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 |
1,116.2 |
1,129.3 |
13.1 |
1.2% |
1,098.1 |
High |
1,130.0 |
1,131.6 |
1.6 |
0.1% |
1,129.1 |
Low |
1,116.2 |
1,123.0 |
6.8 |
0.6% |
1,098.1 |
Close |
1,128.4 |
1,127.6 |
-0.8 |
-0.1% |
1,116.8 |
Range |
13.8 |
8.6 |
-5.2 |
-37.7% |
31.0 |
ATR |
14.5 |
14.0 |
-0.4 |
-2.9% |
0.0 |
Volume |
2,543 |
3,069 |
526 |
20.7% |
49,122 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.2 |
1,149.0 |
1,132.3 |
|
R3 |
1,144.6 |
1,140.4 |
1,130.0 |
|
R2 |
1,136.0 |
1,136.0 |
1,129.2 |
|
R1 |
1,131.8 |
1,131.8 |
1,128.4 |
1,129.6 |
PP |
1,127.4 |
1,127.4 |
1,127.4 |
1,126.3 |
S1 |
1,123.2 |
1,123.2 |
1,126.8 |
1,121.0 |
S2 |
1,118.8 |
1,118.8 |
1,126.0 |
|
S3 |
1,110.2 |
1,114.6 |
1,125.2 |
|
S4 |
1,101.6 |
1,106.0 |
1,122.9 |
|
|
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 |
1,131.6 |
1,110.0 |
21.6 |
1.9% |
12.1 |
1.1% |
81% |
True |
False |
4,685 |
10 |
1,131.6 |
1,089.2 |
42.4 |
3.8% |
12.8 |
1.1% |
91% |
True |
False |
7,078 |
20 |
1,131.6 |
1,071.8 |
59.8 |
5.3% |
14.6 |
1.3% |
93% |
True |
False |
5,281 |
40 |
1,131.6 |
1,048.3 |
83.3 |
7.4% |
13.9 |
1.2% |
95% |
True |
False |
3,508 |
60 |
1,131.6 |
1,047.2 |
84.4 |
7.5% |
13.7 |
1.2% |
95% |
True |
False |
3,326 |
80 |
1,192.4 |
1,047.2 |
145.2 |
12.9% |
13.7 |
1.2% |
55% |
False |
False |
2,759 |
100 |
1,192.4 |
1,047.2 |
145.2 |
12.9% |
13.5 |
1.2% |
55% |
False |
False |
2,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.2 |
2.618 |
1,154.1 |
1.618 |
1,145.5 |
1.000 |
1,140.2 |
0.618 |
1,136.9 |
HIGH |
1,131.6 |
0.618 |
1,128.3 |
0.500 |
1,127.3 |
0.382 |
1,126.3 |
LOW |
1,123.0 |
0.618 |
1,117.7 |
1.000 |
1,114.4 |
1.618 |
1,109.1 |
2.618 |
1,100.5 |
4.250 |
1,086.5 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,127.5 |
1,125.3 |
PP |
1,127.4 |
1,123.1 |
S1 |
1,127.3 |
1,120.8 |
|