| 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 |
2,848.0 |
2,868.0 |
20.0 |
0.7% |
2,955.0 |
| High |
2,870.0 |
2,869.0 |
-1.0 |
0.0% |
2,980.0 |
| Low |
2,790.0 |
2,789.0 |
-1.0 |
0.0% |
2,863.0 |
| Close |
2,821.0 |
2,832.0 |
11.0 |
0.4% |
2,953.0 |
| Range |
80.0 |
80.0 |
0.0 |
0.0% |
117.0 |
| ATR |
84.7 |
84.3 |
-0.3 |
-0.4% |
0.0 |
| Volume |
490 |
2,069 |
1,579 |
322.2% |
99,978 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.0 |
3,031.0 |
2,876.0 |
|
| R3 |
2,990.0 |
2,951.0 |
2,854.0 |
|
| R2 |
2,910.0 |
2,910.0 |
2,846.7 |
|
| R1 |
2,871.0 |
2,871.0 |
2,839.3 |
2,850.5 |
| PP |
2,830.0 |
2,830.0 |
2,830.0 |
2,819.8 |
| S1 |
2,791.0 |
2,791.0 |
2,824.7 |
2,770.5 |
| S2 |
2,750.0 |
2,750.0 |
2,817.3 |
|
| S3 |
2,670.0 |
2,711.0 |
2,810.0 |
|
| S4 |
2,590.0 |
2,631.0 |
2,788.0 |
|
|
| 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 |
2,789.0 |
201.0 |
7.1% |
79.0 |
2.8% |
21% |
False |
True |
3,139 |
| 10 |
2,990.0 |
2,789.0 |
201.0 |
7.1% |
80.5 |
2.8% |
21% |
False |
True |
11,381 |
| 20 |
3,042.0 |
2,758.0 |
284.0 |
10.0% |
84.9 |
3.0% |
26% |
False |
False |
6,669 |
| 40 |
3,310.0 |
2,758.0 |
552.0 |
19.5% |
69.2 |
2.4% |
13% |
False |
False |
4,402 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
24.0% |
57.9 |
2.0% |
11% |
False |
False |
3,062 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
24.0% |
48.7 |
1.7% |
11% |
False |
False |
2,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,209.0 |
|
2.618 |
3,078.4 |
|
1.618 |
2,998.4 |
|
1.000 |
2,949.0 |
|
0.618 |
2,918.4 |
|
HIGH |
2,869.0 |
|
0.618 |
2,838.4 |
|
0.500 |
2,829.0 |
|
0.382 |
2,819.6 |
|
LOW |
2,789.0 |
|
0.618 |
2,739.6 |
|
1.000 |
2,709.0 |
|
1.618 |
2,659.6 |
|
2.618 |
2,579.6 |
|
4.250 |
2,449.0 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.0 |
2,862.5 |
| PP |
2,830.0 |
2,852.3 |
| S1 |
2,829.0 |
2,842.2 |
|