| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,697.0 |
2,674.0 |
-23.0 |
-0.9% |
2,990.0 |
| High |
2,730.0 |
2,749.0 |
19.0 |
0.7% |
2,990.0 |
| Low |
2,635.0 |
2,657.0 |
22.0 |
0.8% |
2,786.0 |
| Close |
2,666.0 |
2,711.0 |
45.0 |
1.7% |
2,801.0 |
| Range |
95.0 |
92.0 |
-3.0 |
-3.2% |
204.0 |
| ATR |
86.7 |
87.1 |
0.4 |
0.4% |
0.0 |
| Volume |
2,523 |
5,334 |
2,811 |
111.4% |
21,360 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.7 |
2,938.3 |
2,761.6 |
|
| R3 |
2,889.7 |
2,846.3 |
2,736.3 |
|
| R2 |
2,797.7 |
2,797.7 |
2,727.9 |
|
| R1 |
2,754.3 |
2,754.3 |
2,719.4 |
2,776.0 |
| PP |
2,705.7 |
2,705.7 |
2,705.7 |
2,716.5 |
| S1 |
2,662.3 |
2,662.3 |
2,702.6 |
2,684.0 |
| S2 |
2,613.7 |
2,613.7 |
2,694.1 |
|
| S3 |
2,521.7 |
2,570.3 |
2,685.7 |
|
| S4 |
2,429.7 |
2,478.3 |
2,660.4 |
|
|
| 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 |
2,869.0 |
2,635.0 |
234.0 |
8.6% |
91.8 |
3.4% |
32% |
False |
False |
10,606 |
| 10 |
2,990.0 |
2,635.0 |
355.0 |
13.1% |
87.0 |
3.2% |
21% |
False |
False |
14,914 |
| 20 |
2,990.0 |
2,635.0 |
355.0 |
13.1% |
85.0 |
3.1% |
21% |
False |
False |
8,876 |
| 40 |
3,260.0 |
2,635.0 |
625.0 |
23.1% |
74.7 |
2.8% |
12% |
False |
False |
5,674 |
| 60 |
3,439.0 |
2,635.0 |
804.0 |
29.7% |
61.7 |
2.3% |
9% |
False |
False |
3,908 |
| 80 |
3,439.0 |
2,635.0 |
804.0 |
29.7% |
52.5 |
1.9% |
9% |
False |
False |
2,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,140.0 |
|
2.618 |
2,989.9 |
|
1.618 |
2,897.9 |
|
1.000 |
2,841.0 |
|
0.618 |
2,805.9 |
|
HIGH |
2,749.0 |
|
0.618 |
2,713.9 |
|
0.500 |
2,703.0 |
|
0.382 |
2,692.1 |
|
LOW |
2,657.0 |
|
0.618 |
2,600.1 |
|
1.000 |
2,565.0 |
|
1.618 |
2,508.1 |
|
2.618 |
2,416.1 |
|
4.250 |
2,266.0 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,708.3 |
2,726.0 |
| PP |
2,705.7 |
2,721.0 |
| S1 |
2,703.0 |
2,716.0 |
|