Trading Metrics calculated at close of trading on 03-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,928.50 |
1,895.00 |
-33.50 |
-1.7% |
1,899.50 |
High |
1,929.25 |
1,912.25 |
-17.00 |
-0.9% |
1,933.00 |
Low |
1,889.00 |
1,865.00 |
-24.00 |
-1.3% |
1,851.25 |
Close |
1,897.50 |
1,908.50 |
11.00 |
0.6% |
1,930.00 |
Range |
40.25 |
47.25 |
7.00 |
17.4% |
81.75 |
ATR |
44.26 |
44.48 |
0.21 |
0.5% |
0.00 |
Volume |
2,102,411 |
2,848,193 |
745,782 |
35.5% |
10,194,507 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.00 |
2,020.00 |
1,934.50 |
|
R3 |
1,989.75 |
1,972.75 |
1,921.50 |
|
R2 |
1,942.50 |
1,942.50 |
1,917.25 |
|
R1 |
1,925.50 |
1,925.50 |
1,912.75 |
1,934.00 |
PP |
1,895.25 |
1,895.25 |
1,895.25 |
1,899.50 |
S1 |
1,878.25 |
1,878.25 |
1,904.25 |
1,886.75 |
S2 |
1,848.00 |
1,848.00 |
1,899.75 |
|
S3 |
1,800.75 |
1,831.00 |
1,895.50 |
|
S4 |
1,753.50 |
1,783.75 |
1,882.50 |
|
|
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 |
1,865.00 |
75.00 |
3.9% |
41.75 |
2.2% |
58% |
False |
True |
2,271,834 |
10 |
1,940.00 |
1,836.25 |
103.75 |
5.4% |
44.50 |
2.3% |
70% |
False |
False |
2,172,910 |
20 |
2,013.25 |
1,804.25 |
209.00 |
11.0% |
50.25 |
2.6% |
50% |
False |
False |
2,533,148 |
40 |
2,088.75 |
1,804.25 |
284.50 |
14.9% |
41.50 |
2.2% |
37% |
False |
False |
1,910,335 |
60 |
2,097.75 |
1,804.25 |
293.50 |
15.4% |
36.50 |
1.9% |
36% |
False |
False |
1,277,845 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.6% |
32.75 |
1.7% |
35% |
False |
False |
959,592 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.6% |
33.50 |
1.8% |
35% |
False |
False |
768,558 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.6% |
35.75 |
1.9% |
35% |
False |
False |
640,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,113.00 |
2.618 |
2,036.00 |
1.618 |
1,988.75 |
1.000 |
1,959.50 |
0.618 |
1,941.50 |
HIGH |
1,912.25 |
0.618 |
1,894.25 |
0.500 |
1,888.50 |
0.382 |
1,883.00 |
LOW |
1,865.00 |
0.618 |
1,835.75 |
1.000 |
1,817.75 |
1.618 |
1,788.50 |
2.618 |
1,741.25 |
4.250 |
1,664.25 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,902.00 |
1,906.50 |
PP |
1,895.25 |
1,904.50 |
S1 |
1,888.50 |
1,902.50 |
|