| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1,142.5 |
1,155.6 |
13.1 |
1.1% |
1,116.7 |
| High |
1,157.6 |
1,174.8 |
17.2 |
1.5% |
1,174.8 |
| Low |
1,141.0 |
1,146.0 |
5.0 |
0.4% |
1,115.3 |
| Close |
1,157.6 |
1,157.8 |
0.2 |
0.0% |
1,157.8 |
| Range |
16.6 |
28.8 |
12.2 |
73.5% |
59.5 |
| ATR |
15.4 |
16.3 |
1.0 |
6.2% |
0.0 |
| Volume |
771 |
877 |
106 |
13.7% |
6,190 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.9 |
1,230.7 |
1,173.6 |
|
| R3 |
1,217.1 |
1,201.9 |
1,165.7 |
|
| R2 |
1,188.3 |
1,188.3 |
1,163.1 |
|
| R1 |
1,173.1 |
1,173.1 |
1,160.4 |
1,180.7 |
| PP |
1,159.5 |
1,159.5 |
1,159.5 |
1,163.4 |
| S1 |
1,144.3 |
1,144.3 |
1,155.2 |
1,151.9 |
| S2 |
1,130.7 |
1,130.7 |
1,152.5 |
|
| S3 |
1,101.9 |
1,115.5 |
1,149.9 |
|
| S4 |
1,073.1 |
1,086.7 |
1,142.0 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.8 |
1,302.3 |
1,190.5 |
|
| R3 |
1,268.3 |
1,242.8 |
1,174.2 |
|
| R2 |
1,208.8 |
1,208.8 |
1,168.7 |
|
| R1 |
1,183.3 |
1,183.3 |
1,163.3 |
1,196.1 |
| PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,155.7 |
| S1 |
1,123.8 |
1,123.8 |
1,152.3 |
1,136.6 |
| S2 |
1,089.8 |
1,089.8 |
1,146.9 |
|
| S3 |
1,030.3 |
1,064.3 |
1,141.4 |
|
| S4 |
970.8 |
1,004.8 |
1,125.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,174.8 |
1,115.3 |
59.5 |
5.1% |
17.9 |
1.5% |
71% |
True |
False |
1,238 |
| 10 |
1,174.8 |
1,097.6 |
77.2 |
6.7% |
15.6 |
1.3% |
78% |
True |
False |
60,876 |
| 20 |
1,174.8 |
1,071.1 |
103.7 |
9.0% |
16.4 |
1.4% |
84% |
True |
False |
117,087 |
| 40 |
1,174.8 |
1,046.8 |
128.0 |
11.1% |
15.3 |
1.3% |
87% |
True |
False |
117,858 |
| 60 |
1,174.8 |
1,045.4 |
129.4 |
11.2% |
15.5 |
1.3% |
87% |
True |
False |
106,622 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
12.7% |
15.3 |
1.3% |
77% |
False |
False |
81,672 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
12.7% |
15.2 |
1.3% |
77% |
False |
False |
65,881 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
12.7% |
15.0 |
1.3% |
77% |
False |
False |
55,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,297.2 |
|
2.618 |
1,250.2 |
|
1.618 |
1,221.4 |
|
1.000 |
1,203.6 |
|
0.618 |
1,192.6 |
|
HIGH |
1,174.8 |
|
0.618 |
1,163.8 |
|
0.500 |
1,160.4 |
|
0.382 |
1,157.0 |
|
LOW |
1,146.0 |
|
0.618 |
1,128.2 |
|
1.000 |
1,117.2 |
|
1.618 |
1,099.4 |
|
2.618 |
1,070.6 |
|
4.250 |
1,023.6 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.4 |
1,155.2 |
| PP |
1,159.5 |
1,152.5 |
| S1 |
1,158.7 |
1,149.9 |
|