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 |
17,075 |
17,910 |
835 |
4.9% |
17,285 |
High |
17,910 |
17,940 |
30 |
0.2% |
17,910 |
Low |
16,780 |
17,625 |
845 |
5.0% |
16,570 |
Close |
17,885 |
17,770 |
-115 |
-0.6% |
17,885 |
Range |
1,130 |
315 |
-815 |
-72.1% |
1,340 |
ATR |
608 |
587 |
-21 |
-3.4% |
0 |
Volume |
40,069 |
18,220 |
-21,849 |
-54.5% |
134,309 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,723 |
18,562 |
17,943 |
|
R3 |
18,408 |
18,247 |
17,857 |
|
R2 |
18,093 |
18,093 |
17,828 |
|
R1 |
17,932 |
17,932 |
17,799 |
17,855 |
PP |
17,778 |
17,778 |
17,778 |
17,740 |
S1 |
17,617 |
17,617 |
17,741 |
17,540 |
S2 |
17,463 |
17,463 |
17,712 |
|
S3 |
17,148 |
17,302 |
17,684 |
|
S4 |
16,833 |
16,987 |
17,597 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,475 |
21,020 |
18,622 |
|
R3 |
20,135 |
19,680 |
18,254 |
|
R2 |
18,795 |
18,795 |
18,131 |
|
R1 |
18,340 |
18,340 |
18,008 |
18,568 |
PP |
17,455 |
17,455 |
17,455 |
17,569 |
S1 |
17,000 |
17,000 |
17,762 |
17,228 |
S2 |
16,115 |
16,115 |
17,639 |
|
S3 |
14,775 |
15,660 |
17,517 |
|
S4 |
13,435 |
14,320 |
17,148 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,940 |
16,570 |
1,370 |
7.7% |
559 |
3.1% |
88% |
True |
False |
25,145 |
10 |
17,940 |
15,820 |
2,120 |
11.9% |
688 |
3.9% |
92% |
True |
False |
30,947 |
20 |
18,985 |
15,820 |
3,165 |
17.8% |
664 |
3.7% |
62% |
False |
False |
26,027 |
40 |
20,035 |
15,820 |
4,215 |
23.7% |
536 |
3.0% |
46% |
False |
False |
18,898 |
60 |
20,095 |
15,820 |
4,275 |
24.1% |
426 |
2.4% |
46% |
False |
False |
12,623 |
80 |
20,095 |
15,820 |
4,275 |
24.1% |
357 |
2.0% |
46% |
False |
False |
9,468 |
100 |
20,095 |
15,820 |
4,275 |
24.1% |
333 |
1.9% |
46% |
False |
False |
7,575 |
120 |
20,705 |
15,820 |
4,885 |
27.5% |
277 |
1.6% |
40% |
False |
False |
6,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,279 |
2.618 |
18,765 |
1.618 |
18,450 |
1.000 |
18,255 |
0.618 |
18,135 |
HIGH |
17,940 |
0.618 |
17,820 |
0.500 |
17,783 |
0.382 |
17,745 |
LOW |
17,625 |
0.618 |
17,430 |
1.000 |
17,310 |
1.618 |
17,115 |
2.618 |
16,800 |
4.250 |
16,286 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
17,783 |
17,633 |
PP |
17,778 |
17,497 |
S1 |
17,774 |
17,360 |
|