| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,258 |
16,309 |
51 |
0.3% |
16,367 |
| High |
16,408 |
16,383 |
-25 |
-0.2% |
16,426 |
| Low |
16,127 |
16,047 |
-80 |
-0.5% |
15,875 |
| Close |
16,328 |
16,131 |
-197 |
-1.2% |
16,131 |
| Range |
281 |
336 |
55 |
19.6% |
551 |
| ATR |
347 |
347 |
-1 |
-0.2% |
0 |
| Volume |
269,221 |
256,009 |
-13,212 |
-4.9% |
1,266,601 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,195 |
16,999 |
16,316 |
|
| R3 |
16,859 |
16,663 |
16,224 |
|
| R2 |
16,523 |
16,523 |
16,193 |
|
| R1 |
16,327 |
16,327 |
16,162 |
16,257 |
| PP |
16,187 |
16,187 |
16,187 |
16,152 |
| S1 |
15,991 |
15,991 |
16,100 |
15,921 |
| S2 |
15,851 |
15,851 |
16,070 |
|
| S3 |
15,515 |
15,655 |
16,039 |
|
| S4 |
15,179 |
15,319 |
15,946 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,797 |
17,515 |
16,434 |
|
| R3 |
17,246 |
16,964 |
16,283 |
|
| R2 |
16,695 |
16,695 |
16,232 |
|
| R1 |
16,413 |
16,413 |
16,182 |
16,279 |
| PP |
16,144 |
16,144 |
16,144 |
16,077 |
| S1 |
15,862 |
15,862 |
16,081 |
15,728 |
| S2 |
15,593 |
15,593 |
16,030 |
|
| S3 |
15,042 |
15,311 |
15,980 |
|
| S4 |
14,491 |
14,760 |
15,828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,426 |
15,875 |
551 |
3.4% |
313 |
1.9% |
46% |
False |
False |
253,320 |
| 10 |
16,426 |
15,640 |
786 |
4.9% |
337 |
2.1% |
62% |
False |
False |
238,783 |
| 20 |
16,666 |
15,365 |
1,301 |
8.1% |
382 |
2.4% |
59% |
False |
False |
273,920 |
| 40 |
17,735 |
15,365 |
2,370 |
14.7% |
336 |
2.1% |
32% |
False |
False |
209,327 |
| 60 |
17,825 |
15,365 |
2,460 |
15.3% |
295 |
1.8% |
31% |
False |
False |
139,906 |
| 80 |
17,828 |
15,365 |
2,463 |
15.3% |
263 |
1.6% |
31% |
False |
False |
104,966 |
| 100 |
17,828 |
15,365 |
2,463 |
15.3% |
262 |
1.6% |
31% |
False |
False |
83,984 |
| 120 |
17,828 |
15,365 |
2,463 |
15.3% |
257 |
1.6% |
31% |
False |
False |
69,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,811 |
|
2.618 |
17,263 |
|
1.618 |
16,927 |
|
1.000 |
16,719 |
|
0.618 |
16,591 |
|
HIGH |
16,383 |
|
0.618 |
16,255 |
|
0.500 |
16,215 |
|
0.382 |
16,175 |
|
LOW |
16,047 |
|
0.618 |
15,839 |
|
1.000 |
15,711 |
|
1.618 |
15,503 |
|
2.618 |
15,167 |
|
4.250 |
14,619 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,215 |
16,142 |
| PP |
16,187 |
16,138 |
| S1 |
16,159 |
16,135 |
|