| 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 |
2,990.0 |
2,936.0 |
-54.0 |
-1.8% |
2,955.0 |
| High |
2,990.0 |
2,936.0 |
-54.0 |
-1.8% |
2,980.0 |
| Low |
2,914.0 |
2,842.0 |
-72.0 |
-2.5% |
2,863.0 |
| Close |
2,942.0 |
2,873.0 |
-69.0 |
-2.3% |
2,953.0 |
| Range |
76.0 |
94.0 |
18.0 |
23.7% |
117.0 |
| ATR |
83.6 |
84.8 |
1.2 |
1.4% |
0.0 |
| Volume |
4,464 |
6,566 |
2,102 |
47.1% |
99,978 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.7 |
3,113.3 |
2,924.7 |
|
| R3 |
3,071.7 |
3,019.3 |
2,898.9 |
|
| R2 |
2,977.7 |
2,977.7 |
2,890.2 |
|
| R1 |
2,925.3 |
2,925.3 |
2,881.6 |
2,904.5 |
| PP |
2,883.7 |
2,883.7 |
2,883.7 |
2,873.3 |
| S1 |
2,831.3 |
2,831.3 |
2,864.4 |
2,810.5 |
| S2 |
2,789.7 |
2,789.7 |
2,855.8 |
|
| S3 |
2,695.7 |
2,737.3 |
2,847.2 |
|
| S4 |
2,601.7 |
2,643.3 |
2,821.3 |
|
|
| 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 |
2,842.0 |
148.0 |
5.2% |
80.0 |
2.8% |
21% |
False |
True |
21,178 |
| 10 |
2,990.0 |
2,758.0 |
232.0 |
8.1% |
81.4 |
2.8% |
50% |
False |
False |
11,441 |
| 20 |
3,080.0 |
2,758.0 |
322.0 |
11.2% |
83.1 |
2.9% |
36% |
False |
False |
8,135 |
| 40 |
3,423.0 |
2,758.0 |
665.0 |
23.1% |
70.6 |
2.5% |
17% |
False |
False |
4,343 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
23.7% |
56.1 |
2.0% |
17% |
False |
False |
3,021 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
23.7% |
47.0 |
1.6% |
17% |
False |
False |
2,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,335.5 |
|
2.618 |
3,182.1 |
|
1.618 |
3,088.1 |
|
1.000 |
3,030.0 |
|
0.618 |
2,994.1 |
|
HIGH |
2,936.0 |
|
0.618 |
2,900.1 |
|
0.500 |
2,889.0 |
|
0.382 |
2,877.9 |
|
LOW |
2,842.0 |
|
0.618 |
2,783.9 |
|
1.000 |
2,748.0 |
|
1.618 |
2,689.9 |
|
2.618 |
2,595.9 |
|
4.250 |
2,442.5 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,889.0 |
2,916.0 |
| PP |
2,883.7 |
2,901.7 |
| S1 |
2,878.3 |
2,887.3 |
|