| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,920.0 |
2,943.0 |
23.0 |
0.8% |
3,042.0 |
| High |
2,947.0 |
2,948.0 |
1.0 |
0.0% |
3,057.0 |
| Low |
2,860.0 |
2,864.0 |
4.0 |
0.1% |
2,938.0 |
| Close |
2,896.0 |
2,908.0 |
12.0 |
0.4% |
3,028.0 |
| Range |
87.0 |
84.0 |
-3.0 |
-3.4% |
119.0 |
| ATR |
91.3 |
90.7 |
-0.5 |
-0.6% |
0.0 |
| Volume |
1,620,198 |
1,455,268 |
-164,930 |
-10.2% |
6,935,978 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.7 |
3,117.3 |
2,954.2 |
|
| R3 |
3,074.7 |
3,033.3 |
2,931.1 |
|
| R2 |
2,990.7 |
2,990.7 |
2,923.4 |
|
| R1 |
2,949.3 |
2,949.3 |
2,915.7 |
2,928.0 |
| PP |
2,906.7 |
2,906.7 |
2,906.7 |
2,896.0 |
| S1 |
2,865.3 |
2,865.3 |
2,900.3 |
2,844.0 |
| S2 |
2,822.7 |
2,822.7 |
2,892.6 |
|
| S3 |
2,738.7 |
2,781.3 |
2,884.9 |
|
| S4 |
2,654.7 |
2,697.3 |
2,861.8 |
|
|
| 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 |
2,860.0 |
201.0 |
6.9% |
82.2 |
2.8% |
24% |
False |
False |
1,560,246 |
| 10 |
3,061.0 |
2,860.0 |
201.0 |
6.9% |
82.7 |
2.8% |
24% |
False |
False |
1,475,714 |
| 20 |
3,120.0 |
2,832.0 |
288.0 |
9.9% |
90.8 |
3.1% |
26% |
False |
False |
1,633,114 |
| 40 |
3,387.0 |
2,832.0 |
555.0 |
19.1% |
80.4 |
2.8% |
14% |
False |
False |
1,277,309 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
23.8% |
75.6 |
2.6% |
11% |
False |
False |
862,210 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
23.8% |
68.0 |
2.3% |
11% |
False |
False |
648,761 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
23.8% |
67.6 |
2.3% |
11% |
False |
False |
520,271 |
| 120 |
3,525.0 |
2,832.0 |
693.0 |
23.8% |
64.7 |
2.2% |
11% |
False |
False |
433,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,305.0 |
|
2.618 |
3,167.9 |
|
1.618 |
3,083.9 |
|
1.000 |
3,032.0 |
|
0.618 |
2,999.9 |
|
HIGH |
2,948.0 |
|
0.618 |
2,915.9 |
|
0.500 |
2,906.0 |
|
0.382 |
2,896.1 |
|
LOW |
2,864.0 |
|
0.618 |
2,812.1 |
|
1.000 |
2,780.0 |
|
1.618 |
2,728.1 |
|
2.618 |
2,644.1 |
|
4.250 |
2,507.0 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.3 |
2,937.5 |
| PP |
2,906.7 |
2,927.7 |
| S1 |
2,906.0 |
2,917.8 |
|