Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
5,010.0 |
4,991.0 |
-19.0 |
-0.4% |
4,928.0 |
High |
5,023.0 |
4,998.0 |
-25.0 |
-0.5% |
4,970.0 |
Low |
4,975.0 |
4,926.0 |
-49.0 |
-1.0% |
4,855.0 |
Close |
5,002.0 |
4,942.0 |
-60.0 |
-1.2% |
4,965.0 |
Range |
48.0 |
72.0 |
24.0 |
50.0% |
115.0 |
ATR |
83.0 |
82.5 |
-0.5 |
-0.6% |
0.0 |
Volume |
44,698 |
34,279 |
-10,419 |
-23.3% |
117,351 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,171.3 |
5,128.7 |
4,981.6 |
|
R3 |
5,099.3 |
5,056.7 |
4,961.8 |
|
R2 |
5,027.3 |
5,027.3 |
4,955.2 |
|
R1 |
4,984.7 |
4,984.7 |
4,948.6 |
4,970.0 |
PP |
4,955.3 |
4,955.3 |
4,955.3 |
4,948.0 |
S1 |
4,912.7 |
4,912.7 |
4,935.4 |
4,898.0 |
S2 |
4,883.3 |
4,883.3 |
4,928.8 |
|
S3 |
4,811.3 |
4,840.7 |
4,922.2 |
|
S4 |
4,739.3 |
4,768.7 |
4,902.4 |
|
|
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% |
70.4 |
1.4% |
52% |
False |
False |
34,680 |
10 |
5,023.0 |
4,783.0 |
240.0 |
4.9% |
69.4 |
1.4% |
66% |
False |
False |
32,999 |
20 |
5,225.0 |
4,747.0 |
478.0 |
9.7% |
83.2 |
1.7% |
41% |
False |
False |
33,888 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
75.7 |
1.5% |
35% |
False |
False |
28,915 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
62.5 |
1.3% |
35% |
False |
False |
19,332 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.3% |
52.4 |
1.1% |
35% |
False |
False |
14,522 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.3% |
48.5 |
1.0% |
35% |
False |
False |
11,624 |
120 |
5,307.0 |
4,747.0 |
560.0 |
11.3% |
43.8 |
0.9% |
35% |
False |
False |
9,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,304.0 |
2.618 |
5,186.5 |
1.618 |
5,114.5 |
1.000 |
5,070.0 |
0.618 |
5,042.5 |
HIGH |
4,998.0 |
0.618 |
4,970.5 |
0.500 |
4,962.0 |
0.382 |
4,953.5 |
LOW |
4,926.0 |
0.618 |
4,881.5 |
1.000 |
4,854.0 |
1.618 |
4,809.5 |
2.618 |
4,737.5 |
4.250 |
4,620.0 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,962.0 |
4,958.5 |
PP |
4,955.3 |
4,953.0 |
S1 |
4,948.7 |
4,947.5 |
|