| 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 |
16,417.95 |
16,147.51 |
-270.44 |
-1.6% |
16,453.63 |
| High |
16,423.63 |
16,147.51 |
-276.12 |
-1.7% |
16,510.98 |
| Low |
16,129.81 |
15,803.55 |
-326.26 |
-2.0% |
15,960.45 |
| Close |
16,204.97 |
16,027.05 |
-177.92 |
-1.1% |
16,204.97 |
| Range |
293.82 |
343.96 |
50.14 |
17.1% |
550.53 |
| ATR |
305.37 |
312.23 |
6.86 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,024.58 |
16,869.78 |
16,216.23 |
|
| R3 |
16,680.62 |
16,525.82 |
16,121.64 |
|
| R2 |
16,336.66 |
16,336.66 |
16,090.11 |
|
| R1 |
16,181.86 |
16,181.86 |
16,058.58 |
16,087.28 |
| PP |
15,992.70 |
15,992.70 |
15,992.70 |
15,945.42 |
| S1 |
15,837.90 |
15,837.90 |
15,995.52 |
15,743.32 |
| S2 |
15,648.74 |
15,648.74 |
15,963.99 |
|
| S3 |
15,304.78 |
15,493.94 |
15,932.46 |
|
| S4 |
14,960.82 |
15,149.98 |
15,837.87 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,877.06 |
17,591.54 |
16,507.76 |
|
| R3 |
17,326.53 |
17,041.01 |
16,356.37 |
|
| R2 |
16,776.00 |
16,776.00 |
16,305.90 |
|
| R1 |
16,490.48 |
16,490.48 |
16,255.44 |
16,357.98 |
| PP |
16,225.47 |
16,225.47 |
16,225.47 |
16,159.21 |
| S1 |
15,939.95 |
15,939.95 |
16,154.50 |
15,807.45 |
| S2 |
15,674.94 |
15,674.94 |
16,104.04 |
|
| S3 |
15,124.41 |
15,389.42 |
16,053.57 |
|
| S4 |
14,573.88 |
14,838.89 |
15,902.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,485.84 |
15,803.55 |
682.29 |
4.3% |
318.09 |
2.0% |
33% |
False |
True |
|
| 10 |
16,510.98 |
15,803.55 |
707.43 |
4.4% |
306.58 |
1.9% |
32% |
False |
True |
|
| 20 |
16,593.51 |
15,450.56 |
1,142.95 |
7.1% |
326.04 |
2.0% |
50% |
False |
False |
|
| 40 |
17,796.76 |
15,450.56 |
2,346.20 |
14.6% |
287.46 |
1.8% |
25% |
False |
False |
|
| 60 |
17,914.34 |
15,450.56 |
2,463.78 |
15.4% |
257.69 |
1.6% |
23% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.8% |
232.91 |
1.5% |
23% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.8% |
231.21 |
1.4% |
23% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.3% |
253.88 |
1.6% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,609.34 |
|
2.618 |
17,048.00 |
|
1.618 |
16,704.04 |
|
1.000 |
16,491.47 |
|
0.618 |
16,360.08 |
|
HIGH |
16,147.51 |
|
0.618 |
16,016.12 |
|
0.500 |
15,975.53 |
|
0.382 |
15,934.94 |
|
LOW |
15,803.55 |
|
0.618 |
15,590.98 |
|
1.000 |
15,459.59 |
|
1.618 |
15,247.02 |
|
2.618 |
14,903.06 |
|
4.250 |
14,341.72 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,009.88 |
16,144.70 |
| PP |
15,992.70 |
16,105.48 |
| S1 |
15,975.53 |
16,066.27 |
|