| 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 |
1,173.5 |
1,188.7 |
15.2 |
1.3% |
1,116.7 |
| High |
1,200.4 |
1,199.2 |
-1.2 |
-0.1% |
1,174.8 |
| Low |
1,165.0 |
1,186.7 |
21.7 |
1.9% |
1,115.3 |
| Close |
1,197.9 |
1,198.7 |
0.8 |
0.1% |
1,157.8 |
| Range |
35.4 |
12.5 |
-22.9 |
-64.7% |
59.5 |
| ATR |
18.2 |
17.8 |
-0.4 |
-2.2% |
0.0 |
| Volume |
931 |
700 |
-231 |
-24.8% |
6,190 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.4 |
1,228.0 |
1,205.6 |
|
| R3 |
1,219.9 |
1,215.5 |
1,202.1 |
|
| R2 |
1,207.4 |
1,207.4 |
1,201.0 |
|
| R1 |
1,203.0 |
1,203.0 |
1,199.8 |
1,205.2 |
| PP |
1,194.9 |
1,194.9 |
1,194.9 |
1,196.0 |
| S1 |
1,190.5 |
1,190.5 |
1,197.6 |
1,192.7 |
| S2 |
1,182.4 |
1,182.4 |
1,196.4 |
|
| S3 |
1,169.9 |
1,178.0 |
1,195.3 |
|
| S4 |
1,157.4 |
1,165.5 |
1,191.8 |
|
|
| 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 |
1,200.4 |
1,125.0 |
75.4 |
6.3% |
22.9 |
1.9% |
98% |
False |
False |
981 |
| 10 |
1,200.4 |
1,108.8 |
91.6 |
7.6% |
17.6 |
1.5% |
98% |
False |
False |
23,634 |
| 20 |
1,200.4 |
1,071.1 |
129.3 |
10.8% |
16.9 |
1.4% |
99% |
False |
False |
97,835 |
| 40 |
1,200.4 |
1,046.8 |
153.6 |
12.8% |
15.9 |
1.3% |
99% |
False |
False |
111,888 |
| 60 |
1,200.4 |
1,045.4 |
155.0 |
12.9% |
15.9 |
1.3% |
99% |
False |
False |
105,143 |
| 80 |
1,200.4 |
1,045.4 |
155.0 |
12.9% |
15.4 |
1.3% |
99% |
False |
False |
81,532 |
| 100 |
1,200.4 |
1,045.4 |
155.0 |
12.9% |
15.4 |
1.3% |
99% |
False |
False |
65,882 |
| 120 |
1,200.4 |
1,045.4 |
155.0 |
12.9% |
15.3 |
1.3% |
99% |
False |
False |
55,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,252.3 |
|
2.618 |
1,231.9 |
|
1.618 |
1,219.4 |
|
1.000 |
1,211.7 |
|
0.618 |
1,206.9 |
|
HIGH |
1,199.2 |
|
0.618 |
1,194.4 |
|
0.500 |
1,193.0 |
|
0.382 |
1,191.5 |
|
LOW |
1,186.7 |
|
0.618 |
1,179.0 |
|
1.000 |
1,174.2 |
|
1.618 |
1,166.5 |
|
2.618 |
1,154.0 |
|
4.250 |
1,133.6 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,196.8 |
1,190.2 |
| PP |
1,194.9 |
1,181.7 |
| S1 |
1,193.0 |
1,173.2 |
|