| 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 |
1,128.5 |
1,129.4 |
0.9 |
0.1% |
1,097.7 |
| High |
1,131.5 |
1,146.2 |
14.7 |
1.3% |
1,128.7 |
| Low |
1,122.6 |
1,124.8 |
2.2 |
0.2% |
1,097.6 |
| Close |
1,127.2 |
1,141.3 |
14.1 |
1.3% |
1,116.4 |
| Range |
8.9 |
21.4 |
12.5 |
140.4% |
31.1 |
| ATR |
14.7 |
15.2 |
0.5 |
3.2% |
0.0 |
| Volume |
117,734 |
189,231 |
71,497 |
60.7% |
575,103 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.6 |
1,192.9 |
1,153.1 |
|
| R3 |
1,180.2 |
1,171.5 |
1,147.2 |
|
| R2 |
1,158.8 |
1,158.8 |
1,145.2 |
|
| R1 |
1,150.1 |
1,150.1 |
1,143.3 |
1,154.5 |
| PP |
1,137.4 |
1,137.4 |
1,137.4 |
1,139.6 |
| S1 |
1,128.7 |
1,128.7 |
1,139.3 |
1,133.1 |
| S2 |
1,116.0 |
1,116.0 |
1,137.4 |
|
| S3 |
1,094.6 |
1,107.3 |
1,135.4 |
|
| S4 |
1,073.2 |
1,085.9 |
1,129.5 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,207.5 |
1,193.1 |
1,133.5 |
|
| R3 |
1,176.4 |
1,162.0 |
1,125.0 |
|
| R2 |
1,145.3 |
1,145.3 |
1,122.1 |
|
| R1 |
1,130.9 |
1,130.9 |
1,119.3 |
1,138.1 |
| PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,117.9 |
| S1 |
1,099.8 |
1,099.8 |
1,113.5 |
1,107.0 |
| S2 |
1,083.1 |
1,083.1 |
1,110.7 |
|
| S3 |
1,052.0 |
1,068.7 |
1,107.8 |
|
| S4 |
1,020.9 |
1,037.6 |
1,099.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,146.2 |
1,108.5 |
37.7 |
3.3% |
14.4 |
1.3% |
87% |
True |
False |
141,991 |
| 10 |
1,146.2 |
1,092.4 |
53.8 |
4.7% |
13.4 |
1.2% |
91% |
True |
False |
109,075 |
| 20 |
1,146.2 |
1,071.3 |
74.9 |
6.6% |
16.0 |
1.4% |
93% |
True |
False |
67,060 |
| 40 |
1,146.2 |
1,047.4 |
98.8 |
8.7% |
14.6 |
1.3% |
95% |
True |
False |
35,696 |
| 60 |
1,146.2 |
1,046.6 |
99.6 |
8.7% |
14.6 |
1.3% |
95% |
True |
False |
25,573 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
12.7% |
14.4 |
1.3% |
65% |
False |
False |
19,521 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
12.7% |
13.9 |
1.2% |
65% |
False |
False |
15,881 |
| 120 |
1,191.9 |
1,046.6 |
145.3 |
12.7% |
13.4 |
1.2% |
65% |
False |
False |
13,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.2 |
|
2.618 |
1,202.2 |
|
1.618 |
1,180.8 |
|
1.000 |
1,167.6 |
|
0.618 |
1,159.4 |
|
HIGH |
1,146.2 |
|
0.618 |
1,138.0 |
|
0.500 |
1,135.5 |
|
0.382 |
1,133.0 |
|
LOW |
1,124.8 |
|
0.618 |
1,111.6 |
|
1.000 |
1,103.4 |
|
1.618 |
1,090.2 |
|
2.618 |
1,068.8 |
|
4.250 |
1,033.9 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,139.4 |
1,137.8 |
| PP |
1,137.4 |
1,134.3 |
| S1 |
1,135.5 |
1,130.8 |
|