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 |
1,118.0 |
1,128.5 |
10.5 |
0.9% |
1,097.7 |
High |
1,130.2 |
1,131.5 |
1.3 |
0.1% |
1,128.7 |
Low |
1,115.3 |
1,122.6 |
7.3 |
0.7% |
1,097.6 |
Close |
1,128.0 |
1,127.2 |
-0.8 |
-0.1% |
1,116.4 |
Range |
14.9 |
8.9 |
-6.0 |
-40.3% |
31.1 |
ATR |
15.2 |
14.7 |
-0.4 |
-3.0% |
0.0 |
Volume |
118,524 |
117,734 |
-790 |
-0.7% |
575,103 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.8 |
1,149.4 |
1,132.1 |
|
R3 |
1,144.9 |
1,140.5 |
1,129.6 |
|
R2 |
1,136.0 |
1,136.0 |
1,128.8 |
|
R1 |
1,131.6 |
1,131.6 |
1,128.0 |
1,129.4 |
PP |
1,127.1 |
1,127.1 |
1,127.1 |
1,126.0 |
S1 |
1,122.7 |
1,122.7 |
1,126.4 |
1,120.5 |
S2 |
1,118.2 |
1,118.2 |
1,125.6 |
|
S3 |
1,109.3 |
1,113.8 |
1,124.8 |
|
S4 |
1,100.4 |
1,104.9 |
1,122.3 |
|
|
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 |
1,131.5 |
1,108.5 |
23.0 |
2.0% |
12.8 |
1.1% |
81% |
True |
False |
129,942 |
10 |
1,131.5 |
1,087.5 |
44.0 |
3.9% |
13.5 |
1.2% |
90% |
True |
False |
93,284 |
20 |
1,131.5 |
1,071.3 |
60.2 |
5.3% |
15.4 |
1.4% |
93% |
True |
False |
57,884 |
40 |
1,131.5 |
1,047.4 |
84.1 |
7.5% |
14.8 |
1.3% |
95% |
True |
False |
31,075 |
60 |
1,131.5 |
1,046.6 |
84.9 |
7.5% |
14.4 |
1.3% |
95% |
True |
False |
22,436 |
80 |
1,191.9 |
1,046.6 |
145.3 |
12.9% |
14.3 |
1.3% |
55% |
False |
False |
17,184 |
100 |
1,191.9 |
1,046.6 |
145.3 |
12.9% |
13.8 |
1.2% |
55% |
False |
False |
13,995 |
120 |
1,191.9 |
1,046.6 |
145.3 |
12.9% |
13.3 |
1.2% |
55% |
False |
False |
11,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,169.3 |
2.618 |
1,154.8 |
1.618 |
1,145.9 |
1.000 |
1,140.4 |
0.618 |
1,137.0 |
HIGH |
1,131.5 |
0.618 |
1,128.1 |
0.500 |
1,127.1 |
0.382 |
1,126.0 |
LOW |
1,122.6 |
0.618 |
1,117.1 |
1.000 |
1,113.7 |
1.618 |
1,108.2 |
2.618 |
1,099.3 |
4.250 |
1,084.8 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,127.2 |
1,124.8 |
PP |
1,127.1 |
1,122.4 |
S1 |
1,127.1 |
1,120.0 |
|