| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,876.25 |
1,849.75 |
-26.50 |
-1.4% |
1,929.75 |
| High |
1,884.50 |
1,863.75 |
-20.75 |
-1.1% |
1,940.00 |
| Low |
1,821.75 |
1,825.75 |
4.00 |
0.2% |
1,865.00 |
| Close |
1,852.00 |
1,848.25 |
-3.75 |
-0.2% |
1,875.25 |
| Range |
62.75 |
38.00 |
-24.75 |
-39.4% |
75.00 |
| ATR |
45.30 |
44.77 |
-0.52 |
-1.2% |
0.00 |
| Volume |
2,674,512 |
2,792,208 |
117,696 |
4.4% |
11,274,706 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.00 |
1,942.00 |
1,869.25 |
|
| R3 |
1,922.00 |
1,904.00 |
1,858.75 |
|
| R2 |
1,884.00 |
1,884.00 |
1,855.25 |
|
| R1 |
1,866.00 |
1,866.00 |
1,851.75 |
1,856.00 |
| PP |
1,846.00 |
1,846.00 |
1,846.00 |
1,841.00 |
| S1 |
1,828.00 |
1,828.00 |
1,844.75 |
1,818.00 |
| S2 |
1,808.00 |
1,808.00 |
1,841.25 |
|
| S3 |
1,770.00 |
1,790.00 |
1,837.75 |
|
| S4 |
1,732.00 |
1,752.00 |
1,827.25 |
|
|
| 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 |
1,922.25 |
1,821.75 |
100.50 |
5.4% |
45.75 |
2.5% |
26% |
False |
False |
2,578,190 |
| 10 |
1,940.00 |
1,821.75 |
118.25 |
6.4% |
43.50 |
2.4% |
22% |
False |
False |
2,351,529 |
| 20 |
1,946.50 |
1,804.25 |
142.25 |
7.7% |
49.50 |
2.7% |
31% |
False |
False |
2,515,708 |
| 40 |
2,075.00 |
1,804.25 |
270.75 |
14.6% |
42.75 |
2.3% |
16% |
False |
False |
2,126,668 |
| 60 |
2,097.75 |
1,804.25 |
293.50 |
15.9% |
38.00 |
2.1% |
15% |
False |
False |
1,444,967 |
| 80 |
2,102.75 |
1,804.25 |
298.50 |
16.2% |
34.00 |
1.8% |
15% |
False |
False |
1,084,741 |
| 100 |
2,102.75 |
1,804.25 |
298.50 |
16.2% |
34.25 |
1.9% |
15% |
False |
False |
868,952 |
| 120 |
2,102.75 |
1,804.25 |
298.50 |
16.2% |
36.50 |
2.0% |
15% |
False |
False |
724,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,025.25 |
|
2.618 |
1,963.25 |
|
1.618 |
1,925.25 |
|
1.000 |
1,901.75 |
|
0.618 |
1,887.25 |
|
HIGH |
1,863.75 |
|
0.618 |
1,849.25 |
|
0.500 |
1,844.75 |
|
0.382 |
1,840.25 |
|
LOW |
1,825.75 |
|
0.618 |
1,802.25 |
|
1.000 |
1,787.75 |
|
1.618 |
1,764.25 |
|
2.618 |
1,726.25 |
|
4.250 |
1,664.25 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,847.00 |
1,868.00 |
| PP |
1,846.00 |
1,861.50 |
| S1 |
1,844.75 |
1,855.00 |
|