Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,169.75 |
4,146.50 |
-23.25 |
-0.6% |
4,263.25 |
High |
4,206.50 |
4,173.50 |
-33.00 |
-0.8% |
4,309.25 |
Low |
4,113.50 |
4,001.00 |
-112.50 |
-2.7% |
4,001.00 |
Close |
4,155.75 |
4,022.00 |
-133.75 |
-3.2% |
4,022.00 |
Range |
93.00 |
172.50 |
79.50 |
85.5% |
308.25 |
ATR |
114.96 |
119.07 |
4.11 |
3.6% |
0.00 |
Volume |
383,175 |
443,077 |
59,902 |
15.6% |
1,888,841 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,583.00 |
4,475.00 |
4,117.00 |
|
R3 |
4,410.50 |
4,302.50 |
4,069.50 |
|
R2 |
4,238.00 |
4,238.00 |
4,053.50 |
|
R1 |
4,130.00 |
4,130.00 |
4,037.75 |
4,097.75 |
PP |
4,065.50 |
4,065.50 |
4,065.50 |
4,049.50 |
S1 |
3,957.50 |
3,957.50 |
4,006.25 |
3,925.25 |
S2 |
3,893.00 |
3,893.00 |
3,990.50 |
|
S3 |
3,720.50 |
3,785.00 |
3,974.50 |
|
S4 |
3,548.00 |
3,612.50 |
3,927.00 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,035.50 |
4,837.00 |
4,191.50 |
|
R3 |
4,727.25 |
4,528.75 |
4,106.75 |
|
R2 |
4,419.00 |
4,419.00 |
4,078.50 |
|
R1 |
4,220.50 |
4,220.50 |
4,050.25 |
4,165.50 |
PP |
4,110.75 |
4,110.75 |
4,110.75 |
4,083.25 |
S1 |
3,912.25 |
3,912.25 |
3,993.75 |
3,857.50 |
S2 |
3,802.50 |
3,802.50 |
3,965.50 |
|
S3 |
3,494.25 |
3,604.00 |
3,937.25 |
|
S4 |
3,186.00 |
3,295.75 |
3,852.50 |
|
|
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 |
4,001.00 |
308.25 |
7.7% |
117.50 |
2.9% |
7% |
False |
True |
377,768 |
10 |
4,309.25 |
4,001.00 |
308.25 |
7.7% |
119.00 |
3.0% |
7% |
False |
True |
365,513 |
20 |
4,370.00 |
3,983.50 |
386.50 |
9.6% |
131.50 |
3.3% |
10% |
False |
False |
429,529 |
40 |
4,701.75 |
3,983.50 |
718.25 |
17.9% |
109.25 |
2.7% |
5% |
False |
False |
334,206 |
60 |
4,734.75 |
3,983.50 |
751.25 |
18.7% |
94.50 |
2.3% |
5% |
False |
False |
223,292 |
80 |
4,734.75 |
3,983.50 |
751.25 |
18.7% |
84.75 |
2.1% |
5% |
False |
False |
167,537 |
100 |
4,734.75 |
3,983.50 |
751.25 |
18.7% |
84.25 |
2.1% |
5% |
False |
False |
134,057 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.9% |
79.25 |
2.0% |
6% |
False |
False |
111,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,906.50 |
2.618 |
4,625.00 |
1.618 |
4,452.50 |
1.000 |
4,346.00 |
0.618 |
4,280.00 |
HIGH |
4,173.50 |
0.618 |
4,107.50 |
0.500 |
4,087.25 |
0.382 |
4,067.00 |
LOW |
4,001.00 |
0.618 |
3,894.50 |
1.000 |
3,828.50 |
1.618 |
3,722.00 |
2.618 |
3,549.50 |
4.250 |
3,268.00 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,087.25 |
4,108.00 |
PP |
4,065.50 |
4,079.25 |
S1 |
4,043.75 |
4,050.75 |
|