Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,929.75 |
1,928.50 |
-1.25 |
-0.1% |
1,899.50 |
High |
1,940.00 |
1,929.25 |
-10.75 |
-0.6% |
1,933.00 |
Low |
1,912.50 |
1,889.00 |
-23.50 |
-1.2% |
1,851.25 |
Close |
1,931.25 |
1,897.50 |
-33.75 |
-1.7% |
1,930.00 |
Range |
27.50 |
40.25 |
12.75 |
46.4% |
81.75 |
ATR |
44.42 |
44.26 |
-0.15 |
-0.3% |
0.00 |
Volume |
1,748,062 |
2,102,411 |
354,349 |
20.3% |
10,194,507 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.00 |
2,002.00 |
1,919.75 |
|
R3 |
1,985.75 |
1,961.75 |
1,908.50 |
|
R2 |
1,945.50 |
1,945.50 |
1,905.00 |
|
R1 |
1,921.50 |
1,921.50 |
1,901.25 |
1,913.50 |
PP |
1,905.25 |
1,905.25 |
1,905.25 |
1,901.25 |
S1 |
1,881.25 |
1,881.25 |
1,893.75 |
1,873.00 |
S2 |
1,865.00 |
1,865.00 |
1,890.00 |
|
S3 |
1,824.75 |
1,841.00 |
1,886.50 |
|
S4 |
1,784.50 |
1,800.75 |
1,875.25 |
|
|
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 |
1,864.50 |
75.50 |
4.0% |
41.25 |
2.2% |
44% |
False |
False |
2,124,868 |
10 |
1,940.00 |
1,804.25 |
135.75 |
7.2% |
47.00 |
2.5% |
69% |
False |
False |
2,281,068 |
20 |
2,017.00 |
1,804.25 |
212.75 |
11.2% |
49.00 |
2.6% |
44% |
False |
False |
2,475,187 |
40 |
2,088.75 |
1,804.25 |
284.50 |
15.0% |
41.50 |
2.2% |
33% |
False |
False |
1,840,288 |
60 |
2,097.75 |
1,804.25 |
293.50 |
15.5% |
36.00 |
1.9% |
32% |
False |
False |
1,230,454 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
32.50 |
1.7% |
31% |
False |
False |
924,084 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
33.50 |
1.8% |
31% |
False |
False |
740,087 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
35.50 |
1.9% |
31% |
False |
False |
616,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,100.25 |
2.618 |
2,034.50 |
1.618 |
1,994.25 |
1.000 |
1,969.50 |
0.618 |
1,954.00 |
HIGH |
1,929.25 |
0.618 |
1,913.75 |
0.500 |
1,909.00 |
0.382 |
1,904.50 |
LOW |
1,889.00 |
0.618 |
1,864.25 |
1.000 |
1,848.75 |
1.618 |
1,824.00 |
2.618 |
1,783.75 |
4.250 |
1,718.00 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,909.00 |
1,908.25 |
PP |
1,905.25 |
1,904.75 |
S1 |
1,901.50 |
1,901.00 |
|