| 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 |
1,114.8 |
1,118.0 |
3.2 |
0.3% |
1,097.7 |
| High |
1,118.9 |
1,130.2 |
11.3 |
1.0% |
1,128.7 |
| Low |
1,108.5 |
1,115.3 |
6.8 |
0.6% |
1,097.6 |
| Close |
1,116.4 |
1,128.0 |
11.6 |
1.0% |
1,116.4 |
| Range |
10.4 |
14.9 |
4.5 |
43.3% |
31.1 |
| ATR |
15.2 |
15.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
133,251 |
118,524 |
-14,727 |
-11.1% |
575,103 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,169.2 |
1,163.5 |
1,136.2 |
|
| R3 |
1,154.3 |
1,148.6 |
1,132.1 |
|
| R2 |
1,139.4 |
1,139.4 |
1,130.7 |
|
| R1 |
1,133.7 |
1,133.7 |
1,129.4 |
1,136.6 |
| PP |
1,124.5 |
1,124.5 |
1,124.5 |
1,125.9 |
| S1 |
1,118.8 |
1,118.8 |
1,126.6 |
1,121.7 |
| S2 |
1,109.6 |
1,109.6 |
1,125.3 |
|
| S3 |
1,094.7 |
1,103.9 |
1,123.9 |
|
| S4 |
1,079.8 |
1,089.0 |
1,119.8 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,207.5 |
1,193.1 |
1,133.5 |
|
| R3 |
1,176.4 |
1,162.0 |
1,125.0 |
|
| R2 |
1,145.3 |
1,145.3 |
1,122.1 |
|
| R1 |
1,130.9 |
1,130.9 |
1,119.3 |
1,138.1 |
| PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,117.9 |
| S1 |
1,099.8 |
1,099.8 |
1,113.5 |
1,107.0 |
| S2 |
1,083.1 |
1,083.1 |
1,110.7 |
|
| S3 |
1,052.0 |
1,068.7 |
1,107.8 |
|
| S4 |
1,020.9 |
1,037.6 |
1,099.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,130.2 |
1,107.7 |
22.5 |
2.0% |
14.2 |
1.3% |
90% |
True |
False |
124,601 |
| 10 |
1,130.2 |
1,082.3 |
47.9 |
4.2% |
13.8 |
1.2% |
95% |
True |
False |
83,925 |
| 20 |
1,130.2 |
1,061.9 |
68.3 |
6.1% |
16.0 |
1.4% |
97% |
True |
False |
52,290 |
| 40 |
1,130.2 |
1,046.6 |
83.6 |
7.4% |
15.0 |
1.3% |
97% |
True |
False |
28,268 |
| 60 |
1,130.2 |
1,046.6 |
83.6 |
7.4% |
14.5 |
1.3% |
97% |
True |
False |
20,530 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
12.9% |
14.3 |
1.3% |
56% |
False |
False |
15,731 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
12.9% |
13.9 |
1.2% |
56% |
False |
False |
12,846 |
| 120 |
1,191.9 |
1,046.6 |
145.3 |
12.9% |
13.4 |
1.2% |
56% |
False |
False |
10,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,193.5 |
|
2.618 |
1,169.2 |
|
1.618 |
1,154.3 |
|
1.000 |
1,145.1 |
|
0.618 |
1,139.4 |
|
HIGH |
1,130.2 |
|
0.618 |
1,124.5 |
|
0.500 |
1,122.8 |
|
0.382 |
1,121.0 |
|
LOW |
1,115.3 |
|
0.618 |
1,106.1 |
|
1.000 |
1,100.4 |
|
1.618 |
1,091.2 |
|
2.618 |
1,076.3 |
|
4.250 |
1,052.0 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.3 |
1,125.1 |
| PP |
1,124.5 |
1,122.2 |
| S1 |
1,122.8 |
1,119.4 |
|