| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,814.0 |
2,697.0 |
-117.0 |
-4.2% |
2,990.0 |
| High |
2,817.0 |
2,730.0 |
-87.0 |
-3.1% |
2,990.0 |
| Low |
2,690.0 |
2,635.0 |
-55.0 |
-2.0% |
2,786.0 |
| Close |
2,706.0 |
2,666.0 |
-40.0 |
-1.5% |
2,801.0 |
| Range |
127.0 |
95.0 |
-32.0 |
-25.2% |
204.0 |
| ATR |
86.1 |
86.7 |
0.6 |
0.7% |
0.0 |
| Volume |
35,337 |
2,523 |
-32,814 |
-92.9% |
21,360 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.0 |
2,909.0 |
2,718.3 |
|
| R3 |
2,867.0 |
2,814.0 |
2,692.1 |
|
| R2 |
2,772.0 |
2,772.0 |
2,683.4 |
|
| R1 |
2,719.0 |
2,719.0 |
2,674.7 |
2,698.0 |
| PP |
2,677.0 |
2,677.0 |
2,677.0 |
2,666.5 |
| S1 |
2,624.0 |
2,624.0 |
2,657.3 |
2,603.0 |
| S2 |
2,582.0 |
2,582.0 |
2,648.6 |
|
| S3 |
2,487.0 |
2,529.0 |
2,639.9 |
|
| S4 |
2,392.0 |
2,434.0 |
2,613.8 |
|
|
| 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 |
2,870.0 |
2,635.0 |
235.0 |
8.8% |
89.4 |
3.4% |
13% |
False |
True |
9,638 |
| 10 |
2,990.0 |
2,635.0 |
355.0 |
13.3% |
84.7 |
3.2% |
9% |
False |
True |
15,408 |
| 20 |
3,042.0 |
2,635.0 |
407.0 |
15.3% |
86.4 |
3.2% |
8% |
False |
True |
8,729 |
| 40 |
3,260.0 |
2,635.0 |
625.0 |
23.4% |
72.8 |
2.7% |
5% |
False |
True |
5,541 |
| 60 |
3,439.0 |
2,635.0 |
804.0 |
30.2% |
61.1 |
2.3% |
4% |
False |
True |
3,820 |
| 80 |
3,439.0 |
2,635.0 |
804.0 |
30.2% |
51.6 |
1.9% |
4% |
False |
True |
2,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,133.8 |
|
2.618 |
2,978.7 |
|
1.618 |
2,883.7 |
|
1.000 |
2,825.0 |
|
0.618 |
2,788.7 |
|
HIGH |
2,730.0 |
|
0.618 |
2,693.7 |
|
0.500 |
2,682.5 |
|
0.382 |
2,671.3 |
|
LOW |
2,635.0 |
|
0.618 |
2,576.3 |
|
1.000 |
2,540.0 |
|
1.618 |
2,481.3 |
|
2.618 |
2,386.3 |
|
4.250 |
2,231.3 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,682.5 |
2,743.0 |
| PP |
2,677.0 |
2,717.3 |
| S1 |
2,671.5 |
2,691.7 |
|