| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,367 |
16,317 |
-50 |
-0.3% |
16,008 |
| High |
16,426 |
16,326 |
-100 |
-0.6% |
16,376 |
| Low |
16,209 |
16,020 |
-189 |
-1.2% |
15,640 |
| Close |
16,340 |
16,091 |
-249 |
-1.5% |
16,356 |
| Range |
217 |
306 |
89 |
41.0% |
736 |
| ATR |
349 |
347 |
-2 |
-0.6% |
0 |
| Volume |
178,466 |
205,812 |
27,346 |
15.3% |
1,121,234 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,064 |
16,883 |
16,259 |
|
| R3 |
16,758 |
16,577 |
16,175 |
|
| R2 |
16,452 |
16,452 |
16,147 |
|
| R1 |
16,271 |
16,271 |
16,119 |
16,209 |
| PP |
16,146 |
16,146 |
16,146 |
16,114 |
| S1 |
15,965 |
15,965 |
16,063 |
15,903 |
| S2 |
15,840 |
15,840 |
16,035 |
|
| S3 |
15,534 |
15,659 |
16,007 |
|
| S4 |
15,228 |
15,353 |
15,923 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,332 |
18,080 |
16,761 |
|
| R3 |
17,596 |
17,344 |
16,559 |
|
| R2 |
16,860 |
16,860 |
16,491 |
|
| R1 |
16,608 |
16,608 |
16,424 |
16,734 |
| PP |
16,124 |
16,124 |
16,124 |
16,187 |
| S1 |
15,872 |
15,872 |
16,289 |
15,998 |
| S2 |
15,388 |
15,388 |
16,221 |
|
| S3 |
14,652 |
15,136 |
16,154 |
|
| S4 |
13,916 |
14,400 |
15,951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,426 |
15,768 |
658 |
4.1% |
322 |
2.0% |
49% |
False |
False |
226,405 |
| 10 |
16,426 |
15,365 |
1,061 |
6.6% |
362 |
2.2% |
68% |
False |
False |
244,035 |
| 20 |
17,153 |
15,365 |
1,788 |
11.1% |
385 |
2.4% |
41% |
False |
False |
266,547 |
| 40 |
17,790 |
15,365 |
2,425 |
15.1% |
333 |
2.1% |
30% |
False |
False |
187,641 |
| 60 |
17,825 |
15,365 |
2,460 |
15.3% |
287 |
1.8% |
30% |
False |
False |
125,203 |
| 80 |
17,828 |
15,365 |
2,463 |
15.3% |
256 |
1.6% |
29% |
False |
False |
93,940 |
| 100 |
17,828 |
15,365 |
2,463 |
15.3% |
258 |
1.6% |
29% |
False |
False |
75,161 |
| 120 |
17,828 |
15,365 |
2,463 |
15.3% |
251 |
1.6% |
29% |
False |
False |
62,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,627 |
|
2.618 |
17,127 |
|
1.618 |
16,821 |
|
1.000 |
16,632 |
|
0.618 |
16,515 |
|
HIGH |
16,326 |
|
0.618 |
16,209 |
|
0.500 |
16,173 |
|
0.382 |
16,137 |
|
LOW |
16,020 |
|
0.618 |
15,831 |
|
1.000 |
15,714 |
|
1.618 |
15,525 |
|
2.618 |
15,219 |
|
4.250 |
14,720 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,173 |
16,182 |
| PP |
16,146 |
16,151 |
| S1 |
16,118 |
16,121 |
|