| 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 |
1,866.75 |
1,839.50 |
-27.25 |
-1.5% |
1,922.25 |
| High |
1,875.75 |
1,854.75 |
-21.00 |
-1.1% |
1,931.50 |
| Low |
1,813.25 |
1,817.50 |
4.25 |
0.2% |
1,856.75 |
| Close |
1,843.25 |
1,839.50 |
-3.75 |
-0.2% |
1,866.50 |
| Range |
62.50 |
37.25 |
-25.25 |
-40.4% |
74.75 |
| ATR |
44.79 |
44.25 |
-0.54 |
-1.2% |
0.00 |
| Volume |
7,700 |
10,959 |
3,259 |
42.3% |
37,473 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.00 |
1,931.50 |
1,860.00 |
|
| R3 |
1,911.75 |
1,894.25 |
1,849.75 |
|
| R2 |
1,874.50 |
1,874.50 |
1,846.25 |
|
| R1 |
1,857.00 |
1,857.00 |
1,843.00 |
1,858.00 |
| PP |
1,837.25 |
1,837.25 |
1,837.25 |
1,837.75 |
| S1 |
1,819.75 |
1,819.75 |
1,836.00 |
1,821.00 |
| S2 |
1,800.00 |
1,800.00 |
1,832.75 |
|
| S3 |
1,762.75 |
1,782.50 |
1,829.25 |
|
| S4 |
1,725.50 |
1,745.25 |
1,819.00 |
|
|
| 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 |
1,913.25 |
1,813.25 |
100.00 |
5.4% |
45.00 |
2.5% |
26% |
False |
False |
9,471 |
| 10 |
1,931.50 |
1,813.25 |
118.25 |
6.4% |
42.75 |
2.3% |
22% |
False |
False |
8,091 |
| 20 |
1,939.00 |
1,796.00 |
143.00 |
7.8% |
48.75 |
2.7% |
30% |
False |
False |
6,356 |
| 40 |
2,068.00 |
1,796.00 |
272.00 |
14.8% |
42.00 |
2.3% |
16% |
False |
False |
4,253 |
| 60 |
2,090.50 |
1,796.00 |
294.50 |
16.0% |
37.50 |
2.0% |
15% |
False |
False |
2,932 |
| 80 |
2,095.75 |
1,796.00 |
299.75 |
16.3% |
33.25 |
1.8% |
15% |
False |
False |
2,292 |
| 100 |
2,095.75 |
1,796.00 |
299.75 |
16.3% |
33.25 |
1.8% |
15% |
False |
False |
1,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,013.00 |
|
2.618 |
1,952.25 |
|
1.618 |
1,915.00 |
|
1.000 |
1,892.00 |
|
0.618 |
1,877.75 |
|
HIGH |
1,854.75 |
|
0.618 |
1,840.50 |
|
0.500 |
1,836.00 |
|
0.382 |
1,831.75 |
|
LOW |
1,817.50 |
|
0.618 |
1,794.50 |
|
1.000 |
1,780.25 |
|
1.618 |
1,757.25 |
|
2.618 |
1,720.00 |
|
4.250 |
1,659.25 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,838.50 |
1,859.25 |
| PP |
1,837.25 |
1,852.75 |
| S1 |
1,836.00 |
1,846.00 |
|