| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
17,455 |
17,020 |
-435 |
-2.5% |
17,285 |
| High |
17,485 |
17,230 |
-255 |
-1.5% |
17,910 |
| Low |
16,640 |
16,720 |
80 |
0.5% |
16,570 |
| Close |
17,060 |
16,835 |
-225 |
-1.3% |
17,885 |
| Range |
845 |
510 |
-335 |
-39.6% |
1,340 |
| ATR |
601 |
595 |
-7 |
-1.1% |
0 |
| Volume |
33,100 |
24,244 |
-8,856 |
-26.8% |
134,309 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,458 |
18,157 |
17,116 |
|
| R3 |
17,948 |
17,647 |
16,975 |
|
| R2 |
17,438 |
17,438 |
16,929 |
|
| R1 |
17,137 |
17,137 |
16,882 |
17,033 |
| PP |
16,928 |
16,928 |
16,928 |
16,876 |
| S1 |
16,627 |
16,627 |
16,788 |
16,523 |
| S2 |
16,418 |
16,418 |
16,742 |
|
| S3 |
15,908 |
16,117 |
16,695 |
|
| S4 |
15,398 |
15,607 |
16,555 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,475 |
21,020 |
18,622 |
|
| R3 |
20,135 |
19,680 |
18,254 |
|
| R2 |
18,795 |
18,795 |
18,131 |
|
| R1 |
18,340 |
18,340 |
18,008 |
18,568 |
| PP |
17,455 |
17,455 |
17,455 |
17,569 |
| S1 |
17,000 |
17,000 |
17,762 |
17,228 |
| S2 |
16,115 |
16,115 |
17,639 |
|
| S3 |
14,775 |
15,660 |
17,517 |
|
| S4 |
13,435 |
14,320 |
17,148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,940 |
16,640 |
1,300 |
7.7% |
662 |
3.9% |
15% |
False |
False |
27,519 |
| 10 |
17,940 |
16,470 |
1,470 |
8.7% |
600 |
3.6% |
25% |
False |
False |
26,675 |
| 20 |
18,195 |
15,820 |
2,375 |
14.1% |
666 |
4.0% |
43% |
False |
False |
27,389 |
| 40 |
19,930 |
15,820 |
4,110 |
24.4% |
556 |
3.3% |
25% |
False |
False |
19,837 |
| 60 |
20,095 |
15,820 |
4,275 |
25.4% |
448 |
2.7% |
24% |
False |
False |
13,944 |
| 80 |
20,095 |
15,820 |
4,275 |
25.4% |
371 |
2.2% |
24% |
False |
False |
10,459 |
| 100 |
20,095 |
15,820 |
4,275 |
25.4% |
350 |
2.1% |
24% |
False |
False |
8,368 |
| 120 |
20,705 |
15,820 |
4,885 |
29.0% |
293 |
1.7% |
21% |
False |
False |
6,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,398 |
|
2.618 |
18,565 |
|
1.618 |
18,055 |
|
1.000 |
17,740 |
|
0.618 |
17,545 |
|
HIGH |
17,230 |
|
0.618 |
17,035 |
|
0.500 |
16,975 |
|
0.382 |
16,915 |
|
LOW |
16,720 |
|
0.618 |
16,405 |
|
1.000 |
16,210 |
|
1.618 |
15,895 |
|
2.618 |
15,385 |
|
4.250 |
14,553 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,975 |
17,268 |
| PP |
16,928 |
17,123 |
| S1 |
16,882 |
16,979 |
|