| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,735.0 |
9,475.0 |
-260.0 |
-2.7% |
9,840.0 |
| High |
9,735.0 |
9,574.0 |
-161.0 |
-1.7% |
9,923.5 |
| Low |
9,478.5 |
9,345.0 |
-133.5 |
-1.4% |
9,563.0 |
| Close |
9,562.5 |
9,435.0 |
-127.5 |
-1.3% |
9,756.0 |
| Range |
256.5 |
229.0 |
-27.5 |
-10.7% |
360.5 |
| ATR |
283.0 |
279.2 |
-3.9 |
-1.4% |
0.0 |
| Volume |
151,167 |
146,370 |
-4,797 |
-3.2% |
533,058 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,138.3 |
10,015.7 |
9,561.0 |
|
| R3 |
9,909.3 |
9,786.7 |
9,498.0 |
|
| R2 |
9,680.3 |
9,680.3 |
9,477.0 |
|
| R1 |
9,557.7 |
9,557.7 |
9,456.0 |
9,504.5 |
| PP |
9,451.3 |
9,451.3 |
9,451.3 |
9,424.8 |
| S1 |
9,328.7 |
9,328.7 |
9,414.0 |
9,275.5 |
| S2 |
9,222.3 |
9,222.3 |
9,393.0 |
|
| S3 |
8,993.3 |
9,099.7 |
9,372.0 |
|
| S4 |
8,764.3 |
8,870.7 |
9,309.1 |
|
|
| 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 |
9,902.5 |
9,345.0 |
557.5 |
5.9% |
241.5 |
2.6% |
16% |
False |
True |
123,004 |
| 10 |
9,923.5 |
9,333.0 |
590.5 |
6.3% |
237.7 |
2.5% |
17% |
False |
False |
115,950 |
| 20 |
10,287.5 |
9,251.5 |
1,036.0 |
11.0% |
276.7 |
2.9% |
18% |
False |
False |
127,790 |
| 40 |
11,329.0 |
9,251.5 |
2,077.5 |
22.0% |
269.7 |
2.9% |
9% |
False |
False |
91,937 |
| 60 |
11,439.0 |
9,251.5 |
2,187.5 |
23.2% |
239.9 |
2.5% |
8% |
False |
False |
61,874 |
| 80 |
11,439.0 |
9,251.5 |
2,187.5 |
23.2% |
220.7 |
2.3% |
8% |
False |
False |
46,695 |
| 100 |
11,439.0 |
9,251.5 |
2,187.5 |
23.2% |
219.9 |
2.3% |
8% |
False |
False |
37,421 |
| 120 |
11,439.0 |
9,251.5 |
2,187.5 |
23.2% |
213.5 |
2.3% |
8% |
False |
False |
31,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,547.3 |
|
2.618 |
10,173.5 |
|
1.618 |
9,944.5 |
|
1.000 |
9,803.0 |
|
0.618 |
9,715.5 |
|
HIGH |
9,574.0 |
|
0.618 |
9,486.5 |
|
0.500 |
9,459.5 |
|
0.382 |
9,432.5 |
|
LOW |
9,345.0 |
|
0.618 |
9,203.5 |
|
1.000 |
9,116.0 |
|
1.618 |
8,974.5 |
|
2.618 |
8,745.5 |
|
4.250 |
8,371.8 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,459.5 |
9,595.5 |
| PP |
9,451.3 |
9,542.0 |
| S1 |
9,443.2 |
9,488.5 |
|