Trading Metrics calculated at close of trading on 02-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,211.9 |
1,209.7 |
-2.2 |
-0.2% |
1,209.3 |
High |
1,211.9 |
1,224.2 |
12.3 |
1.0% |
1,220.1 |
Low |
1,197.9 |
1,208.9 |
11.0 |
0.9% |
1,179.7 |
Close |
1,205.6 |
1,216.7 |
11.1 |
0.9% |
1,188.4 |
Range |
14.0 |
15.3 |
1.3 |
9.3% |
40.4 |
ATR |
16.0 |
16.2 |
0.2 |
1.2% |
0.0 |
Volume |
1,145 |
1,512 |
367 |
32.1% |
1,231,263 |
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.5 |
1,254.9 |
1,225.1 |
|
R3 |
1,247.2 |
1,239.6 |
1,220.9 |
|
R2 |
1,231.9 |
1,231.9 |
1,219.5 |
|
R1 |
1,224.3 |
1,224.3 |
1,218.1 |
1,228.1 |
PP |
1,216.6 |
1,216.6 |
1,216.6 |
1,218.5 |
S1 |
1,209.0 |
1,209.0 |
1,215.3 |
1,212.8 |
S2 |
1,201.3 |
1,201.3 |
1,213.9 |
|
S3 |
1,186.0 |
1,193.7 |
1,212.5 |
|
S4 |
1,170.7 |
1,178.4 |
1,208.3 |
|
|
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 |
1,224.2 |
1,179.7 |
44.5 |
3.7% |
14.7 |
1.2% |
83% |
True |
False |
58,144 |
10 |
1,224.2 |
1,179.7 |
44.5 |
3.7% |
14.9 |
1.2% |
83% |
True |
False |
153,197 |
20 |
1,224.2 |
1,163.6 |
60.6 |
5.0% |
15.5 |
1.3% |
88% |
True |
False |
207,673 |
40 |
1,224.2 |
1,124.3 |
99.9 |
8.2% |
14.6 |
1.2% |
92% |
True |
False |
180,951 |
60 |
1,341.0 |
1,124.3 |
216.7 |
17.8% |
17.6 |
1.4% |
43% |
False |
False |
151,615 |
80 |
1,341.0 |
1,124.3 |
216.7 |
17.8% |
16.2 |
1.3% |
43% |
False |
False |
115,990 |
100 |
1,351.2 |
1,124.3 |
226.9 |
18.6% |
16.0 |
1.3% |
41% |
False |
False |
93,904 |
120 |
1,368.0 |
1,124.3 |
243.7 |
20.0% |
15.9 |
1.3% |
38% |
False |
False |
78,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.2 |
2.618 |
1,264.3 |
1.618 |
1,249.0 |
1.000 |
1,239.5 |
0.618 |
1,233.7 |
HIGH |
1,224.2 |
0.618 |
1,218.4 |
0.500 |
1,216.6 |
0.382 |
1,214.7 |
LOW |
1,208.9 |
0.618 |
1,199.4 |
1.000 |
1,193.6 |
1.618 |
1,184.1 |
2.618 |
1,168.8 |
4.250 |
1,143.9 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,216.7 |
1,214.1 |
PP |
1,216.6 |
1,211.4 |
S1 |
1,216.6 |
1,208.8 |
|