Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,842.0 |
9,735.0 |
-107.0 |
-1.1% |
9,840.0 |
High |
9,846.0 |
9,735.0 |
-111.0 |
-1.1% |
9,923.5 |
Low |
9,630.5 |
9,478.5 |
-152.0 |
-1.6% |
9,563.0 |
Close |
9,739.5 |
9,562.5 |
-177.0 |
-1.8% |
9,756.0 |
Range |
215.5 |
256.5 |
41.0 |
19.0% |
360.5 |
ATR |
284.7 |
283.0 |
-1.7 |
-0.6% |
0.0 |
Volume |
119,545 |
151,167 |
31,622 |
26.5% |
533,058 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,361.5 |
10,218.5 |
9,703.6 |
|
R3 |
10,105.0 |
9,962.0 |
9,633.0 |
|
R2 |
9,848.5 |
9,848.5 |
9,609.5 |
|
R1 |
9,705.5 |
9,705.5 |
9,586.0 |
9,648.8 |
PP |
9,592.0 |
9,592.0 |
9,592.0 |
9,563.6 |
S1 |
9,449.0 |
9,449.0 |
9,539.0 |
9,392.3 |
S2 |
9,335.5 |
9,335.5 |
9,515.5 |
|
S3 |
9,079.0 |
9,192.5 |
9,492.0 |
|
S4 |
8,822.5 |
8,936.0 |
9,421.4 |
|
|
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 |
9,478.5 |
445.0 |
4.7% |
238.2 |
2.5% |
19% |
False |
True |
120,302 |
10 |
9,923.5 |
9,251.5 |
672.0 |
7.0% |
241.5 |
2.5% |
46% |
False |
False |
116,399 |
20 |
10,403.5 |
9,251.5 |
1,152.0 |
12.0% |
276.8 |
2.9% |
27% |
False |
False |
126,060 |
40 |
11,336.0 |
9,251.5 |
2,084.5 |
21.8% |
270.1 |
2.8% |
15% |
False |
False |
88,412 |
60 |
11,439.0 |
9,251.5 |
2,187.5 |
22.9% |
239.0 |
2.5% |
14% |
False |
False |
59,458 |
80 |
11,439.0 |
9,251.5 |
2,187.5 |
22.9% |
220.2 |
2.3% |
14% |
False |
False |
44,871 |
100 |
11,439.0 |
9,251.5 |
2,187.5 |
22.9% |
220.5 |
2.3% |
14% |
False |
False |
35,959 |
120 |
11,439.0 |
9,251.5 |
2,187.5 |
22.9% |
212.5 |
2.2% |
14% |
False |
False |
29,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,825.1 |
2.618 |
10,406.5 |
1.618 |
10,150.0 |
1.000 |
9,991.5 |
0.618 |
9,893.5 |
HIGH |
9,735.0 |
0.618 |
9,637.0 |
0.500 |
9,606.8 |
0.382 |
9,576.5 |
LOW |
9,478.5 |
0.618 |
9,320.0 |
1.000 |
9,222.0 |
1.618 |
9,063.5 |
2.618 |
8,807.0 |
4.250 |
8,388.4 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,606.8 |
9,662.3 |
PP |
9,592.0 |
9,629.0 |
S1 |
9,577.3 |
9,595.8 |
|