| 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 |
1,155.7 |
1,174.0 |
18.3 |
1.6% |
1,118.0 |
| High |
1,175.0 |
1,201.4 |
26.4 |
2.2% |
1,175.0 |
| Low |
1,145.5 |
1,164.5 |
19.0 |
1.7% |
1,115.3 |
| Close |
1,157.7 |
1,197.9 |
40.2 |
3.5% |
1,157.7 |
| Range |
29.5 |
36.9 |
7.4 |
25.1% |
59.7 |
| ATR |
16.4 |
18.4 |
1.9 |
11.9% |
0.0 |
| Volume |
214,890 |
249,464 |
34,574 |
16.1% |
817,585 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.6 |
1,285.2 |
1,218.2 |
|
| R3 |
1,261.7 |
1,248.3 |
1,208.0 |
|
| R2 |
1,224.8 |
1,224.8 |
1,204.7 |
|
| R1 |
1,211.4 |
1,211.4 |
1,201.3 |
1,218.1 |
| PP |
1,187.9 |
1,187.9 |
1,187.9 |
1,191.3 |
| S1 |
1,174.5 |
1,174.5 |
1,194.5 |
1,181.2 |
| S2 |
1,151.0 |
1,151.0 |
1,191.1 |
|
| S3 |
1,114.1 |
1,137.6 |
1,187.8 |
|
| S4 |
1,077.2 |
1,100.7 |
1,177.6 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.4 |
1,302.8 |
1,190.5 |
|
| R3 |
1,268.7 |
1,243.1 |
1,174.1 |
|
| R2 |
1,209.0 |
1,209.0 |
1,168.6 |
|
| R1 |
1,183.4 |
1,183.4 |
1,163.2 |
1,196.2 |
| PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,155.8 |
| S1 |
1,123.7 |
1,123.7 |
1,152.2 |
1,136.5 |
| S2 |
1,089.6 |
1,089.6 |
1,146.8 |
|
| S3 |
1,029.9 |
1,064.0 |
1,141.3 |
|
| S4 |
970.2 |
1,004.3 |
1,124.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,201.4 |
1,122.6 |
78.8 |
6.6% |
23.0 |
1.9% |
96% |
True |
False |
189,705 |
| 10 |
1,201.4 |
1,107.7 |
93.7 |
7.8% |
18.6 |
1.6% |
96% |
True |
False |
157,153 |
| 20 |
1,201.4 |
1,071.3 |
130.1 |
10.9% |
17.3 |
1.4% |
97% |
True |
False |
96,849 |
| 40 |
1,201.4 |
1,047.4 |
154.0 |
12.9% |
15.5 |
1.3% |
98% |
True |
False |
51,499 |
| 60 |
1,201.4 |
1,046.6 |
154.8 |
12.9% |
15.4 |
1.3% |
98% |
True |
False |
36,045 |
| 80 |
1,201.4 |
1,046.6 |
154.8 |
12.9% |
14.9 |
1.2% |
98% |
True |
False |
27,495 |
| 100 |
1,201.4 |
1,046.6 |
154.8 |
12.9% |
14.6 |
1.2% |
98% |
True |
False |
22,273 |
| 120 |
1,201.4 |
1,046.6 |
154.8 |
12.9% |
13.9 |
1.2% |
98% |
True |
False |
18,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,358.2 |
|
2.618 |
1,298.0 |
|
1.618 |
1,261.1 |
|
1.000 |
1,238.3 |
|
0.618 |
1,224.2 |
|
HIGH |
1,201.4 |
|
0.618 |
1,187.3 |
|
0.500 |
1,183.0 |
|
0.382 |
1,178.6 |
|
LOW |
1,164.5 |
|
0.618 |
1,141.7 |
|
1.000 |
1,127.6 |
|
1.618 |
1,104.8 |
|
2.618 |
1,067.9 |
|
4.250 |
1,007.7 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.9 |
1,188.8 |
| PP |
1,187.9 |
1,179.7 |
| S1 |
1,183.0 |
1,170.6 |
|