| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,602.0 |
9,360.0 |
-242.0 |
-2.5% |
9,842.0 |
| High |
9,620.0 |
9,467.5 |
-152.5 |
-1.6% |
9,846.0 |
| Low |
9,260.5 |
9,221.0 |
-39.5 |
-0.4% |
9,221.0 |
| Close |
9,394.0 |
9,266.5 |
-127.5 |
-1.4% |
9,266.5 |
| Range |
359.5 |
246.5 |
-113.0 |
-31.4% |
625.0 |
| ATR |
284.9 |
282.2 |
-2.7 |
-1.0% |
0.0 |
| Volume |
128,320 |
164,288 |
35,968 |
28.0% |
709,690 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,057.8 |
9,908.7 |
9,402.1 |
|
| R3 |
9,811.3 |
9,662.2 |
9,334.3 |
|
| R2 |
9,564.8 |
9,564.8 |
9,311.7 |
|
| R1 |
9,415.7 |
9,415.7 |
9,289.1 |
9,367.0 |
| PP |
9,318.3 |
9,318.3 |
9,318.3 |
9,294.0 |
| S1 |
9,169.2 |
9,169.2 |
9,243.9 |
9,120.5 |
| S2 |
9,071.8 |
9,071.8 |
9,221.3 |
|
| S3 |
8,825.3 |
8,922.7 |
9,198.7 |
|
| S4 |
8,578.8 |
8,676.2 |
9,130.9 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,319.5 |
10,918.0 |
9,610.3 |
|
| R3 |
10,694.5 |
10,293.0 |
9,438.4 |
|
| R2 |
10,069.5 |
10,069.5 |
9,381.1 |
|
| R1 |
9,668.0 |
9,668.0 |
9,323.8 |
9,556.3 |
| PP |
9,444.5 |
9,444.5 |
9,444.5 |
9,388.6 |
| S1 |
9,043.0 |
9,043.0 |
9,209.2 |
8,931.3 |
| S2 |
8,819.5 |
8,819.5 |
9,151.9 |
|
| S3 |
8,194.5 |
8,418.0 |
9,094.6 |
|
| S4 |
7,569.5 |
7,793.0 |
8,922.8 |
|
|
| 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 |
9,221.0 |
625.0 |
6.7% |
261.4 |
2.8% |
7% |
False |
True |
141,938 |
| 10 |
9,923.5 |
9,221.0 |
702.5 |
7.6% |
251.2 |
2.7% |
6% |
False |
True |
124,274 |
| 20 |
10,165.5 |
9,221.0 |
944.5 |
10.2% |
285.8 |
3.1% |
5% |
False |
True |
128,315 |
| 40 |
10,999.0 |
9,221.0 |
1,778.0 |
19.2% |
261.8 |
2.8% |
3% |
False |
True |
99,127 |
| 60 |
11,439.0 |
9,221.0 |
2,218.0 |
23.9% |
243.7 |
2.6% |
2% |
False |
True |
66,653 |
| 80 |
11,439.0 |
9,221.0 |
2,218.0 |
23.9% |
224.7 |
2.4% |
2% |
False |
True |
50,350 |
| 100 |
11,439.0 |
9,221.0 |
2,218.0 |
23.9% |
223.5 |
2.4% |
2% |
False |
True |
40,346 |
| 120 |
11,439.0 |
9,221.0 |
2,218.0 |
23.9% |
216.5 |
2.3% |
2% |
False |
True |
33,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,515.1 |
|
2.618 |
10,112.8 |
|
1.618 |
9,866.3 |
|
1.000 |
9,714.0 |
|
0.618 |
9,619.8 |
|
HIGH |
9,467.5 |
|
0.618 |
9,373.3 |
|
0.500 |
9,344.3 |
|
0.382 |
9,315.2 |
|
LOW |
9,221.0 |
|
0.618 |
9,068.7 |
|
1.000 |
8,974.5 |
|
1.618 |
8,822.2 |
|
2.618 |
8,575.7 |
|
4.250 |
8,173.4 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,344.3 |
9,420.5 |
| PP |
9,318.3 |
9,369.2 |
| S1 |
9,292.4 |
9,317.8 |
|