| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,189.5 |
1,189.7 |
0.2 |
0.0% |
1,118.0 |
| High |
1,199.3 |
1,198.1 |
-1.2 |
-0.1% |
1,175.0 |
| Low |
1,185.9 |
1,181.6 |
-4.3 |
-0.4% |
1,115.3 |
| Close |
1,198.6 |
1,194.6 |
-4.0 |
-0.3% |
1,157.7 |
| Range |
13.4 |
16.5 |
3.1 |
23.1% |
59.7 |
| ATR |
18.0 |
17.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
190,796 |
168,635 |
-22,161 |
-11.6% |
817,585 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.9 |
1,234.3 |
1,203.7 |
|
| R3 |
1,224.4 |
1,217.8 |
1,199.1 |
|
| R2 |
1,207.9 |
1,207.9 |
1,197.6 |
|
| R1 |
1,201.3 |
1,201.3 |
1,196.1 |
1,204.6 |
| PP |
1,191.4 |
1,191.4 |
1,191.4 |
1,193.1 |
| S1 |
1,184.8 |
1,184.8 |
1,193.1 |
1,188.1 |
| S2 |
1,174.9 |
1,174.9 |
1,191.6 |
|
| S3 |
1,158.4 |
1,168.3 |
1,190.1 |
|
| S4 |
1,141.9 |
1,151.8 |
1,185.5 |
|
|
| 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 |
1,201.4 |
1,139.7 |
61.7 |
5.2% |
22.9 |
1.9% |
89% |
False |
False |
200,198 |
| 10 |
1,201.4 |
1,108.5 |
92.9 |
7.8% |
18.6 |
1.6% |
93% |
False |
False |
171,094 |
| 20 |
1,201.4 |
1,071.3 |
130.1 |
10.9% |
17.2 |
1.4% |
95% |
False |
False |
110,934 |
| 40 |
1,201.4 |
1,047.4 |
154.0 |
12.9% |
15.7 |
1.3% |
96% |
False |
False |
60,341 |
| 60 |
1,201.4 |
1,046.6 |
154.8 |
13.0% |
15.5 |
1.3% |
96% |
False |
False |
41,850 |
| 80 |
1,201.4 |
1,046.6 |
154.8 |
13.0% |
14.7 |
1.2% |
96% |
False |
False |
31,914 |
| 100 |
1,201.4 |
1,046.6 |
154.8 |
13.0% |
14.6 |
1.2% |
96% |
False |
False |
25,854 |
| 120 |
1,201.4 |
1,046.6 |
154.8 |
13.0% |
14.0 |
1.2% |
96% |
False |
False |
21,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,268.2 |
|
2.618 |
1,241.3 |
|
1.618 |
1,224.8 |
|
1.000 |
1,214.6 |
|
0.618 |
1,208.3 |
|
HIGH |
1,198.1 |
|
0.618 |
1,191.8 |
|
0.500 |
1,189.9 |
|
0.382 |
1,187.9 |
|
LOW |
1,181.6 |
|
0.618 |
1,171.4 |
|
1.000 |
1,165.1 |
|
1.618 |
1,154.9 |
|
2.618 |
1,138.4 |
|
4.250 |
1,111.5 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.0 |
1,190.7 |
| PP |
1,191.4 |
1,186.8 |
| S1 |
1,189.9 |
1,183.0 |
|