| 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 |
1,895.00 |
1,866.75 |
-28.25 |
-1.5% |
1,922.25 |
| High |
1,905.25 |
1,875.75 |
-29.50 |
-1.5% |
1,931.50 |
| Low |
1,857.25 |
1,813.25 |
-44.00 |
-2.4% |
1,856.75 |
| Close |
1,866.50 |
1,843.25 |
-23.25 |
-1.2% |
1,866.50 |
| Range |
48.00 |
62.50 |
14.50 |
30.2% |
74.75 |
| ATR |
43.43 |
44.79 |
1.36 |
3.1% |
0.00 |
| Volume |
7,535 |
7,700 |
165 |
2.2% |
37,473 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,031.50 |
2,000.00 |
1,877.50 |
|
| R3 |
1,969.00 |
1,937.50 |
1,860.50 |
|
| R2 |
1,906.50 |
1,906.50 |
1,854.75 |
|
| R1 |
1,875.00 |
1,875.00 |
1,849.00 |
1,859.50 |
| PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,836.50 |
| S1 |
1,812.50 |
1,812.50 |
1,837.50 |
1,797.00 |
| S2 |
1,781.50 |
1,781.50 |
1,831.75 |
|
| S3 |
1,719.00 |
1,750.00 |
1,826.00 |
|
| S4 |
1,656.50 |
1,687.50 |
1,809.00 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.25 |
2,062.50 |
1,907.50 |
|
| R3 |
2,034.50 |
1,987.75 |
1,887.00 |
|
| R2 |
1,959.75 |
1,959.75 |
1,880.25 |
|
| R1 |
1,913.00 |
1,913.00 |
1,873.25 |
1,899.00 |
| PP |
1,885.00 |
1,885.00 |
1,885.00 |
1,878.00 |
| S1 |
1,838.25 |
1,838.25 |
1,859.75 |
1,824.25 |
| S2 |
1,810.25 |
1,810.25 |
1,852.75 |
|
| S3 |
1,735.50 |
1,763.50 |
1,846.00 |
|
| S4 |
1,660.75 |
1,688.75 |
1,825.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,919.00 |
1,813.25 |
105.75 |
5.7% |
45.25 |
2.5% |
28% |
False |
True |
8,183 |
| 10 |
1,931.50 |
1,813.25 |
118.25 |
6.4% |
44.00 |
2.4% |
25% |
False |
True |
7,380 |
| 20 |
1,939.00 |
1,796.00 |
143.00 |
7.8% |
48.75 |
2.6% |
33% |
False |
False |
5,980 |
| 40 |
2,068.00 |
1,796.00 |
272.00 |
14.8% |
41.75 |
2.3% |
17% |
False |
False |
3,985 |
| 60 |
2,090.50 |
1,796.00 |
294.50 |
16.0% |
37.25 |
2.0% |
16% |
False |
False |
2,752 |
| 80 |
2,095.75 |
1,796.00 |
299.75 |
16.3% |
33.00 |
1.8% |
16% |
False |
False |
2,155 |
| 100 |
2,095.75 |
1,796.00 |
299.75 |
16.3% |
33.25 |
1.8% |
16% |
False |
False |
1,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.50 |
|
2.618 |
2,039.50 |
|
1.618 |
1,977.00 |
|
1.000 |
1,938.25 |
|
0.618 |
1,914.50 |
|
HIGH |
1,875.75 |
|
0.618 |
1,852.00 |
|
0.500 |
1,844.50 |
|
0.382 |
1,837.00 |
|
LOW |
1,813.25 |
|
0.618 |
1,774.50 |
|
1.000 |
1,750.75 |
|
1.618 |
1,712.00 |
|
2.618 |
1,649.50 |
|
4.250 |
1,547.50 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,844.50 |
1,863.25 |
| PP |
1,844.00 |
1,856.50 |
| S1 |
1,843.75 |
1,850.00 |
|