| 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 |
1,885.75 |
1,898.75 |
13.00 |
0.7% |
1,892.00 |
| High |
1,903.25 |
1,913.25 |
10.00 |
0.5% |
1,924.00 |
| Low |
1,856.75 |
1,882.00 |
25.25 |
1.4% |
1,843.50 |
| Close |
1,899.75 |
1,899.00 |
-0.75 |
0.0% |
1,922.00 |
| Range |
46.50 |
31.25 |
-15.25 |
-32.8% |
80.50 |
| ATR |
43.99 |
43.08 |
-0.91 |
-2.1% |
0.00 |
| Volume |
13,085 |
8,077 |
-5,008 |
-38.3% |
31,820 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.75 |
1,976.75 |
1,916.25 |
|
| R3 |
1,960.50 |
1,945.50 |
1,907.50 |
|
| R2 |
1,929.25 |
1,929.25 |
1,904.75 |
|
| R1 |
1,914.25 |
1,914.25 |
1,901.75 |
1,921.75 |
| PP |
1,898.00 |
1,898.00 |
1,898.00 |
1,902.00 |
| S1 |
1,883.00 |
1,883.00 |
1,896.25 |
1,890.50 |
| S2 |
1,866.75 |
1,866.75 |
1,893.25 |
|
| S3 |
1,835.50 |
1,851.75 |
1,890.50 |
|
| S4 |
1,804.25 |
1,820.50 |
1,881.75 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.00 |
2,110.50 |
1,966.25 |
|
| R3 |
2,057.50 |
2,030.00 |
1,944.25 |
|
| R2 |
1,977.00 |
1,977.00 |
1,936.75 |
|
| R1 |
1,949.50 |
1,949.50 |
1,929.50 |
1,963.25 |
| PP |
1,896.50 |
1,896.50 |
1,896.50 |
1,903.50 |
| S1 |
1,869.00 |
1,869.00 |
1,914.50 |
1,882.75 |
| S2 |
1,816.00 |
1,816.00 |
1,907.25 |
|
| S3 |
1,735.50 |
1,788.50 |
1,899.75 |
|
| S4 |
1,655.00 |
1,708.00 |
1,877.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,931.50 |
1,856.75 |
74.75 |
3.9% |
39.75 |
2.1% |
57% |
False |
False |
7,380 |
| 10 |
1,931.50 |
1,843.50 |
88.00 |
4.6% |
42.25 |
2.2% |
63% |
False |
False |
6,426 |
| 20 |
1,983.50 |
1,796.00 |
187.50 |
9.9% |
49.00 |
2.6% |
55% |
False |
False |
5,734 |
| 40 |
2,068.00 |
1,796.00 |
272.00 |
14.3% |
40.75 |
2.1% |
38% |
False |
False |
3,638 |
| 60 |
2,090.50 |
1,796.00 |
294.50 |
15.5% |
36.00 |
1.9% |
35% |
False |
False |
2,501 |
| 80 |
2,095.75 |
1,796.00 |
299.75 |
15.8% |
32.00 |
1.7% |
34% |
False |
False |
1,966 |
| 100 |
2,095.75 |
1,796.00 |
299.75 |
15.8% |
32.75 |
1.7% |
34% |
False |
False |
1,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,046.00 |
|
2.618 |
1,995.00 |
|
1.618 |
1,963.75 |
|
1.000 |
1,944.50 |
|
0.618 |
1,932.50 |
|
HIGH |
1,913.25 |
|
0.618 |
1,901.25 |
|
0.500 |
1,897.50 |
|
0.382 |
1,894.00 |
|
LOW |
1,882.00 |
|
0.618 |
1,862.75 |
|
1.000 |
1,850.75 |
|
1.618 |
1,831.50 |
|
2.618 |
1,800.25 |
|
4.250 |
1,749.25 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,898.50 |
1,895.25 |
| PP |
1,898.00 |
1,891.50 |
| S1 |
1,897.50 |
1,888.00 |
|