| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,129.4 |
1,142.5 |
13.1 |
1.2% |
1,097.7 |
| High |
1,146.2 |
1,157.9 |
11.7 |
1.0% |
1,128.7 |
| Low |
1,124.8 |
1,139.7 |
14.9 |
1.3% |
1,097.6 |
| Close |
1,141.3 |
1,157.5 |
16.2 |
1.4% |
1,116.4 |
| Range |
21.4 |
18.2 |
-3.2 |
-15.0% |
31.1 |
| ATR |
15.2 |
15.4 |
0.2 |
1.4% |
0.0 |
| Volume |
189,231 |
177,206 |
-12,025 |
-6.4% |
575,103 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,206.3 |
1,200.1 |
1,167.5 |
|
| R3 |
1,188.1 |
1,181.9 |
1,162.5 |
|
| R2 |
1,169.9 |
1,169.9 |
1,160.8 |
|
| R1 |
1,163.7 |
1,163.7 |
1,159.2 |
1,166.8 |
| PP |
1,151.7 |
1,151.7 |
1,151.7 |
1,153.3 |
| S1 |
1,145.5 |
1,145.5 |
1,155.8 |
1,148.6 |
| S2 |
1,133.5 |
1,133.5 |
1,154.2 |
|
| S3 |
1,115.3 |
1,127.3 |
1,152.5 |
|
| S4 |
1,097.1 |
1,109.1 |
1,147.5 |
|
|
| 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 |
1,157.9 |
1,108.5 |
49.4 |
4.3% |
14.8 |
1.3% |
99% |
True |
False |
147,189 |
| 10 |
1,157.9 |
1,094.1 |
63.8 |
5.5% |
14.0 |
1.2% |
99% |
True |
False |
122,252 |
| 20 |
1,157.9 |
1,071.3 |
86.6 |
7.5% |
15.9 |
1.4% |
100% |
True |
False |
75,350 |
| 40 |
1,157.9 |
1,047.4 |
110.5 |
9.5% |
14.5 |
1.3% |
100% |
True |
False |
40,041 |
| 60 |
1,157.9 |
1,046.6 |
111.3 |
9.6% |
14.5 |
1.3% |
100% |
True |
False |
28,430 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
12.6% |
14.4 |
1.2% |
76% |
False |
False |
21,718 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
12.6% |
14.0 |
1.2% |
76% |
False |
False |
17,641 |
| 120 |
1,191.9 |
1,046.6 |
145.3 |
12.6% |
13.5 |
1.2% |
76% |
False |
False |
14,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,235.3 |
|
2.618 |
1,205.5 |
|
1.618 |
1,187.3 |
|
1.000 |
1,176.1 |
|
0.618 |
1,169.1 |
|
HIGH |
1,157.9 |
|
0.618 |
1,150.9 |
|
0.500 |
1,148.8 |
|
0.382 |
1,146.7 |
|
LOW |
1,139.7 |
|
0.618 |
1,128.5 |
|
1.000 |
1,121.5 |
|
1.618 |
1,110.3 |
|
2.618 |
1,092.1 |
|
4.250 |
1,062.4 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,154.6 |
1,151.8 |
| PP |
1,151.7 |
1,146.0 |
| S1 |
1,148.8 |
1,140.3 |
|