| 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 |
1,156.3 |
1,170.0 |
13.7 |
1.2% |
1,116.2 |
| High |
1,175.1 |
1,200.9 |
25.8 |
2.2% |
1,175.1 |
| Low |
1,146.1 |
1,165.6 |
19.5 |
1.7% |
1,116.2 |
| Close |
1,158.2 |
1,198.4 |
40.2 |
3.5% |
1,158.2 |
| Range |
29.0 |
35.3 |
6.3 |
21.7% |
58.9 |
| ATR |
15.7 |
17.7 |
1.9 |
12.3% |
0.0 |
| Volume |
5,648 |
7,460 |
1,812 |
32.1% |
23,681 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.2 |
1,281.6 |
1,217.8 |
|
| R3 |
1,258.9 |
1,246.3 |
1,208.1 |
|
| R2 |
1,223.6 |
1,223.6 |
1,204.9 |
|
| R1 |
1,211.0 |
1,211.0 |
1,201.6 |
1,217.3 |
| PP |
1,188.3 |
1,188.3 |
1,188.3 |
1,191.5 |
| S1 |
1,175.7 |
1,175.7 |
1,195.2 |
1,182.0 |
| S2 |
1,153.0 |
1,153.0 |
1,191.9 |
|
| S3 |
1,117.7 |
1,140.4 |
1,188.7 |
|
| S4 |
1,082.4 |
1,105.1 |
1,179.0 |
|
|
| 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 |
1,200.9 |
1,123.0 |
77.9 |
6.5% |
22.1 |
1.8% |
97% |
True |
False |
5,719 |
| 10 |
1,200.9 |
1,108.0 |
92.9 |
7.8% |
17.8 |
1.5% |
97% |
True |
False |
5,858 |
| 20 |
1,200.9 |
1,071.8 |
129.1 |
10.8% |
16.5 |
1.4% |
98% |
True |
False |
6,075 |
| 40 |
1,200.9 |
1,048.3 |
152.6 |
12.7% |
14.7 |
1.2% |
98% |
True |
False |
3,953 |
| 60 |
1,200.9 |
1,047.2 |
153.7 |
12.8% |
14.6 |
1.2% |
98% |
True |
False |
3,557 |
| 80 |
1,200.9 |
1,047.2 |
153.7 |
12.8% |
14.3 |
1.2% |
98% |
True |
False |
3,048 |
| 100 |
1,200.9 |
1,047.2 |
153.7 |
12.8% |
14.2 |
1.2% |
98% |
True |
False |
2,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,350.9 |
|
2.618 |
1,293.3 |
|
1.618 |
1,258.0 |
|
1.000 |
1,236.2 |
|
0.618 |
1,222.7 |
|
HIGH |
1,200.9 |
|
0.618 |
1,187.4 |
|
0.500 |
1,183.3 |
|
0.382 |
1,179.1 |
|
LOW |
1,165.6 |
|
0.618 |
1,143.8 |
|
1.000 |
1,130.3 |
|
1.618 |
1,108.5 |
|
2.618 |
1,073.2 |
|
4.250 |
1,015.6 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.4 |
1,189.3 |
| PP |
1,188.3 |
1,180.1 |
| S1 |
1,183.3 |
1,171.0 |
|