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 |
4,877.0 |
4,933.0 |
56.0 |
1.1% |
5,010.0 |
High |
4,940.0 |
4,938.0 |
-2.0 |
0.0% |
5,023.0 |
Low |
4,857.0 |
4,878.0 |
21.0 |
0.4% |
4,812.0 |
Close |
4,933.0 |
4,923.0 |
-10.0 |
-0.2% |
4,923.0 |
Range |
83.0 |
60.0 |
-23.0 |
-27.7% |
211.0 |
ATR |
88.0 |
86.0 |
-2.0 |
-2.3% |
0.0 |
Volume |
31,711 |
20,962 |
-10,749 |
-33.9% |
168,294 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.0 |
5,068.0 |
4,956.0 |
|
R3 |
5,033.0 |
5,008.0 |
4,939.5 |
|
R2 |
4,973.0 |
4,973.0 |
4,934.0 |
|
R1 |
4,948.0 |
4,948.0 |
4,928.5 |
4,930.5 |
PP |
4,913.0 |
4,913.0 |
4,913.0 |
4,904.3 |
S1 |
4,888.0 |
4,888.0 |
4,917.5 |
4,870.5 |
S2 |
4,853.0 |
4,853.0 |
4,912.0 |
|
S3 |
4,793.0 |
4,828.0 |
4,906.5 |
|
S4 |
4,733.0 |
4,768.0 |
4,890.0 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,552.3 |
5,448.7 |
5,039.1 |
|
R3 |
5,341.3 |
5,237.7 |
4,981.0 |
|
R2 |
5,130.3 |
5,130.3 |
4,961.7 |
|
R1 |
5,026.7 |
5,026.7 |
4,942.3 |
4,973.0 |
PP |
4,919.3 |
4,919.3 |
4,919.3 |
4,892.5 |
S1 |
4,815.7 |
4,815.7 |
4,903.7 |
4,762.0 |
S2 |
4,708.3 |
4,708.3 |
4,884.3 |
|
S3 |
4,497.3 |
4,604.7 |
4,865.0 |
|
S4 |
4,286.3 |
4,393.7 |
4,807.0 |
|
|
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% |
68.2 |
1.4% |
53% |
False |
False |
33,658 |
10 |
5,023.0 |
4,812.0 |
211.0 |
4.3% |
67.5 |
1.4% |
53% |
False |
False |
31,518 |
20 |
5,023.0 |
4,747.0 |
276.0 |
5.6% |
76.4 |
1.6% |
64% |
False |
False |
32,777 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
75.3 |
1.5% |
32% |
False |
False |
31,141 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
64.1 |
1.3% |
32% |
False |
False |
20,814 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
53.7 |
1.1% |
31% |
False |
False |
15,630 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
50.7 |
1.0% |
31% |
False |
False |
12,517 |
120 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
45.6 |
0.9% |
31% |
False |
False |
10,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,193.0 |
2.618 |
5,095.1 |
1.618 |
5,035.1 |
1.000 |
4,998.0 |
0.618 |
4,975.1 |
HIGH |
4,938.0 |
0.618 |
4,915.1 |
0.500 |
4,908.0 |
0.382 |
4,900.9 |
LOW |
4,878.0 |
0.618 |
4,840.9 |
1.000 |
4,818.0 |
1.618 |
4,780.9 |
2.618 |
4,720.9 |
4.250 |
4,623.0 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
4,918.0 |
4,907.3 |
PP |
4,913.0 |
4,891.7 |
S1 |
4,908.0 |
4,876.0 |
|