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 |
17,910 |
17,770 |
-140 |
-0.8% |
17,285 |
High |
17,940 |
17,895 |
-45 |
-0.3% |
17,910 |
Low |
17,625 |
17,385 |
-240 |
-1.4% |
16,570 |
Close |
17,770 |
17,495 |
-275 |
-1.5% |
17,885 |
Range |
315 |
510 |
195 |
61.9% |
1,340 |
ATR |
587 |
582 |
-6 |
-0.9% |
0 |
Volume |
18,220 |
21,964 |
3,744 |
20.5% |
134,309 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,122 |
18,818 |
17,776 |
|
R3 |
18,612 |
18,308 |
17,635 |
|
R2 |
18,102 |
18,102 |
17,589 |
|
R1 |
17,798 |
17,798 |
17,542 |
17,695 |
PP |
17,592 |
17,592 |
17,592 |
17,540 |
S1 |
17,288 |
17,288 |
17,448 |
17,185 |
S2 |
17,082 |
17,082 |
17,402 |
|
S3 |
16,572 |
16,778 |
17,355 |
|
S4 |
16,062 |
16,268 |
17,215 |
|
|
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 |
16,780 |
1,160 |
6.6% |
550 |
3.1% |
62% |
False |
False |
24,805 |
10 |
17,940 |
15,820 |
2,120 |
12.1% |
675 |
3.9% |
79% |
False |
False |
29,063 |
20 |
18,585 |
15,820 |
2,765 |
15.8% |
647 |
3.7% |
61% |
False |
False |
26,178 |
40 |
19,930 |
15,820 |
4,110 |
23.5% |
536 |
3.1% |
41% |
False |
False |
19,402 |
60 |
20,095 |
15,820 |
4,275 |
24.4% |
432 |
2.5% |
39% |
False |
False |
12,989 |
80 |
20,095 |
15,820 |
4,275 |
24.4% |
359 |
2.1% |
39% |
False |
False |
9,743 |
100 |
20,095 |
15,820 |
4,275 |
24.4% |
338 |
1.9% |
39% |
False |
False |
7,794 |
120 |
20,705 |
15,820 |
4,885 |
27.9% |
282 |
1.6% |
34% |
False |
False |
6,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,063 |
2.618 |
19,230 |
1.618 |
18,720 |
1.000 |
18,405 |
0.618 |
18,210 |
HIGH |
17,895 |
0.618 |
17,700 |
0.500 |
17,640 |
0.382 |
17,580 |
LOW |
17,385 |
0.618 |
17,070 |
1.000 |
16,875 |
1.618 |
16,560 |
2.618 |
16,050 |
4.250 |
15,218 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
17,640 |
17,450 |
PP |
17,592 |
17,405 |
S1 |
17,543 |
17,360 |
|