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 |
1,115.8 |
1,116.2 |
0.4 |
0.0% |
1,098.1 |
High |
1,119.0 |
1,130.0 |
11.0 |
1.0% |
1,129.1 |
Low |
1,110.0 |
1,116.2 |
6.2 |
0.6% |
1,098.1 |
Close |
1,116.8 |
1,128.4 |
11.6 |
1.0% |
1,116.8 |
Range |
9.0 |
13.8 |
4.8 |
53.3% |
31.0 |
ATR |
14.5 |
14.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
4,290 |
2,543 |
-1,747 |
-40.7% |
49,122 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.3 |
1,161.1 |
1,136.0 |
|
R3 |
1,152.5 |
1,147.3 |
1,132.2 |
|
R2 |
1,138.7 |
1,138.7 |
1,130.9 |
|
R1 |
1,133.5 |
1,133.5 |
1,129.7 |
1,136.1 |
PP |
1,124.9 |
1,124.9 |
1,124.9 |
1,126.2 |
S1 |
1,119.7 |
1,119.7 |
1,127.1 |
1,122.3 |
S2 |
1,111.1 |
1,111.1 |
1,125.9 |
|
S3 |
1,097.3 |
1,105.9 |
1,124.6 |
|
S4 |
1,083.5 |
1,092.1 |
1,120.8 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.7 |
1,193.2 |
1,133.9 |
|
R3 |
1,176.7 |
1,162.2 |
1,125.3 |
|
R2 |
1,145.7 |
1,145.7 |
1,122.5 |
|
R1 |
1,131.2 |
1,131.2 |
1,119.6 |
1,138.5 |
PP |
1,114.7 |
1,114.7 |
1,114.7 |
1,118.3 |
S1 |
1,100.2 |
1,100.2 |
1,114.0 |
1,107.5 |
S2 |
1,083.7 |
1,083.7 |
1,111.1 |
|
S3 |
1,052.7 |
1,069.2 |
1,108.3 |
|
S4 |
1,021.7 |
1,038.2 |
1,099.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,130.0 |
1,108.0 |
22.0 |
1.9% |
13.6 |
1.2% |
93% |
True |
False |
5,997 |
10 |
1,130.0 |
1,083.0 |
47.0 |
4.2% |
13.1 |
1.2% |
97% |
True |
False |
7,015 |
20 |
1,130.0 |
1,063.0 |
67.0 |
5.9% |
15.2 |
1.3% |
98% |
True |
False |
5,326 |
40 |
1,130.0 |
1,047.2 |
82.8 |
7.3% |
14.1 |
1.3% |
98% |
True |
False |
3,458 |
60 |
1,130.0 |
1,047.2 |
82.8 |
7.3% |
13.8 |
1.2% |
98% |
True |
False |
3,318 |
80 |
1,192.4 |
1,047.2 |
145.2 |
12.9% |
13.7 |
1.2% |
56% |
False |
False |
2,734 |
100 |
1,192.4 |
1,047.2 |
145.2 |
12.9% |
13.6 |
1.2% |
56% |
False |
False |
2,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,188.7 |
2.618 |
1,166.1 |
1.618 |
1,152.3 |
1.000 |
1,143.8 |
0.618 |
1,138.5 |
HIGH |
1,130.0 |
0.618 |
1,124.7 |
0.500 |
1,123.1 |
0.382 |
1,121.5 |
LOW |
1,116.2 |
0.618 |
1,107.7 |
1.000 |
1,102.4 |
1.618 |
1,093.9 |
2.618 |
1,080.1 |
4.250 |
1,057.6 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,126.6 |
1,125.6 |
PP |
1,124.9 |
1,122.8 |
S1 |
1,123.1 |
1,120.0 |
|