| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
9,360.0 |
9,314.0 |
-46.0 |
-0.5% |
9,842.0 |
| High |
9,467.5 |
9,334.5 |
-133.0 |
-1.4% |
9,846.0 |
| Low |
9,221.0 |
8,915.5 |
-305.5 |
-3.3% |
9,221.0 |
| Close |
9,266.5 |
8,972.5 |
-294.0 |
-3.2% |
9,266.5 |
| Range |
246.5 |
419.0 |
172.5 |
70.0% |
625.0 |
| ATR |
282.2 |
291.9 |
9.8 |
3.5% |
0.0 |
| Volume |
164,288 |
174,555 |
10,267 |
6.2% |
709,690 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,331.2 |
10,070.8 |
9,203.0 |
|
| R3 |
9,912.2 |
9,651.8 |
9,087.7 |
|
| R2 |
9,493.2 |
9,493.2 |
9,049.3 |
|
| R1 |
9,232.8 |
9,232.8 |
9,010.9 |
9,153.5 |
| PP |
9,074.2 |
9,074.2 |
9,074.2 |
9,034.5 |
| S1 |
8,813.8 |
8,813.8 |
8,934.1 |
8,734.5 |
| S2 |
8,655.2 |
8,655.2 |
8,895.7 |
|
| S3 |
8,236.2 |
8,394.8 |
8,857.3 |
|
| S4 |
7,817.2 |
7,975.8 |
8,742.1 |
|
|
| 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 |
9,735.0 |
8,915.5 |
819.5 |
9.1% |
302.1 |
3.4% |
7% |
False |
True |
152,940 |
| 10 |
9,923.5 |
8,915.5 |
1,008.0 |
11.2% |
275.3 |
3.1% |
6% |
False |
True |
131,754 |
| 20 |
10,165.5 |
8,915.5 |
1,250.0 |
13.9% |
286.6 |
3.2% |
5% |
False |
True |
130,738 |
| 40 |
10,905.5 |
8,915.5 |
1,990.0 |
22.2% |
267.7 |
3.0% |
3% |
False |
True |
103,394 |
| 60 |
11,439.0 |
8,915.5 |
2,523.5 |
28.1% |
247.0 |
2.8% |
2% |
False |
True |
69,535 |
| 80 |
11,439.0 |
8,915.5 |
2,523.5 |
28.1% |
228.5 |
2.5% |
2% |
False |
True |
52,524 |
| 100 |
11,439.0 |
8,915.5 |
2,523.5 |
28.1% |
226.5 |
2.5% |
2% |
False |
True |
42,091 |
| 120 |
11,439.0 |
8,915.5 |
2,523.5 |
28.1% |
218.2 |
2.4% |
2% |
False |
True |
35,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,115.3 |
|
2.618 |
10,431.4 |
|
1.618 |
10,012.4 |
|
1.000 |
9,753.5 |
|
0.618 |
9,593.4 |
|
HIGH |
9,334.5 |
|
0.618 |
9,174.4 |
|
0.500 |
9,125.0 |
|
0.382 |
9,075.6 |
|
LOW |
8,915.5 |
|
0.618 |
8,656.6 |
|
1.000 |
8,496.5 |
|
1.618 |
8,237.6 |
|
2.618 |
7,818.6 |
|
4.250 |
7,134.8 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,125.0 |
9,267.8 |
| PP |
9,074.2 |
9,169.3 |
| S1 |
9,023.3 |
9,070.9 |
|