Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
9,475.0 |
9,602.0 |
127.0 |
1.3% |
9,840.0 |
High |
9,574.0 |
9,620.0 |
46.0 |
0.5% |
9,923.5 |
Low |
9,345.0 |
9,260.5 |
-84.5 |
-0.9% |
9,563.0 |
Close |
9,435.0 |
9,394.0 |
-41.0 |
-0.4% |
9,756.0 |
Range |
229.0 |
359.5 |
130.5 |
57.0% |
360.5 |
ATR |
279.2 |
284.9 |
5.7 |
2.1% |
0.0 |
Volume |
146,370 |
128,320 |
-18,050 |
-12.3% |
533,058 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,503.3 |
10,308.2 |
9,591.7 |
|
R3 |
10,143.8 |
9,948.7 |
9,492.9 |
|
R2 |
9,784.3 |
9,784.3 |
9,459.9 |
|
R1 |
9,589.2 |
9,589.2 |
9,427.0 |
9,507.0 |
PP |
9,424.8 |
9,424.8 |
9,424.8 |
9,383.8 |
S1 |
9,229.7 |
9,229.7 |
9,361.0 |
9,147.5 |
S2 |
9,065.3 |
9,065.3 |
9,328.1 |
|
S3 |
8,705.8 |
8,870.2 |
9,295.1 |
|
S4 |
8,346.3 |
8,510.7 |
9,196.3 |
|
|
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 |
9,846.0 |
9,260.5 |
585.5 |
6.2% |
250.1 |
2.7% |
23% |
False |
True |
128,394 |
10 |
9,923.5 |
9,260.5 |
663.0 |
7.1% |
240.2 |
2.6% |
20% |
False |
True |
117,108 |
20 |
10,165.5 |
9,251.5 |
914.0 |
9.7% |
285.0 |
3.0% |
16% |
False |
False |
126,662 |
40 |
10,999.0 |
9,251.5 |
1,747.5 |
18.6% |
261.8 |
2.8% |
8% |
False |
False |
95,091 |
60 |
11,439.0 |
9,251.5 |
2,187.5 |
23.3% |
243.1 |
2.6% |
7% |
False |
False |
63,934 |
80 |
11,439.0 |
9,251.5 |
2,187.5 |
23.3% |
222.8 |
2.4% |
7% |
False |
False |
48,298 |
100 |
11,439.0 |
9,251.5 |
2,187.5 |
23.3% |
222.1 |
2.4% |
7% |
False |
False |
38,703 |
120 |
11,439.0 |
9,251.5 |
2,187.5 |
23.3% |
215.6 |
2.3% |
7% |
False |
False |
32,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,147.9 |
2.618 |
10,561.2 |
1.618 |
10,201.7 |
1.000 |
9,979.5 |
0.618 |
9,842.2 |
HIGH |
9,620.0 |
0.618 |
9,482.7 |
0.500 |
9,440.3 |
0.382 |
9,397.8 |
LOW |
9,260.5 |
0.618 |
9,038.3 |
1.000 |
8,901.0 |
1.618 |
8,678.8 |
2.618 |
8,319.3 |
4.250 |
7,732.6 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
9,440.3 |
9,497.8 |
PP |
9,424.8 |
9,463.2 |
S1 |
9,409.4 |
9,428.6 |
|