| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
4,146.50 |
4,027.25 |
-119.25 |
-2.9% |
4,263.25 |
| High |
4,173.50 |
4,046.00 |
-127.50 |
-3.1% |
4,309.25 |
| Low |
4,001.00 |
3,883.00 |
-118.00 |
-2.9% |
4,001.00 |
| Close |
4,022.00 |
3,964.25 |
-57.75 |
-1.4% |
4,022.00 |
| Range |
172.50 |
163.00 |
-9.50 |
-5.5% |
308.25 |
| ATR |
119.07 |
122.21 |
3.14 |
2.6% |
0.00 |
| Volume |
443,077 |
542,371 |
99,294 |
22.4% |
1,888,841 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,453.50 |
4,371.75 |
4,054.00 |
|
| R3 |
4,290.50 |
4,208.75 |
4,009.00 |
|
| R2 |
4,127.50 |
4,127.50 |
3,994.25 |
|
| R1 |
4,045.75 |
4,045.75 |
3,979.25 |
4,005.00 |
| PP |
3,964.50 |
3,964.50 |
3,964.50 |
3,944.00 |
| S1 |
3,882.75 |
3,882.75 |
3,949.25 |
3,842.00 |
| S2 |
3,801.50 |
3,801.50 |
3,934.25 |
|
| S3 |
3,638.50 |
3,719.75 |
3,919.50 |
|
| S4 |
3,475.50 |
3,556.75 |
3,874.50 |
|
|
| 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 |
4,287.00 |
3,883.00 |
404.00 |
10.2% |
133.75 |
3.4% |
20% |
False |
True |
433,569 |
| 10 |
4,309.25 |
3,883.00 |
426.25 |
10.8% |
121.25 |
3.1% |
19% |
False |
True |
390,990 |
| 20 |
4,365.00 |
3,883.00 |
482.00 |
12.2% |
134.00 |
3.4% |
17% |
False |
True |
432,622 |
| 40 |
4,697.75 |
3,883.00 |
814.75 |
20.6% |
110.50 |
2.8% |
10% |
False |
True |
347,106 |
| 60 |
4,734.75 |
3,883.00 |
851.75 |
21.5% |
96.25 |
2.4% |
10% |
False |
True |
232,328 |
| 80 |
4,734.75 |
3,883.00 |
851.75 |
21.5% |
86.25 |
2.2% |
10% |
False |
True |
174,316 |
| 100 |
4,734.75 |
3,883.00 |
851.75 |
21.5% |
85.00 |
2.1% |
10% |
False |
True |
139,480 |
| 120 |
4,734.75 |
3,883.00 |
851.75 |
21.5% |
80.25 |
2.0% |
10% |
False |
True |
116,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,738.75 |
|
2.618 |
4,472.75 |
|
1.618 |
4,309.75 |
|
1.000 |
4,209.00 |
|
0.618 |
4,146.75 |
|
HIGH |
4,046.00 |
|
0.618 |
3,983.75 |
|
0.500 |
3,964.50 |
|
0.382 |
3,945.25 |
|
LOW |
3,883.00 |
|
0.618 |
3,782.25 |
|
1.000 |
3,720.00 |
|
1.618 |
3,619.25 |
|
2.618 |
3,456.25 |
|
4.250 |
3,190.25 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,964.50 |
4,044.75 |
| PP |
3,964.50 |
4,018.00 |
| S1 |
3,964.25 |
3,991.00 |
|