| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,814.0 |
-12.0 |
-0.4% |
2,990.0 |
| High |
2,851.0 |
2,817.0 |
-34.0 |
-1.2% |
2,990.0 |
| Low |
2,786.0 |
2,690.0 |
-96.0 |
-3.4% |
2,786.0 |
| Close |
2,801.0 |
2,706.0 |
-95.0 |
-3.4% |
2,801.0 |
| Range |
65.0 |
127.0 |
62.0 |
95.4% |
204.0 |
| ATR |
83.0 |
86.1 |
3.1 |
3.8% |
0.0 |
| Volume |
7,771 |
35,337 |
27,566 |
354.7% |
21,360 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.7 |
3,039.3 |
2,775.9 |
|
| R3 |
2,991.7 |
2,912.3 |
2,740.9 |
|
| R2 |
2,864.7 |
2,864.7 |
2,729.3 |
|
| R1 |
2,785.3 |
2,785.3 |
2,717.6 |
2,761.5 |
| PP |
2,737.7 |
2,737.7 |
2,737.7 |
2,725.8 |
| S1 |
2,658.3 |
2,658.3 |
2,694.4 |
2,634.5 |
| S2 |
2,610.7 |
2,610.7 |
2,682.7 |
|
| S3 |
2,483.7 |
2,531.3 |
2,671.1 |
|
| S4 |
2,356.7 |
2,404.3 |
2,636.2 |
|
|
| 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 |
2,936.0 |
2,690.0 |
246.0 |
9.1% |
89.2 |
3.3% |
7% |
False |
True |
10,446 |
| 10 |
2,990.0 |
2,690.0 |
300.0 |
11.1% |
85.1 |
3.1% |
5% |
False |
True |
15,455 |
| 20 |
3,042.0 |
2,690.0 |
352.0 |
13.0% |
85.5 |
3.2% |
5% |
False |
True |
8,623 |
| 40 |
3,260.0 |
2,690.0 |
570.0 |
21.1% |
71.8 |
2.7% |
3% |
False |
True |
5,478 |
| 60 |
3,439.0 |
2,690.0 |
749.0 |
27.7% |
59.8 |
2.2% |
2% |
False |
True |
3,778 |
| 80 |
3,439.0 |
2,690.0 |
749.0 |
27.7% |
50.7 |
1.9% |
2% |
False |
True |
2,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,356.8 |
|
2.618 |
3,149.5 |
|
1.618 |
3,022.5 |
|
1.000 |
2,944.0 |
|
0.618 |
2,895.5 |
|
HIGH |
2,817.0 |
|
0.618 |
2,768.5 |
|
0.500 |
2,753.5 |
|
0.382 |
2,738.5 |
|
LOW |
2,690.0 |
|
0.618 |
2,611.5 |
|
1.000 |
2,563.0 |
|
1.618 |
2,484.5 |
|
2.618 |
2,357.5 |
|
4.250 |
2,150.3 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.5 |
2,779.5 |
| PP |
2,737.7 |
2,755.0 |
| S1 |
2,721.8 |
2,730.5 |
|