| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,771.0 |
2,745.0 |
-26.0 |
-0.9% |
3,060.0 |
| High |
2,809.0 |
2,827.0 |
18.0 |
0.6% |
3,061.0 |
| Low |
2,708.0 |
2,730.0 |
22.0 |
0.8% |
2,860.0 |
| Close |
2,744.0 |
2,789.0 |
45.0 |
1.6% |
2,877.0 |
| Range |
101.0 |
97.0 |
-4.0 |
-4.0% |
201.0 |
| ATR |
92.9 |
93.2 |
0.3 |
0.3% |
0.0 |
| Volume |
2,032,154 |
2,617,287 |
585,133 |
28.8% |
8,765,468 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.0 |
3,028.0 |
2,842.4 |
|
| R3 |
2,976.0 |
2,931.0 |
2,815.7 |
|
| R2 |
2,879.0 |
2,879.0 |
2,806.8 |
|
| R1 |
2,834.0 |
2,834.0 |
2,797.9 |
2,856.5 |
| PP |
2,782.0 |
2,782.0 |
2,782.0 |
2,793.3 |
| S1 |
2,737.0 |
2,737.0 |
2,780.1 |
2,759.5 |
| S2 |
2,685.0 |
2,685.0 |
2,771.2 |
|
| S3 |
2,588.0 |
2,640.0 |
2,762.3 |
|
| S4 |
2,491.0 |
2,543.0 |
2,735.7 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,535.7 |
3,407.3 |
2,987.6 |
|
| R3 |
3,334.7 |
3,206.3 |
2,932.3 |
|
| R2 |
3,133.7 |
3,133.7 |
2,913.9 |
|
| R1 |
3,005.3 |
3,005.3 |
2,895.4 |
2,969.0 |
| PP |
2,932.7 |
2,932.7 |
2,932.7 |
2,914.5 |
| S1 |
2,804.3 |
2,804.3 |
2,858.6 |
2,768.0 |
| S2 |
2,731.7 |
2,731.7 |
2,840.2 |
|
| S3 |
2,530.7 |
2,603.3 |
2,821.7 |
|
| S4 |
2,329.7 |
2,402.3 |
2,766.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,948.0 |
2,708.0 |
240.0 |
8.6% |
96.6 |
3.5% |
34% |
False |
False |
2,156,129 |
| 10 |
3,061.0 |
2,708.0 |
353.0 |
12.7% |
91.2 |
3.3% |
23% |
False |
False |
1,858,851 |
| 20 |
3,120.0 |
2,708.0 |
412.0 |
14.8% |
92.5 |
3.3% |
20% |
False |
False |
1,799,694 |
| 40 |
3,338.0 |
2,708.0 |
630.0 |
22.6% |
83.1 |
3.0% |
13% |
False |
False |
1,481,674 |
| 60 |
3,525.0 |
2,708.0 |
817.0 |
29.3% |
78.9 |
2.8% |
10% |
False |
False |
1,017,001 |
| 80 |
3,525.0 |
2,708.0 |
817.0 |
29.3% |
71.3 |
2.6% |
10% |
False |
False |
765,286 |
| 100 |
3,525.0 |
2,708.0 |
817.0 |
29.3% |
70.5 |
2.5% |
10% |
False |
False |
612,790 |
| 120 |
3,525.0 |
2,708.0 |
817.0 |
29.3% |
67.7 |
2.4% |
10% |
False |
False |
511,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,239.3 |
|
2.618 |
3,080.9 |
|
1.618 |
2,983.9 |
|
1.000 |
2,924.0 |
|
0.618 |
2,886.9 |
|
HIGH |
2,827.0 |
|
0.618 |
2,789.9 |
|
0.500 |
2,778.5 |
|
0.382 |
2,767.1 |
|
LOW |
2,730.0 |
|
0.618 |
2,670.1 |
|
1.000 |
2,633.0 |
|
1.618 |
2,573.1 |
|
2.618 |
2,476.1 |
|
4.250 |
2,317.8 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,785.5 |
2,801.5 |
| PP |
2,782.0 |
2,797.3 |
| S1 |
2,778.5 |
2,793.2 |
|