| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
3,022.0 |
3,060.0 |
38.0 |
1.3% |
3,042.0 |
| High |
3,057.0 |
3,061.0 |
4.0 |
0.1% |
3,057.0 |
| Low |
2,988.0 |
2,987.0 |
-1.0 |
0.0% |
2,938.0 |
| Close |
3,028.0 |
3,017.0 |
-11.0 |
-0.4% |
3,028.0 |
| Range |
69.0 |
74.0 |
5.0 |
7.2% |
119.0 |
| ATR |
92.2 |
90.9 |
-1.3 |
-1.4% |
0.0 |
| Volume |
1,168,533 |
1,516,279 |
347,746 |
29.8% |
6,935,978 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,243.7 |
3,204.3 |
3,057.7 |
|
| R3 |
3,169.7 |
3,130.3 |
3,037.4 |
|
| R2 |
3,095.7 |
3,095.7 |
3,030.6 |
|
| R1 |
3,056.3 |
3,056.3 |
3,023.8 |
3,039.0 |
| PP |
3,021.7 |
3,021.7 |
3,021.7 |
3,013.0 |
| S1 |
2,982.3 |
2,982.3 |
3,010.2 |
2,965.0 |
| S2 |
2,947.7 |
2,947.7 |
3,003.4 |
|
| S3 |
2,873.7 |
2,908.3 |
2,996.7 |
|
| S4 |
2,799.7 |
2,834.3 |
2,976.3 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,364.7 |
3,315.3 |
3,093.5 |
|
| R3 |
3,245.7 |
3,196.3 |
3,060.7 |
|
| R2 |
3,126.7 |
3,126.7 |
3,049.8 |
|
| R1 |
3,077.3 |
3,077.3 |
3,038.9 |
3,042.5 |
| PP |
3,007.7 |
3,007.7 |
3,007.7 |
2,990.3 |
| S1 |
2,958.3 |
2,958.3 |
3,017.1 |
2,923.5 |
| S2 |
2,888.7 |
2,888.7 |
3,006.2 |
|
| S3 |
2,769.7 |
2,839.3 |
2,995.3 |
|
| S4 |
2,650.7 |
2,720.3 |
2,962.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,061.0 |
2,938.0 |
123.0 |
4.1% |
83.6 |
2.8% |
64% |
True |
False |
1,414,847 |
| 10 |
3,061.0 |
2,832.0 |
229.0 |
7.6% |
82.9 |
2.7% |
81% |
True |
False |
1,598,037 |
| 20 |
3,214.0 |
2,832.0 |
382.0 |
12.7% |
88.0 |
2.9% |
48% |
False |
False |
1,587,201 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
23.0% |
82.7 |
2.7% |
27% |
False |
False |
1,156,509 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
23.0% |
73.2 |
2.4% |
27% |
False |
False |
777,274 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
23.0% |
66.8 |
2.2% |
27% |
False |
False |
584,814 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
23.0% |
66.4 |
2.2% |
27% |
False |
False |
469,149 |
| 120 |
3,595.0 |
2,832.0 |
763.0 |
25.3% |
63.5 |
2.1% |
24% |
False |
False |
390,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,375.5 |
|
2.618 |
3,254.7 |
|
1.618 |
3,180.7 |
|
1.000 |
3,135.0 |
|
0.618 |
3,106.7 |
|
HIGH |
3,061.0 |
|
0.618 |
3,032.7 |
|
0.500 |
3,024.0 |
|
0.382 |
3,015.3 |
|
LOW |
2,987.0 |
|
0.618 |
2,941.3 |
|
1.000 |
2,913.0 |
|
1.618 |
2,867.3 |
|
2.618 |
2,793.3 |
|
4.250 |
2,672.5 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.0 |
3,013.3 |
| PP |
3,021.7 |
3,009.7 |
| S1 |
3,019.3 |
3,006.0 |
|