Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,907.75 |
1,905.25 |
-2.50 |
-0.1% |
1,929.75 |
High |
1,922.25 |
1,914.50 |
-7.75 |
-0.4% |
1,940.00 |
Low |
1,890.25 |
1,865.75 |
-24.50 |
-1.3% |
1,865.00 |
Close |
1,907.75 |
1,875.25 |
-32.50 |
-1.7% |
1,875.25 |
Range |
32.00 |
48.75 |
16.75 |
52.3% |
75.00 |
ATR |
43.58 |
43.95 |
0.37 |
0.8% |
0.00 |
Volume |
2,255,360 |
2,320,680 |
65,320 |
2.9% |
11,274,706 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.50 |
2,002.00 |
1,902.00 |
|
R3 |
1,982.75 |
1,953.25 |
1,888.75 |
|
R2 |
1,934.00 |
1,934.00 |
1,884.25 |
|
R1 |
1,904.50 |
1,904.50 |
1,879.75 |
1,895.00 |
PP |
1,885.25 |
1,885.25 |
1,885.25 |
1,880.25 |
S1 |
1,855.75 |
1,855.75 |
1,870.75 |
1,846.00 |
S2 |
1,836.50 |
1,836.50 |
1,866.25 |
|
S3 |
1,787.75 |
1,807.00 |
1,861.75 |
|
S4 |
1,739.00 |
1,758.25 |
1,848.50 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,118.50 |
2,071.75 |
1,916.50 |
|
R3 |
2,043.50 |
1,996.75 |
1,896.00 |
|
R2 |
1,968.50 |
1,968.50 |
1,889.00 |
|
R1 |
1,921.75 |
1,921.75 |
1,882.00 |
1,907.50 |
PP |
1,893.50 |
1,893.50 |
1,893.50 |
1,886.25 |
S1 |
1,846.75 |
1,846.75 |
1,868.50 |
1,832.50 |
S2 |
1,818.50 |
1,818.50 |
1,861.50 |
|
S3 |
1,743.50 |
1,771.75 |
1,854.50 |
|
S4 |
1,668.50 |
1,696.75 |
1,834.00 |
|
|
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 |
4.0% |
39.25 |
2.1% |
14% |
False |
False |
2,254,941 |
10 |
1,940.00 |
1,851.25 |
88.75 |
4.7% |
43.25 |
2.3% |
27% |
False |
False |
2,146,921 |
20 |
1,964.75 |
1,804.25 |
160.50 |
8.6% |
49.00 |
2.6% |
44% |
False |
False |
2,501,609 |
40 |
2,075.00 |
1,804.25 |
270.75 |
14.4% |
42.00 |
2.2% |
26% |
False |
False |
2,019,118 |
60 |
2,097.75 |
1,804.25 |
293.50 |
15.7% |
37.00 |
2.0% |
24% |
False |
False |
1,353,941 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
33.25 |
1.8% |
24% |
False |
False |
1,016,639 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
33.75 |
1.8% |
24% |
False |
False |
814,312 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
36.00 |
1.9% |
24% |
False |
False |
678,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,121.75 |
2.618 |
2,042.25 |
1.618 |
1,993.50 |
1.000 |
1,963.25 |
0.618 |
1,944.75 |
HIGH |
1,914.50 |
0.618 |
1,896.00 |
0.500 |
1,890.00 |
0.382 |
1,884.25 |
LOW |
1,865.75 |
0.618 |
1,835.50 |
1.000 |
1,817.00 |
1.618 |
1,786.75 |
2.618 |
1,738.00 |
4.250 |
1,658.50 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,890.00 |
1,893.50 |
PP |
1,885.25 |
1,887.50 |
S1 |
1,880.25 |
1,881.50 |
|