| 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 |
4,991.0 |
4,863.0 |
-128.0 |
-2.6% |
4,928.0 |
| High |
4,998.0 |
4,890.0 |
-108.0 |
-2.2% |
4,970.0 |
| Low |
4,926.0 |
4,812.0 |
-114.0 |
-2.3% |
4,855.0 |
| Close |
4,942.0 |
4,824.0 |
-118.0 |
-2.4% |
4,965.0 |
| Range |
72.0 |
78.0 |
6.0 |
8.3% |
115.0 |
| ATR |
82.5 |
85.9 |
3.4 |
4.1% |
0.0 |
| Volume |
34,279 |
36,644 |
2,365 |
6.9% |
117,351 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,076.0 |
5,028.0 |
4,866.9 |
|
| R3 |
4,998.0 |
4,950.0 |
4,845.5 |
|
| R2 |
4,920.0 |
4,920.0 |
4,838.3 |
|
| R1 |
4,872.0 |
4,872.0 |
4,831.2 |
4,857.0 |
| PP |
4,842.0 |
4,842.0 |
4,842.0 |
4,834.5 |
| S1 |
4,794.0 |
4,794.0 |
4,816.9 |
4,779.0 |
| S2 |
4,764.0 |
4,764.0 |
4,809.7 |
|
| S3 |
4,686.0 |
4,716.0 |
4,802.6 |
|
| S4 |
4,608.0 |
4,638.0 |
4,781.1 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,275.0 |
5,235.0 |
5,028.3 |
|
| R3 |
5,160.0 |
5,120.0 |
4,996.6 |
|
| R2 |
5,045.0 |
5,045.0 |
4,986.1 |
|
| R1 |
5,005.0 |
5,005.0 |
4,975.5 |
5,025.0 |
| PP |
4,930.0 |
4,930.0 |
4,930.0 |
4,940.0 |
| S1 |
4,890.0 |
4,890.0 |
4,954.5 |
4,910.0 |
| S2 |
4,815.0 |
4,815.0 |
4,943.9 |
|
| S3 |
4,700.0 |
4,775.0 |
4,933.4 |
|
| S4 |
4,585.0 |
4,660.0 |
4,901.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,023.0 |
4,812.0 |
211.0 |
4.4% |
72.6 |
1.5% |
6% |
False |
True |
36,628 |
| 10 |
5,023.0 |
4,783.0 |
240.0 |
5.0% |
70.3 |
1.5% |
17% |
False |
False |
33,794 |
| 20 |
5,182.0 |
4,747.0 |
435.0 |
9.0% |
82.6 |
1.7% |
18% |
False |
False |
33,887 |
| 40 |
5,297.0 |
4,747.0 |
550.0 |
11.4% |
76.6 |
1.6% |
14% |
False |
False |
29,830 |
| 60 |
5,297.0 |
4,747.0 |
550.0 |
11.4% |
63.5 |
1.3% |
14% |
False |
False |
19,942 |
| 80 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
52.9 |
1.1% |
14% |
False |
False |
14,972 |
| 100 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
49.3 |
1.0% |
14% |
False |
False |
11,991 |
| 120 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
44.4 |
0.9% |
14% |
False |
False |
10,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,221.5 |
|
2.618 |
5,094.2 |
|
1.618 |
5,016.2 |
|
1.000 |
4,968.0 |
|
0.618 |
4,938.2 |
|
HIGH |
4,890.0 |
|
0.618 |
4,860.2 |
|
0.500 |
4,851.0 |
|
0.382 |
4,841.8 |
|
LOW |
4,812.0 |
|
0.618 |
4,763.8 |
|
1.000 |
4,734.0 |
|
1.618 |
4,685.8 |
|
2.618 |
4,607.8 |
|
4.250 |
4,480.5 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,851.0 |
4,917.5 |
| PP |
4,842.0 |
4,886.3 |
| S1 |
4,833.0 |
4,855.2 |
|