Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
4,930.0 |
5,010.0 |
80.0 |
1.6% |
4,928.0 |
High |
4,970.0 |
5,023.0 |
53.0 |
1.1% |
4,970.0 |
Low |
4,894.0 |
4,975.0 |
81.0 |
1.7% |
4,855.0 |
Close |
4,965.0 |
5,002.0 |
37.0 |
0.7% |
4,965.0 |
Range |
76.0 |
48.0 |
-28.0 |
-36.8% |
115.0 |
ATR |
84.9 |
83.0 |
-1.9 |
-2.3% |
0.0 |
Volume |
36,635 |
44,698 |
8,063 |
22.0% |
117,351 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,144.0 |
5,121.0 |
5,028.4 |
|
R3 |
5,096.0 |
5,073.0 |
5,015.2 |
|
R2 |
5,048.0 |
5,048.0 |
5,010.8 |
|
R1 |
5,025.0 |
5,025.0 |
5,006.4 |
5,012.5 |
PP |
5,000.0 |
5,000.0 |
5,000.0 |
4,993.8 |
S1 |
4,977.0 |
4,977.0 |
4,997.6 |
4,964.5 |
S2 |
4,952.0 |
4,952.0 |
4,993.2 |
|
S3 |
4,904.0 |
4,929.0 |
4,988.8 |
|
S4 |
4,856.0 |
4,881.0 |
4,975.6 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,275.0 |
5,235.0 |
5,028.3 |
|
R3 |
5,160.0 |
5,120.0 |
4,996.6 |
|
R2 |
5,045.0 |
5,045.0 |
4,986.1 |
|
R1 |
5,005.0 |
5,005.0 |
4,975.5 |
5,025.0 |
PP |
4,930.0 |
4,930.0 |
4,930.0 |
4,940.0 |
S1 |
4,890.0 |
4,890.0 |
4,954.5 |
4,910.0 |
S2 |
4,815.0 |
4,815.0 |
4,943.9 |
|
S3 |
4,700.0 |
4,775.0 |
4,933.4 |
|
S4 |
4,585.0 |
4,660.0 |
4,901.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,023.0 |
4,855.0 |
168.0 |
3.4% |
65.8 |
1.3% |
88% |
True |
False |
32,409 |
10 |
5,023.0 |
4,747.0 |
276.0 |
5.5% |
69.8 |
1.4% |
92% |
True |
False |
32,768 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.0% |
83.2 |
1.7% |
46% |
False |
False |
33,343 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.0% |
74.5 |
1.5% |
46% |
False |
False |
28,059 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.0% |
61.9 |
1.2% |
46% |
False |
False |
18,761 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.2% |
51.9 |
1.0% |
46% |
False |
False |
14,097 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.2% |
47.8 |
1.0% |
46% |
False |
False |
11,282 |
120 |
5,307.0 |
4,747.0 |
560.0 |
11.2% |
43.2 |
0.9% |
46% |
False |
False |
9,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,227.0 |
2.618 |
5,148.7 |
1.618 |
5,100.7 |
1.000 |
5,071.0 |
0.618 |
5,052.7 |
HIGH |
5,023.0 |
0.618 |
5,004.7 |
0.500 |
4,999.0 |
0.382 |
4,993.3 |
LOW |
4,975.0 |
0.618 |
4,945.3 |
1.000 |
4,927.0 |
1.618 |
4,897.3 |
2.618 |
4,849.3 |
4.250 |
4,771.0 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
5,001.0 |
4,981.0 |
PP |
5,000.0 |
4,960.0 |
S1 |
4,999.0 |
4,939.0 |
|