| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
16,309 |
16,147 |
-162 |
-1.0% |
16,367 |
| High |
16,383 |
16,197 |
-186 |
-1.1% |
16,426 |
| Low |
16,047 |
15,729 |
-318 |
-2.0% |
15,875 |
| Close |
16,131 |
15,988 |
-143 |
-0.9% |
16,131 |
| Range |
336 |
468 |
132 |
39.3% |
551 |
| ATR |
347 |
355 |
9 |
2.5% |
0 |
| Volume |
256,009 |
295,375 |
39,366 |
15.4% |
1,266,601 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,375 |
17,150 |
16,246 |
|
| R3 |
16,907 |
16,682 |
16,117 |
|
| R2 |
16,439 |
16,439 |
16,074 |
|
| R1 |
16,214 |
16,214 |
16,031 |
16,093 |
| PP |
15,971 |
15,971 |
15,971 |
15,911 |
| S1 |
15,746 |
15,746 |
15,945 |
15,625 |
| S2 |
15,503 |
15,503 |
15,902 |
|
| S3 |
15,035 |
15,278 |
15,859 |
|
| S4 |
14,567 |
14,810 |
15,731 |
|
|
| 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 |
16,408 |
15,729 |
679 |
4.2% |
364 |
2.3% |
38% |
False |
True |
276,702 |
| 10 |
16,426 |
15,640 |
786 |
4.9% |
358 |
2.2% |
44% |
False |
False |
250,348 |
| 20 |
16,533 |
15,365 |
1,168 |
7.3% |
382 |
2.4% |
53% |
False |
False |
273,622 |
| 40 |
17,735 |
15,365 |
2,370 |
14.8% |
338 |
2.1% |
26% |
False |
False |
216,357 |
| 60 |
17,825 |
15,365 |
2,460 |
15.4% |
301 |
1.9% |
25% |
False |
False |
144,826 |
| 80 |
17,828 |
15,365 |
2,463 |
15.4% |
267 |
1.7% |
25% |
False |
False |
108,658 |
| 100 |
17,828 |
15,365 |
2,463 |
15.4% |
264 |
1.7% |
25% |
False |
False |
86,938 |
| 120 |
17,828 |
15,365 |
2,463 |
15.4% |
260 |
1.6% |
25% |
False |
False |
72,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,186 |
|
2.618 |
17,422 |
|
1.618 |
16,954 |
|
1.000 |
16,665 |
|
0.618 |
16,486 |
|
HIGH |
16,197 |
|
0.618 |
16,018 |
|
0.500 |
15,963 |
|
0.382 |
15,908 |
|
LOW |
15,729 |
|
0.618 |
15,440 |
|
1.000 |
15,261 |
|
1.618 |
14,972 |
|
2.618 |
14,504 |
|
4.250 |
13,740 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,980 |
16,069 |
| PP |
15,971 |
16,042 |
| S1 |
15,963 |
16,015 |
|