| 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 |
6.53 |
6.35 |
-0.18 |
-2.8% |
6.52 |
| High |
6.69 |
6.46 |
-0.23 |
-3.4% |
6.69 |
| Low |
6.31 |
5.72 |
-0.59 |
-9.4% |
5.72 |
| Close |
6.37 |
5.94 |
-0.43 |
-6.8% |
5.94 |
| Range |
0.38 |
0.74 |
0.36 |
94.7% |
0.97 |
| ATR |
0.41 |
0.43 |
0.02 |
5.8% |
0.00 |
| Volume |
460,100 |
1,380,300 |
920,200 |
200.0% |
2,861,700 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.26 |
7.84 |
6.35 |
|
| R3 |
7.52 |
7.10 |
6.14 |
|
| R2 |
6.78 |
6.78 |
6.08 |
|
| R1 |
6.36 |
6.36 |
6.01 |
6.20 |
| PP |
6.04 |
6.04 |
6.04 |
5.96 |
| S1 |
5.62 |
5.62 |
5.87 |
5.46 |
| S2 |
5.30 |
5.30 |
5.80 |
|
| S3 |
4.56 |
4.88 |
5.74 |
|
| S4 |
3.82 |
4.14 |
5.53 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.03 |
8.45 |
6.47 |
|
| R3 |
8.06 |
7.48 |
6.21 |
|
| R2 |
7.09 |
7.09 |
6.12 |
|
| R1 |
6.51 |
6.51 |
6.03 |
6.32 |
| PP |
6.12 |
6.12 |
6.12 |
6.02 |
| S1 |
5.54 |
5.54 |
5.85 |
5.35 |
| S2 |
5.15 |
5.15 |
5.76 |
|
| S3 |
4.18 |
4.57 |
5.67 |
|
| S4 |
3.21 |
3.60 |
5.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.69 |
5.72 |
0.97 |
16.3% |
0.46 |
7.8% |
23% |
False |
True |
572,340 |
| 10 |
6.85 |
5.72 |
1.13 |
19.0% |
0.44 |
7.3% |
19% |
False |
True |
437,690 |
| 20 |
6.85 |
5.72 |
1.13 |
19.0% |
0.43 |
7.3% |
19% |
False |
True |
428,525 |
| 40 |
7.28 |
5.72 |
1.56 |
26.3% |
0.39 |
6.6% |
14% |
False |
True |
424,072 |
| 60 |
8.59 |
5.72 |
2.87 |
48.3% |
0.41 |
6.9% |
8% |
False |
True |
484,561 |
| 80 |
8.59 |
5.49 |
3.10 |
52.2% |
0.41 |
6.9% |
15% |
False |
False |
481,620 |
| 100 |
10.19 |
5.49 |
4.70 |
79.1% |
0.44 |
7.5% |
10% |
False |
False |
496,193 |
| 120 |
10.19 |
5.49 |
4.70 |
79.1% |
0.44 |
7.4% |
10% |
False |
False |
496,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.61 |
|
2.618 |
8.40 |
|
1.618 |
7.66 |
|
1.000 |
7.20 |
|
0.618 |
6.92 |
|
HIGH |
6.46 |
|
0.618 |
6.18 |
|
0.500 |
6.09 |
|
0.382 |
6.00 |
|
LOW |
5.72 |
|
0.618 |
5.26 |
|
1.000 |
4.98 |
|
1.618 |
4.52 |
|
2.618 |
3.78 |
|
4.250 |
2.58 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
6.09 |
6.21 |
| PP |
6.04 |
6.12 |
| S1 |
5.99 |
6.03 |
|