Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,796.0 |
9,842.0 |
46.0 |
0.5% |
9,840.0 |
High |
9,836.0 |
9,846.0 |
10.0 |
0.1% |
9,923.5 |
Low |
9,646.0 |
9,630.5 |
-15.5 |
-0.2% |
9,563.0 |
Close |
9,756.0 |
9,739.5 |
-16.5 |
-0.2% |
9,756.0 |
Range |
190.0 |
215.5 |
25.5 |
13.4% |
360.5 |
ATR |
290.0 |
284.7 |
-5.3 |
-1.8% |
0.0 |
Volume |
96,568 |
119,545 |
22,977 |
23.8% |
533,058 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,385.2 |
10,277.8 |
9,858.0 |
|
R3 |
10,169.7 |
10,062.3 |
9,798.8 |
|
R2 |
9,954.2 |
9,954.2 |
9,779.0 |
|
R1 |
9,846.8 |
9,846.8 |
9,759.3 |
9,792.8 |
PP |
9,738.7 |
9,738.7 |
9,738.7 |
9,711.6 |
S1 |
9,631.3 |
9,631.3 |
9,719.7 |
9,577.3 |
S2 |
9,523.2 |
9,523.2 |
9,700.0 |
|
S3 |
9,307.7 |
9,415.8 |
9,680.2 |
|
S4 |
9,092.2 |
9,200.3 |
9,621.0 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,829.0 |
10,653.0 |
9,954.3 |
|
R3 |
10,468.5 |
10,292.5 |
9,855.1 |
|
R2 |
10,108.0 |
10,108.0 |
9,822.1 |
|
R1 |
9,932.0 |
9,932.0 |
9,789.0 |
9,839.8 |
PP |
9,747.5 |
9,747.5 |
9,747.5 |
9,701.4 |
S1 |
9,571.5 |
9,571.5 |
9,723.0 |
9,479.3 |
S2 |
9,387.0 |
9,387.0 |
9,689.9 |
|
S3 |
9,026.5 |
9,211.0 |
9,656.9 |
|
S4 |
8,666.0 |
8,850.5 |
9,557.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,923.5 |
9,563.0 |
360.5 |
3.7% |
248.4 |
2.6% |
49% |
False |
False |
110,569 |
10 |
9,923.5 |
9,251.5 |
672.0 |
6.9% |
239.3 |
2.5% |
73% |
False |
False |
117,422 |
20 |
10,523.5 |
9,251.5 |
1,272.0 |
13.1% |
277.7 |
2.9% |
38% |
False |
False |
123,638 |
40 |
11,425.0 |
9,251.5 |
2,173.5 |
22.3% |
268.2 |
2.8% |
22% |
False |
False |
84,768 |
60 |
11,439.0 |
9,251.5 |
2,187.5 |
22.5% |
236.5 |
2.4% |
22% |
False |
False |
56,941 |
80 |
11,439.0 |
9,251.5 |
2,187.5 |
22.5% |
219.6 |
2.3% |
22% |
False |
False |
42,986 |
100 |
11,439.0 |
9,251.5 |
2,187.5 |
22.5% |
219.1 |
2.3% |
22% |
False |
False |
34,448 |
120 |
11,568.0 |
9,251.5 |
2,316.5 |
23.8% |
212.6 |
2.2% |
21% |
False |
False |
28,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,761.9 |
2.618 |
10,410.2 |
1.618 |
10,194.7 |
1.000 |
10,061.5 |
0.618 |
9,979.2 |
HIGH |
9,846.0 |
0.618 |
9,763.7 |
0.500 |
9,738.3 |
0.382 |
9,712.8 |
LOW |
9,630.5 |
0.618 |
9,497.3 |
1.000 |
9,415.0 |
1.618 |
9,281.8 |
2.618 |
9,066.3 |
4.250 |
8,714.6 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,739.1 |
9,744.3 |
PP |
9,738.7 |
9,742.7 |
S1 |
9,738.3 |
9,741.1 |
|