Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,878.75 |
1,929.75 |
51.00 |
2.7% |
1,899.50 |
High |
1,933.00 |
1,940.00 |
7.00 |
0.4% |
1,933.00 |
Low |
1,876.50 |
1,912.50 |
36.00 |
1.9% |
1,851.25 |
Close |
1,930.00 |
1,931.25 |
1.25 |
0.1% |
1,930.00 |
Range |
56.50 |
27.50 |
-29.00 |
-51.3% |
81.75 |
ATR |
45.72 |
44.42 |
-1.30 |
-2.8% |
0.00 |
Volume |
2,406,399 |
1,748,062 |
-658,337 |
-27.4% |
10,194,507 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.50 |
1,998.25 |
1,946.50 |
|
R3 |
1,983.00 |
1,970.75 |
1,938.75 |
|
R2 |
1,955.50 |
1,955.50 |
1,936.25 |
|
R1 |
1,943.25 |
1,943.25 |
1,933.75 |
1,949.50 |
PP |
1,928.00 |
1,928.00 |
1,928.00 |
1,931.00 |
S1 |
1,915.75 |
1,915.75 |
1,928.75 |
1,922.00 |
S2 |
1,900.50 |
1,900.50 |
1,926.25 |
|
S3 |
1,873.00 |
1,888.25 |
1,923.75 |
|
S4 |
1,845.50 |
1,860.75 |
1,916.00 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,150.00 |
2,121.75 |
1,975.00 |
|
R3 |
2,068.25 |
2,040.00 |
1,952.50 |
|
R2 |
1,986.50 |
1,986.50 |
1,945.00 |
|
R1 |
1,958.25 |
1,958.25 |
1,937.50 |
1,972.50 |
PP |
1,904.75 |
1,904.75 |
1,904.75 |
1,911.75 |
S1 |
1,876.50 |
1,876.50 |
1,922.50 |
1,890.50 |
S2 |
1,823.00 |
1,823.00 |
1,915.00 |
|
S3 |
1,741.25 |
1,794.75 |
1,907.50 |
|
S4 |
1,659.50 |
1,713.00 |
1,885.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,940.00 |
1,851.25 |
88.75 |
4.6% |
43.00 |
2.2% |
90% |
True |
False |
2,060,433 |
10 |
1,940.00 |
1,804.25 |
135.75 |
7.0% |
48.25 |
2.5% |
94% |
True |
False |
2,350,495 |
20 |
2,043.50 |
1,804.25 |
239.25 |
12.4% |
50.25 |
2.6% |
53% |
False |
False |
2,480,894 |
40 |
2,088.75 |
1,804.25 |
284.50 |
14.7% |
41.75 |
2.2% |
45% |
False |
False |
1,789,103 |
60 |
2,102.50 |
1,804.25 |
298.25 |
15.4% |
35.75 |
1.9% |
43% |
False |
False |
1,195,475 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.5% |
32.50 |
1.7% |
43% |
False |
False |
897,874 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.5% |
33.50 |
1.7% |
43% |
False |
False |
719,084 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.5% |
35.50 |
1.8% |
43% |
False |
False |
599,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,057.00 |
2.618 |
2,012.00 |
1.618 |
1,984.50 |
1.000 |
1,967.50 |
0.618 |
1,957.00 |
HIGH |
1,940.00 |
0.618 |
1,929.50 |
0.500 |
1,926.25 |
0.382 |
1,923.00 |
LOW |
1,912.50 |
0.618 |
1,895.50 |
1.000 |
1,885.00 |
1.618 |
1,868.00 |
2.618 |
1,840.50 |
4.250 |
1,795.50 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,929.50 |
1,921.75 |
PP |
1,928.00 |
1,912.25 |
S1 |
1,926.25 |
1,903.00 |
|