| 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 |
1,129.3 |
1,129.8 |
0.5 |
0.0% |
1,098.1 |
| High |
1,131.6 |
1,146.4 |
14.8 |
1.3% |
1,129.1 |
| Low |
1,123.0 |
1,125.9 |
2.9 |
0.3% |
1,098.1 |
| Close |
1,127.6 |
1,141.7 |
14.1 |
1.3% |
1,116.8 |
| Range |
8.6 |
20.5 |
11.9 |
138.4% |
31.0 |
| ATR |
14.0 |
14.5 |
0.5 |
3.3% |
0.0 |
| Volume |
3,069 |
3,473 |
404 |
13.2% |
49,122 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.5 |
1,191.1 |
1,153.0 |
|
| R3 |
1,179.0 |
1,170.6 |
1,147.3 |
|
| R2 |
1,158.5 |
1,158.5 |
1,145.5 |
|
| R1 |
1,150.1 |
1,150.1 |
1,143.6 |
1,154.3 |
| PP |
1,138.0 |
1,138.0 |
1,138.0 |
1,140.1 |
| S1 |
1,129.6 |
1,129.6 |
1,139.8 |
1,133.8 |
| S2 |
1,117.5 |
1,117.5 |
1,137.9 |
|
| S3 |
1,097.0 |
1,109.1 |
1,136.1 |
|
| S4 |
1,076.5 |
1,088.6 |
1,130.4 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,207.7 |
1,193.2 |
1,133.9 |
|
| R3 |
1,176.7 |
1,162.2 |
1,125.3 |
|
| R2 |
1,145.7 |
1,145.7 |
1,122.5 |
|
| R1 |
1,131.2 |
1,131.2 |
1,119.6 |
1,138.5 |
| PP |
1,114.7 |
1,114.7 |
1,114.7 |
1,118.3 |
| S1 |
1,100.2 |
1,100.2 |
1,114.0 |
1,107.5 |
| S2 |
1,083.7 |
1,083.7 |
1,111.1 |
|
| S3 |
1,052.7 |
1,069.2 |
1,108.3 |
|
| S4 |
1,021.7 |
1,038.2 |
1,099.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,146.4 |
1,110.0 |
36.4 |
3.2% |
13.5 |
1.2% |
87% |
True |
False |
4,071 |
| 10 |
1,146.4 |
1,093.1 |
53.3 |
4.7% |
12.8 |
1.1% |
91% |
True |
False |
6,920 |
| 20 |
1,146.4 |
1,071.8 |
74.6 |
6.5% |
15.3 |
1.3% |
94% |
True |
False |
5,410 |
| 40 |
1,146.4 |
1,048.3 |
98.1 |
8.6% |
13.7 |
1.2% |
95% |
True |
False |
3,571 |
| 60 |
1,146.4 |
1,047.2 |
99.2 |
8.7% |
13.9 |
1.2% |
95% |
True |
False |
3,363 |
| 80 |
1,192.4 |
1,047.2 |
145.2 |
12.7% |
13.8 |
1.2% |
65% |
False |
False |
2,792 |
| 100 |
1,192.4 |
1,047.2 |
145.2 |
12.7% |
13.6 |
1.2% |
65% |
False |
False |
2,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,233.5 |
|
2.618 |
1,200.1 |
|
1.618 |
1,179.6 |
|
1.000 |
1,166.9 |
|
0.618 |
1,159.1 |
|
HIGH |
1,146.4 |
|
0.618 |
1,138.6 |
|
0.500 |
1,136.2 |
|
0.382 |
1,133.7 |
|
LOW |
1,125.9 |
|
0.618 |
1,113.2 |
|
1.000 |
1,105.4 |
|
1.618 |
1,092.7 |
|
2.618 |
1,072.2 |
|
4.250 |
1,038.8 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,139.9 |
1,138.2 |
| PP |
1,138.0 |
1,134.8 |
| S1 |
1,136.2 |
1,131.3 |
|