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 |
1,129.8 |
1,142.9 |
13.1 |
1.2% |
1,098.1 |
High |
1,146.4 |
1,158.2 |
11.8 |
1.0% |
1,129.1 |
Low |
1,125.9 |
1,141.0 |
15.1 |
1.3% |
1,098.1 |
Close |
1,141.7 |
1,158.0 |
16.3 |
1.4% |
1,116.8 |
Range |
20.5 |
17.2 |
-3.3 |
-16.1% |
31.0 |
ATR |
14.5 |
14.7 |
0.2 |
1.3% |
0.0 |
Volume |
3,473 |
8,948 |
5,475 |
157.6% |
49,122 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,204.0 |
1,198.2 |
1,167.5 |
|
R3 |
1,186.8 |
1,181.0 |
1,162.7 |
|
R2 |
1,169.6 |
1,169.6 |
1,161.2 |
|
R1 |
1,163.8 |
1,163.8 |
1,159.6 |
1,166.7 |
PP |
1,152.4 |
1,152.4 |
1,152.4 |
1,153.9 |
S1 |
1,146.6 |
1,146.6 |
1,156.4 |
1,149.5 |
S2 |
1,135.2 |
1,135.2 |
1,154.8 |
|
S3 |
1,118.0 |
1,129.4 |
1,153.3 |
|
S4 |
1,100.8 |
1,112.2 |
1,148.5 |
|
|
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 |
1,158.2 |
1,110.0 |
48.2 |
4.2% |
13.8 |
1.2% |
100% |
True |
False |
4,464 |
10 |
1,158.2 |
1,094.5 |
63.7 |
5.5% |
13.4 |
1.2% |
100% |
True |
False |
7,236 |
20 |
1,158.2 |
1,071.8 |
86.4 |
7.5% |
15.2 |
1.3% |
100% |
True |
False |
5,753 |
40 |
1,158.2 |
1,048.3 |
109.9 |
9.5% |
13.7 |
1.2% |
100% |
True |
False |
3,752 |
60 |
1,158.2 |
1,047.2 |
111.0 |
9.6% |
13.8 |
1.2% |
100% |
True |
False |
3,417 |
80 |
1,192.4 |
1,047.2 |
145.2 |
12.5% |
13.8 |
1.2% |
76% |
False |
False |
2,899 |
100 |
1,192.4 |
1,047.2 |
145.2 |
12.5% |
13.7 |
1.2% |
76% |
False |
False |
2,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,231.3 |
2.618 |
1,203.2 |
1.618 |
1,186.0 |
1.000 |
1,175.4 |
0.618 |
1,168.8 |
HIGH |
1,158.2 |
0.618 |
1,151.6 |
0.500 |
1,149.6 |
0.382 |
1,147.6 |
LOW |
1,141.0 |
0.618 |
1,130.4 |
1.000 |
1,123.8 |
1.618 |
1,113.2 |
2.618 |
1,096.0 |
4.250 |
1,067.9 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,155.2 |
1,152.2 |
PP |
1,152.4 |
1,146.4 |
S1 |
1,149.6 |
1,140.6 |
|