 |
3,983.50 |
751.25 |
18.1% |
82.75 |
2.0% |
23% |
False |
False |
129,626 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.3% |
78.00 |
1.9% |
24% |
False |
False |
108,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,601.75 |
2.618 |
4,450.00 |
1.618 |
4,357.00 |
1.000 |
4,299.50 |
0.618 |
4,264.00 |
HIGH |
4,206.50 |
0.618 |
4,171.00 |
0.500 |
4,160.00 |
0.382 |
4,149.00 |
LOW |
4,113.50 |
0.618 |
4,056.00 |
1.000 |
4,020.50 |
1.618 |
3,963.00 |
2.618 |
3,870.00 |
4.250 |
3,718.25 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,160.00 |
4,188.75 |
PP |
4,158.50 |
4,177.75 |
S1 |
4,157.25 |
4,166.75 |
|