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 |
4,863.0 |
4,877.0 |
14.0 |
0.3% |
4,928.0 |
High |
4,890.0 |
4,940.0 |
50.0 |
1.0% |
4,970.0 |
Low |
4,812.0 |
4,857.0 |
45.0 |
0.9% |
4,855.0 |
Close |
4,824.0 |
4,933.0 |
109.0 |
2.3% |
4,965.0 |
Range |
78.0 |
83.0 |
5.0 |
6.4% |
115.0 |
ATR |
85.9 |
88.0 |
2.2 |
2.5% |
0.0 |
Volume |
36,644 |
31,711 |
-4,933 |
-13.5% |
117,351 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,159.0 |
5,129.0 |
4,978.7 |
|
R3 |
5,076.0 |
5,046.0 |
4,955.8 |
|
R2 |
4,993.0 |
4,993.0 |
4,948.2 |
|
R1 |
4,963.0 |
4,963.0 |
4,940.6 |
4,978.0 |
PP |
4,910.0 |
4,910.0 |
4,910.0 |
4,917.5 |
S1 |
4,880.0 |
4,880.0 |
4,925.4 |
4,895.0 |
S2 |
4,827.0 |
4,827.0 |
4,917.8 |
|
S3 |
4,744.0 |
4,797.0 |
4,910.2 |
|
S4 |
4,661.0 |
4,714.0 |
4,887.4 |
|
|
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 |
4,812.0 |
211.0 |
4.3% |
71.4 |
1.4% |
57% |
False |
False |
36,793 |
10 |
5,023.0 |
4,808.0 |
215.0 |
4.4% |
69.0 |
1.4% |
58% |
False |
False |
33,220 |
20 |
5,082.0 |
4,747.0 |
335.0 |
6.8% |
80.1 |
1.6% |
56% |
False |
False |
33,851 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
75.6 |
1.5% |
34% |
False |
False |
30,621 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
63.8 |
1.3% |
34% |
False |
False |
20,468 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
53.5 |
1.1% |
33% |
False |
False |
15,368 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
50.1 |
1.0% |
33% |
False |
False |
12,308 |
120 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
45.1 |
0.9% |
33% |
False |
False |
10,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,292.8 |
2.618 |
5,157.3 |
1.618 |
5,074.3 |
1.000 |
5,023.0 |
0.618 |
4,991.3 |
HIGH |
4,940.0 |
0.618 |
4,908.3 |
0.500 |
4,898.5 |
0.382 |
4,888.7 |
LOW |
4,857.0 |
0.618 |
4,805.7 |
1.000 |
4,774.0 |
1.618 |
4,722.7 |
2.618 |
4,639.7 |
4.250 |
4,504.3 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,921.5 |
4,923.7 |
PP |
4,910.0 |
4,914.3 |
S1 |
4,898.5 |
4,905.0 |
|