| 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 |
17,020 |
16,815 |
-205 |
-1.2% |
17,910 |
| High |
17,230 |
16,910 |
-320 |
-1.9% |
17,940 |
| Low |
16,720 |
16,500 |
-220 |
-1.3% |
16,500 |
| Close |
16,835 |
16,585 |
-250 |
-1.5% |
16,585 |
| Range |
510 |
410 |
-100 |
-19.6% |
1,440 |
| ATR |
595 |
581 |
-13 |
-2.2% |
0 |
| Volume |
24,244 |
19,441 |
-4,803 |
-19.8% |
116,969 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,895 |
17,650 |
16,811 |
|
| R3 |
17,485 |
17,240 |
16,698 |
|
| R2 |
17,075 |
17,075 |
16,660 |
|
| R1 |
16,830 |
16,830 |
16,623 |
16,748 |
| PP |
16,665 |
16,665 |
16,665 |
16,624 |
| S1 |
16,420 |
16,420 |
16,548 |
16,338 |
| S2 |
16,255 |
16,255 |
16,510 |
|
| S3 |
15,845 |
16,010 |
16,472 |
|
| S4 |
15,435 |
15,600 |
16,360 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,328 |
20,397 |
17,377 |
|
| R3 |
19,888 |
18,957 |
16,981 |
|
| R2 |
18,448 |
18,448 |
16,849 |
|
| R1 |
17,517 |
17,517 |
16,717 |
17,263 |
| PP |
17,008 |
17,008 |
17,008 |
16,881 |
| S1 |
16,077 |
16,077 |
16,453 |
15,823 |
| S2 |
15,568 |
15,568 |
16,321 |
|
| S3 |
14,128 |
14,637 |
16,189 |
|
| S4 |
12,688 |
13,197 |
15,793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,940 |
16,500 |
1,440 |
8.7% |
518 |
3.1% |
6% |
False |
True |
23,393 |
| 10 |
17,940 |
16,500 |
1,440 |
8.7% |
557 |
3.4% |
6% |
False |
True |
25,127 |
| 20 |
18,010 |
15,820 |
2,190 |
13.2% |
652 |
3.9% |
35% |
False |
False |
27,034 |
| 40 |
19,930 |
15,820 |
4,110 |
24.8% |
553 |
3.3% |
19% |
False |
False |
19,723 |
| 60 |
20,095 |
15,820 |
4,275 |
25.8% |
450 |
2.7% |
18% |
False |
False |
14,268 |
| 80 |
20,095 |
15,820 |
4,275 |
25.8% |
376 |
2.3% |
18% |
False |
False |
10,703 |
| 100 |
20,095 |
15,820 |
4,275 |
25.8% |
350 |
2.1% |
18% |
False |
False |
8,562 |
| 120 |
20,705 |
15,820 |
4,885 |
29.5% |
296 |
1.8% |
16% |
False |
False |
7,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,653 |
|
2.618 |
17,984 |
|
1.618 |
17,574 |
|
1.000 |
17,320 |
|
0.618 |
17,164 |
|
HIGH |
16,910 |
|
0.618 |
16,754 |
|
0.500 |
16,705 |
|
0.382 |
16,657 |
|
LOW |
16,500 |
|
0.618 |
16,247 |
|
1.000 |
16,090 |
|
1.618 |
15,837 |
|
2.618 |
15,427 |
|
4.250 |
14,758 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,705 |
16,993 |
| PP |
16,665 |
16,857 |
| S1 |
16,625 |
16,721 |
|