| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,868.0 |
2,826.0 |
-42.0 |
-1.5% |
2,990.0 |
| High |
2,869.0 |
2,851.0 |
-18.0 |
-0.6% |
2,990.0 |
| Low |
2,789.0 |
2,786.0 |
-3.0 |
-0.1% |
2,786.0 |
| Close |
2,832.0 |
2,801.0 |
-31.0 |
-1.1% |
2,801.0 |
| Range |
80.0 |
65.0 |
-15.0 |
-18.8% |
204.0 |
| ATR |
84.3 |
83.0 |
-1.4 |
-1.6% |
0.0 |
| Volume |
2,069 |
7,771 |
5,702 |
275.6% |
21,360 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.7 |
2,969.3 |
2,836.8 |
|
| R3 |
2,942.7 |
2,904.3 |
2,818.9 |
|
| R2 |
2,877.7 |
2,877.7 |
2,812.9 |
|
| R1 |
2,839.3 |
2,839.3 |
2,807.0 |
2,826.0 |
| PP |
2,812.7 |
2,812.7 |
2,812.7 |
2,806.0 |
| S1 |
2,774.3 |
2,774.3 |
2,795.0 |
2,761.0 |
| S2 |
2,747.7 |
2,747.7 |
2,789.1 |
|
| S3 |
2,682.7 |
2,709.3 |
2,783.1 |
|
| S4 |
2,617.7 |
2,644.3 |
2,765.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,471.0 |
3,340.0 |
2,913.2 |
|
| R3 |
3,267.0 |
3,136.0 |
2,857.1 |
|
| R2 |
3,063.0 |
3,063.0 |
2,838.4 |
|
| R1 |
2,932.0 |
2,932.0 |
2,819.7 |
2,895.5 |
| PP |
2,859.0 |
2,859.0 |
2,859.0 |
2,840.8 |
| S1 |
2,728.0 |
2,728.0 |
2,782.3 |
2,691.5 |
| S2 |
2,655.0 |
2,655.0 |
2,763.6 |
|
| S3 |
2,451.0 |
2,524.0 |
2,744.9 |
|
| S4 |
2,247.0 |
2,320.0 |
2,688.8 |
|
|
| 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 |
2,786.0 |
204.0 |
7.3% |
79.0 |
2.8% |
7% |
False |
True |
4,272 |
| 10 |
2,990.0 |
2,786.0 |
204.0 |
7.3% |
78.3 |
2.8% |
7% |
False |
True |
12,133 |
| 20 |
3,042.0 |
2,758.0 |
284.0 |
10.1% |
82.8 |
3.0% |
15% |
False |
False |
7,049 |
| 40 |
3,260.0 |
2,758.0 |
502.0 |
17.9% |
69.9 |
2.5% |
9% |
False |
False |
4,596 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
24.3% |
58.1 |
2.1% |
6% |
False |
False |
3,189 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
24.3% |
49.3 |
1.8% |
6% |
False |
False |
2,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,127.3 |
|
2.618 |
3,021.2 |
|
1.618 |
2,956.2 |
|
1.000 |
2,916.0 |
|
0.618 |
2,891.2 |
|
HIGH |
2,851.0 |
|
0.618 |
2,826.2 |
|
0.500 |
2,818.5 |
|
0.382 |
2,810.8 |
|
LOW |
2,786.0 |
|
0.618 |
2,745.8 |
|
1.000 |
2,721.0 |
|
1.618 |
2,680.8 |
|
2.618 |
2,615.8 |
|
4.250 |
2,509.8 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,818.5 |
2,828.0 |
| PP |
2,812.7 |
2,819.0 |
| S1 |
2,806.8 |
2,810.0 |
|