Trading Metrics calculated at close of trading on 01-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,194.9 |
1,211.9 |
17.0 |
1.4% |
1,209.3 |
High |
1,214.7 |
1,211.9 |
-2.8 |
-0.2% |
1,220.1 |
Low |
1,193.3 |
1,197.9 |
4.6 |
0.4% |
1,179.7 |
Close |
1,208.6 |
1,205.6 |
-3.0 |
-0.2% |
1,188.4 |
Range |
21.4 |
14.0 |
-7.4 |
-34.6% |
40.4 |
ATR |
16.1 |
16.0 |
-0.2 |
-0.9% |
0.0 |
Volume |
3,212 |
1,145 |
-2,067 |
-64.4% |
1,231,263 |
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.1 |
1,240.4 |
1,213.3 |
|
R3 |
1,233.1 |
1,226.4 |
1,209.5 |
|
R2 |
1,219.1 |
1,219.1 |
1,208.2 |
|
R1 |
1,212.4 |
1,212.4 |
1,206.9 |
1,208.8 |
PP |
1,205.1 |
1,205.1 |
1,205.1 |
1,203.3 |
S1 |
1,198.4 |
1,198.4 |
1,204.3 |
1,194.8 |
S2 |
1,191.1 |
1,191.1 |
1,203.0 |
|
S3 |
1,177.1 |
1,184.4 |
1,201.8 |
|
S4 |
1,163.1 |
1,170.4 |
1,197.9 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.3 |
1,293.2 |
1,210.6 |
|
R3 |
1,276.9 |
1,252.8 |
1,199.5 |
|
R2 |
1,236.5 |
1,236.5 |
1,195.8 |
|
R1 |
1,212.4 |
1,212.4 |
1,192.1 |
1,204.3 |
PP |
1,196.1 |
1,196.1 |
1,196.1 |
1,192.0 |
S1 |
1,172.0 |
1,172.0 |
1,184.7 |
1,163.9 |
S2 |
1,155.7 |
1,155.7 |
1,181.0 |
|
S3 |
1,115.3 |
1,131.6 |
1,177.3 |
|
S4 |
1,074.9 |
1,091.2 |
1,166.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,214.7 |
1,179.7 |
35.0 |
2.9% |
15.3 |
1.3% |
74% |
False |
False |
106,705 |
10 |
1,220.1 |
1,179.7 |
40.4 |
3.4% |
14.5 |
1.2% |
64% |
False |
False |
177,786 |
20 |
1,220.1 |
1,156.7 |
63.4 |
5.3% |
15.3 |
1.3% |
77% |
False |
False |
216,591 |
40 |
1,220.1 |
1,124.3 |
95.8 |
7.9% |
15.1 |
1.2% |
85% |
False |
False |
186,450 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.0% |
17.6 |
1.5% |
38% |
False |
False |
151,885 |
80 |
1,341.0 |
1,124.3 |
216.7 |
18.0% |
16.3 |
1.4% |
38% |
False |
False |
116,067 |
100 |
1,351.2 |
1,124.3 |
226.9 |
18.8% |
16.0 |
1.3% |
36% |
False |
False |
93,934 |
120 |
1,368.0 |
1,124.3 |
243.7 |
20.2% |
15.9 |
1.3% |
33% |
False |
False |
79,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,271.4 |
2.618 |
1,248.6 |
1.618 |
1,234.6 |
1.000 |
1,225.9 |
0.618 |
1,220.6 |
HIGH |
1,211.9 |
0.618 |
1,206.6 |
0.500 |
1,204.9 |
0.382 |
1,203.2 |
LOW |
1,197.9 |
0.618 |
1,189.2 |
1.000 |
1,183.9 |
1.618 |
1,175.2 |
2.618 |
1,161.2 |
4.250 |
1,138.4 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,205.4 |
1,204.0 |
PP |
1,205.1 |
1,202.5 |
S1 |
1,204.9 |
1,200.9 |
|