Trading Metrics calculated at close of trading on 03-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
17,770 |
17,455 |
-315 |
-1.8% |
17,285 |
High |
17,895 |
17,485 |
-410 |
-2.3% |
17,910 |
Low |
17,385 |
16,640 |
-745 |
-4.3% |
16,570 |
Close |
17,495 |
17,060 |
-435 |
-2.5% |
17,885 |
Range |
510 |
845 |
335 |
65.7% |
1,340 |
ATR |
582 |
601 |
20 |
3.4% |
0 |
Volume |
21,964 |
33,100 |
11,136 |
50.7% |
134,309 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,597 |
19,173 |
17,525 |
|
R3 |
18,752 |
18,328 |
17,293 |
|
R2 |
17,907 |
17,907 |
17,215 |
|
R1 |
17,483 |
17,483 |
17,138 |
17,273 |
PP |
17,062 |
17,062 |
17,062 |
16,956 |
S1 |
16,638 |
16,638 |
16,983 |
16,428 |
S2 |
16,217 |
16,217 |
16,905 |
|
S3 |
15,372 |
15,793 |
16,828 |
|
S4 |
14,527 |
14,948 |
16,595 |
|
|
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 |
16,640 |
1,300 |
7.6% |
628 |
3.7% |
32% |
False |
True |
26,634 |
10 |
17,940 |
15,820 |
2,120 |
12.4% |
647 |
3.8% |
58% |
False |
False |
28,586 |
20 |
18,495 |
15,820 |
2,675 |
15.7% |
669 |
3.9% |
46% |
False |
False |
27,079 |
40 |
19,930 |
15,820 |
4,110 |
24.1% |
548 |
3.2% |
30% |
False |
False |
20,170 |
60 |
20,095 |
15,820 |
4,275 |
25.1% |
443 |
2.6% |
29% |
False |
False |
13,540 |
80 |
20,095 |
15,820 |
4,275 |
25.1% |
367 |
2.2% |
29% |
False |
False |
10,156 |
100 |
20,095 |
15,820 |
4,275 |
25.1% |
345 |
2.0% |
29% |
False |
False |
8,125 |
120 |
20,705 |
15,820 |
4,885 |
28.6% |
289 |
1.7% |
25% |
False |
False |
6,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,076 |
2.618 |
19,697 |
1.618 |
18,852 |
1.000 |
18,330 |
0.618 |
18,007 |
HIGH |
17,485 |
0.618 |
17,162 |
0.500 |
17,063 |
0.382 |
16,963 |
LOW |
16,640 |
0.618 |
16,118 |
1.000 |
15,795 |
1.618 |
15,273 |
2.618 |
14,428 |
4.250 |
13,049 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
17,063 |
17,290 |
PP |
17,062 |
17,213 |
S1 |
17,061 |
17,137 |
|