| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,936.0 |
2,848.0 |
-88.0 |
-3.0% |
2,955.0 |
| High |
2,936.0 |
2,870.0 |
-66.0 |
-2.2% |
2,980.0 |
| Low |
2,842.0 |
2,790.0 |
-52.0 |
-1.8% |
2,863.0 |
| Close |
2,873.0 |
2,821.0 |
-52.0 |
-1.8% |
2,953.0 |
| Range |
94.0 |
80.0 |
-14.0 |
-14.9% |
117.0 |
| ATR |
84.8 |
84.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
6,566 |
490 |
-6,076 |
-92.5% |
99,978 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,067.0 |
3,024.0 |
2,865.0 |
|
| R3 |
2,987.0 |
2,944.0 |
2,843.0 |
|
| R2 |
2,907.0 |
2,907.0 |
2,835.7 |
|
| R1 |
2,864.0 |
2,864.0 |
2,828.3 |
2,845.5 |
| PP |
2,827.0 |
2,827.0 |
2,827.0 |
2,817.8 |
| S1 |
2,784.0 |
2,784.0 |
2,813.7 |
2,765.5 |
| S2 |
2,747.0 |
2,747.0 |
2,806.3 |
|
| S3 |
2,667.0 |
2,704.0 |
2,799.0 |
|
| S4 |
2,587.0 |
2,624.0 |
2,777.0 |
|
|
| 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 |
2,790.0 |
200.0 |
7.1% |
82.2 |
2.9% |
16% |
False |
True |
19,221 |
| 10 |
2,990.0 |
2,790.0 |
200.0 |
7.1% |
81.4 |
2.9% |
16% |
False |
True |
11,246 |
| 20 |
3,042.0 |
2,758.0 |
284.0 |
10.1% |
84.3 |
3.0% |
22% |
False |
False |
7,034 |
| 40 |
3,310.0 |
2,758.0 |
552.0 |
19.6% |
68.1 |
2.4% |
11% |
False |
False |
4,352 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
24.1% |
57.4 |
2.0% |
9% |
False |
False |
3,028 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
24.1% |
47.7 |
1.7% |
9% |
False |
False |
2,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,210.0 |
|
2.618 |
3,079.4 |
|
1.618 |
2,999.4 |
|
1.000 |
2,950.0 |
|
0.618 |
2,919.4 |
|
HIGH |
2,870.0 |
|
0.618 |
2,839.4 |
|
0.500 |
2,830.0 |
|
0.382 |
2,820.6 |
|
LOW |
2,790.0 |
|
0.618 |
2,740.6 |
|
1.000 |
2,710.0 |
|
1.618 |
2,660.6 |
|
2.618 |
2,580.6 |
|
4.250 |
2,450.0 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,830.0 |
2,890.0 |
| PP |
2,827.0 |
2,867.0 |
| S1 |
2,824.0 |
2,844.0 |
|