| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,142.5 |
1,155.7 |
13.2 |
1.2% |
1,118.0 |
| High |
1,157.9 |
1,175.0 |
17.1 |
1.5% |
1,175.0 |
| Low |
1,139.7 |
1,145.5 |
5.8 |
0.5% |
1,115.3 |
| Close |
1,157.5 |
1,157.7 |
0.2 |
0.0% |
1,157.7 |
| Range |
18.2 |
29.5 |
11.3 |
62.1% |
59.7 |
| ATR |
15.4 |
16.4 |
1.0 |
6.5% |
0.0 |
| Volume |
177,206 |
214,890 |
37,684 |
21.3% |
817,585 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,247.9 |
1,232.3 |
1,173.9 |
|
| R3 |
1,218.4 |
1,202.8 |
1,165.8 |
|
| R2 |
1,188.9 |
1,188.9 |
1,163.1 |
|
| R1 |
1,173.3 |
1,173.3 |
1,160.4 |
1,181.1 |
| PP |
1,159.4 |
1,159.4 |
1,159.4 |
1,163.3 |
| S1 |
1,143.8 |
1,143.8 |
1,155.0 |
1,151.6 |
| S2 |
1,129.9 |
1,129.9 |
1,152.3 |
|
| S3 |
1,100.4 |
1,114.3 |
1,149.6 |
|
| S4 |
1,070.9 |
1,084.8 |
1,141.5 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.4 |
1,302.8 |
1,190.5 |
|
| R3 |
1,268.7 |
1,243.1 |
1,174.1 |
|
| R2 |
1,209.0 |
1,209.0 |
1,168.6 |
|
| R1 |
1,183.4 |
1,183.4 |
1,163.2 |
1,196.2 |
| PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,155.8 |
| S1 |
1,123.7 |
1,123.7 |
1,152.2 |
1,136.5 |
| S2 |
1,089.6 |
1,089.6 |
1,146.8 |
|
| S3 |
1,029.9 |
1,064.0 |
1,141.3 |
|
| S4 |
970.2 |
1,004.3 |
1,124.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,175.0 |
1,115.3 |
59.7 |
5.2% |
18.6 |
1.6% |
71% |
True |
False |
163,517 |
| 10 |
1,175.0 |
1,097.6 |
77.4 |
6.7% |
16.1 |
1.4% |
78% |
True |
False |
139,268 |
| 20 |
1,175.0 |
1,071.3 |
103.7 |
9.0% |
16.5 |
1.4% |
83% |
True |
False |
85,283 |
| 40 |
1,175.0 |
1,047.4 |
127.6 |
11.0% |
15.0 |
1.3% |
86% |
True |
False |
45,322 |
| 60 |
1,175.0 |
1,046.6 |
128.4 |
11.1% |
14.9 |
1.3% |
87% |
True |
False |
31,948 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
12.6% |
14.6 |
1.3% |
76% |
False |
False |
24,395 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
12.6% |
14.3 |
1.2% |
76% |
False |
False |
19,783 |
| 120 |
1,191.9 |
1,046.6 |
145.3 |
12.6% |
13.7 |
1.2% |
76% |
False |
False |
16,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,300.4 |
|
2.618 |
1,252.2 |
|
1.618 |
1,222.7 |
|
1.000 |
1,204.5 |
|
0.618 |
1,193.2 |
|
HIGH |
1,175.0 |
|
0.618 |
1,163.7 |
|
0.500 |
1,160.3 |
|
0.382 |
1,156.8 |
|
LOW |
1,145.5 |
|
0.618 |
1,127.3 |
|
1.000 |
1,116.0 |
|
1.618 |
1,097.8 |
|
2.618 |
1,068.3 |
|
4.250 |
1,020.1 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.3 |
1,155.1 |
| PP |
1,159.4 |
1,152.5 |
| S1 |
1,158.6 |
1,149.9 |
|