| 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 |
2,945.0 |
2,990.0 |
45.0 |
1.5% |
2,955.0 |
| High |
2,980.0 |
2,990.0 |
10.0 |
0.3% |
2,980.0 |
| Low |
2,915.0 |
2,914.0 |
-1.0 |
0.0% |
2,863.0 |
| Close |
2,953.0 |
2,942.0 |
-11.0 |
-0.4% |
2,953.0 |
| Range |
65.0 |
76.0 |
11.0 |
16.9% |
117.0 |
| ATR |
84.2 |
83.6 |
-0.6 |
-0.7% |
0.0 |
| Volume |
2,106 |
4,464 |
2,358 |
112.0% |
99,978 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,176.7 |
3,135.3 |
2,983.8 |
|
| R3 |
3,100.7 |
3,059.3 |
2,962.9 |
|
| R2 |
3,024.7 |
3,024.7 |
2,955.9 |
|
| R1 |
2,983.3 |
2,983.3 |
2,949.0 |
2,966.0 |
| PP |
2,948.7 |
2,948.7 |
2,948.7 |
2,940.0 |
| S1 |
2,907.3 |
2,907.3 |
2,935.0 |
2,890.0 |
| S2 |
2,872.7 |
2,872.7 |
2,928.1 |
|
| S3 |
2,796.7 |
2,831.3 |
2,921.1 |
|
| S4 |
2,720.7 |
2,755.3 |
2,900.2 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,283.0 |
3,235.0 |
3,017.4 |
|
| R3 |
3,166.0 |
3,118.0 |
2,985.2 |
|
| R2 |
3,049.0 |
3,049.0 |
2,974.5 |
|
| R1 |
3,001.0 |
3,001.0 |
2,963.7 |
2,966.5 |
| PP |
2,932.0 |
2,932.0 |
2,932.0 |
2,914.8 |
| S1 |
2,884.0 |
2,884.0 |
2,942.3 |
2,849.5 |
| S2 |
2,815.0 |
2,815.0 |
2,931.6 |
|
| S3 |
2,698.0 |
2,767.0 |
2,920.8 |
|
| S4 |
2,581.0 |
2,650.0 |
2,888.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,990.0 |
2,863.0 |
127.0 |
4.3% |
81.0 |
2.8% |
62% |
True |
False |
20,463 |
| 10 |
2,990.0 |
2,758.0 |
232.0 |
7.9% |
78.8 |
2.7% |
79% |
True |
False |
11,303 |
| 20 |
3,118.0 |
2,758.0 |
360.0 |
12.2% |
81.4 |
2.8% |
51% |
False |
False |
7,852 |
| 40 |
3,423.0 |
2,758.0 |
665.0 |
22.6% |
69.6 |
2.4% |
28% |
False |
False |
4,259 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
23.1% |
55.1 |
1.9% |
27% |
False |
False |
2,912 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
23.1% |
46.3 |
1.6% |
27% |
False |
False |
2,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,313.0 |
|
2.618 |
3,189.0 |
|
1.618 |
3,113.0 |
|
1.000 |
3,066.0 |
|
0.618 |
3,037.0 |
|
HIGH |
2,990.0 |
|
0.618 |
2,961.0 |
|
0.500 |
2,952.0 |
|
0.382 |
2,943.0 |
|
LOW |
2,914.0 |
|
0.618 |
2,867.0 |
|
1.000 |
2,838.0 |
|
1.618 |
2,791.0 |
|
2.618 |
2,715.0 |
|
4.250 |
2,591.0 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,952.0 |
2,939.2 |
| PP |
2,948.7 |
2,936.3 |
| S1 |
2,945.3 |
2,933.5 |
|