Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,895.00 |
1,907.75 |
12.75 |
0.7% |
1,899.50 |
High |
1,912.25 |
1,922.25 |
10.00 |
0.5% |
1,933.00 |
Low |
1,865.00 |
1,890.25 |
25.25 |
1.4% |
1,851.25 |
Close |
1,908.50 |
1,907.75 |
-0.75 |
0.0% |
1,930.00 |
Range |
47.25 |
32.00 |
-15.25 |
-32.3% |
81.75 |
ATR |
44.48 |
43.58 |
-0.89 |
-2.0% |
0.00 |
Volume |
2,848,193 |
2,255,360 |
-592,833 |
-20.8% |
10,194,507 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.75 |
1,987.25 |
1,925.25 |
|
R3 |
1,970.75 |
1,955.25 |
1,916.50 |
|
R2 |
1,938.75 |
1,938.75 |
1,913.50 |
|
R1 |
1,923.25 |
1,923.25 |
1,910.75 |
1,923.75 |
PP |
1,906.75 |
1,906.75 |
1,906.75 |
1,907.00 |
S1 |
1,891.25 |
1,891.25 |
1,904.75 |
1,891.75 |
S2 |
1,874.75 |
1,874.75 |
1,902.00 |
|
S3 |
1,842.75 |
1,859.25 |
1,899.00 |
|
S4 |
1,810.75 |
1,827.25 |
1,890.25 |
|
|
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 |
1,865.00 |
75.00 |
3.9% |
40.75 |
2.1% |
57% |
False |
False |
2,272,085 |
10 |
1,940.00 |
1,851.25 |
88.75 |
4.7% |
43.00 |
2.3% |
64% |
False |
False |
2,125,505 |
20 |
1,991.00 |
1,804.25 |
186.75 |
9.8% |
49.50 |
2.6% |
55% |
False |
False |
2,534,040 |
40 |
2,075.00 |
1,804.25 |
270.75 |
14.2% |
41.50 |
2.2% |
38% |
False |
False |
1,965,141 |
60 |
2,097.75 |
1,804.25 |
293.50 |
15.4% |
36.75 |
1.9% |
35% |
False |
False |
1,315,345 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.6% |
33.00 |
1.7% |
35% |
False |
False |
987,730 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.6% |
33.50 |
1.8% |
35% |
False |
False |
791,108 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.6% |
35.75 |
1.9% |
35% |
False |
False |
659,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.25 |
2.618 |
2,006.00 |
1.618 |
1,974.00 |
1.000 |
1,954.25 |
0.618 |
1,942.00 |
HIGH |
1,922.25 |
0.618 |
1,910.00 |
0.500 |
1,906.25 |
0.382 |
1,902.50 |
LOW |
1,890.25 |
0.618 |
1,870.50 |
1.000 |
1,858.25 |
1.618 |
1,838.50 |
2.618 |
1,806.50 |
4.250 |
1,754.25 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,907.25 |
1,904.25 |
PP |
1,906.75 |
1,900.75 |
S1 |
1,906.25 |
1,897.00 |
|