| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,317 |
16,075 |
-242 |
-1.5% |
16,008 |
| High |
16,326 |
16,301 |
-25 |
-0.2% |
16,376 |
| Low |
16,020 |
15,875 |
-145 |
-0.9% |
15,640 |
| Close |
16,091 |
16,263 |
172 |
1.1% |
16,356 |
| Range |
306 |
426 |
120 |
39.2% |
736 |
| ATR |
347 |
352 |
6 |
1.6% |
0 |
| Volume |
205,812 |
357,093 |
151,281 |
73.5% |
1,121,234 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,424 |
17,270 |
16,497 |
|
| R3 |
16,998 |
16,844 |
16,380 |
|
| R2 |
16,572 |
16,572 |
16,341 |
|
| R1 |
16,418 |
16,418 |
16,302 |
16,495 |
| PP |
16,146 |
16,146 |
16,146 |
16,185 |
| S1 |
15,992 |
15,992 |
16,224 |
16,069 |
| S2 |
15,720 |
15,720 |
16,185 |
|
| S3 |
15,294 |
15,566 |
16,146 |
|
| S4 |
14,868 |
15,140 |
16,029 |
|
|
| 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 |
4.0% |
335 |
2.1% |
75% |
False |
False |
245,457 |
| 10 |
16,426 |
15,562 |
864 |
5.3% |
347 |
2.1% |
81% |
False |
False |
242,348 |
| 20 |
17,096 |
15,365 |
1,731 |
10.6% |
395 |
2.4% |
52% |
False |
False |
274,879 |
| 40 |
17,790 |
15,365 |
2,425 |
14.9% |
333 |
2.0% |
37% |
False |
False |
196,516 |
| 60 |
17,825 |
15,365 |
2,460 |
15.1% |
291 |
1.8% |
37% |
False |
False |
131,154 |
| 80 |
17,828 |
15,365 |
2,463 |
15.1% |
258 |
1.6% |
36% |
False |
False |
98,403 |
| 100 |
17,828 |
15,365 |
2,463 |
15.1% |
260 |
1.6% |
36% |
False |
False |
78,732 |
| 120 |
17,828 |
15,365 |
2,463 |
15.1% |
253 |
1.6% |
36% |
False |
False |
65,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,112 |
|
2.618 |
17,416 |
|
1.618 |
16,990 |
|
1.000 |
16,727 |
|
0.618 |
16,564 |
|
HIGH |
16,301 |
|
0.618 |
16,138 |
|
0.500 |
16,088 |
|
0.382 |
16,038 |
|
LOW |
15,875 |
|
0.618 |
15,612 |
|
1.000 |
15,449 |
|
1.618 |
15,186 |
|
2.618 |
14,760 |
|
4.250 |
14,065 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,205 |
16,226 |
| PP |
16,146 |
16,188 |
| S1 |
16,088 |
16,151 |
|