| 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 |
1,142.9 |
1,156.3 |
13.4 |
1.2% |
1,116.2 |
| High |
1,158.2 |
1,175.1 |
16.9 |
1.5% |
1,175.1 |
| Low |
1,141.0 |
1,146.1 |
5.1 |
0.4% |
1,116.2 |
| Close |
1,158.0 |
1,158.2 |
0.2 |
0.0% |
1,158.2 |
| Range |
17.2 |
29.0 |
11.8 |
68.6% |
58.9 |
| ATR |
14.7 |
15.7 |
1.0 |
6.9% |
0.0 |
| Volume |
8,948 |
5,648 |
-3,300 |
-36.9% |
23,681 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.8 |
1,231.5 |
1,174.2 |
|
| R3 |
1,217.8 |
1,202.5 |
1,166.2 |
|
| R2 |
1,188.8 |
1,188.8 |
1,163.5 |
|
| R1 |
1,173.5 |
1,173.5 |
1,160.9 |
1,181.2 |
| PP |
1,159.8 |
1,159.8 |
1,159.8 |
1,163.6 |
| S1 |
1,144.5 |
1,144.5 |
1,155.5 |
1,152.2 |
| S2 |
1,130.8 |
1,130.8 |
1,152.9 |
|
| S3 |
1,101.8 |
1,115.5 |
1,150.2 |
|
| S4 |
1,072.8 |
1,086.5 |
1,142.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.5 |
1,301.3 |
1,190.6 |
|
| R3 |
1,267.6 |
1,242.4 |
1,174.4 |
|
| R2 |
1,208.7 |
1,208.7 |
1,169.0 |
|
| R1 |
1,183.5 |
1,183.5 |
1,163.6 |
1,196.1 |
| PP |
1,149.8 |
1,149.8 |
1,149.8 |
1,156.2 |
| S1 |
1,124.6 |
1,124.6 |
1,152.8 |
1,137.2 |
| S2 |
1,090.9 |
1,090.9 |
1,147.4 |
|
| S3 |
1,032.0 |
1,065.7 |
1,142.0 |
|
| S4 |
973.1 |
1,006.8 |
1,125.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,175.1 |
1,116.2 |
58.9 |
5.1% |
17.8 |
1.5% |
71% |
True |
False |
4,736 |
| 10 |
1,175.1 |
1,098.1 |
77.0 |
6.6% |
15.5 |
1.3% |
78% |
True |
False |
7,280 |
| 20 |
1,175.1 |
1,071.8 |
103.3 |
8.9% |
15.7 |
1.4% |
84% |
True |
False |
5,840 |
| 40 |
1,175.1 |
1,048.3 |
126.8 |
10.9% |
14.2 |
1.2% |
87% |
True |
False |
3,822 |
| 60 |
1,175.1 |
1,047.2 |
127.9 |
11.0% |
14.1 |
1.2% |
87% |
True |
False |
3,470 |
| 80 |
1,192.4 |
1,047.2 |
145.2 |
12.5% |
14.0 |
1.2% |
76% |
False |
False |
2,961 |
| 100 |
1,192.4 |
1,047.2 |
145.2 |
12.5% |
13.9 |
1.2% |
76% |
False |
False |
2,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,298.4 |
|
2.618 |
1,251.0 |
|
1.618 |
1,222.0 |
|
1.000 |
1,204.1 |
|
0.618 |
1,193.0 |
|
HIGH |
1,175.1 |
|
0.618 |
1,164.0 |
|
0.500 |
1,160.6 |
|
0.382 |
1,157.2 |
|
LOW |
1,146.1 |
|
0.618 |
1,128.2 |
|
1.000 |
1,117.1 |
|
1.618 |
1,099.2 |
|
2.618 |
1,070.2 |
|
4.250 |
1,022.9 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.6 |
1,155.6 |
| PP |
1,159.8 |
1,153.1 |
| S1 |
1,159.0 |
1,150.5 |
|