| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,209.7 |
1,214.9 |
5.2 |
0.4% |
1,191.7 |
| High |
1,224.2 |
1,220.6 |
-3.6 |
-0.3% |
1,224.2 |
| Low |
1,208.9 |
1,206.2 |
-2.7 |
-0.2% |
1,187.1 |
| Close |
1,216.7 |
1,218.5 |
1.8 |
0.1% |
1,218.5 |
| Range |
15.3 |
14.4 |
-0.9 |
-5.9% |
37.1 |
| ATR |
16.2 |
16.0 |
-0.1 |
-0.8% |
0.0 |
| Volume |
1,512 |
865 |
-647 |
-42.8% |
57,237 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.3 |
1,252.8 |
1,226.4 |
|
| R3 |
1,243.9 |
1,238.4 |
1,222.5 |
|
| R2 |
1,229.5 |
1,229.5 |
1,221.1 |
|
| R1 |
1,224.0 |
1,224.0 |
1,219.8 |
1,226.8 |
| PP |
1,215.1 |
1,215.1 |
1,215.1 |
1,216.5 |
| S1 |
1,209.6 |
1,209.6 |
1,217.2 |
1,212.4 |
| S2 |
1,200.7 |
1,200.7 |
1,215.9 |
|
| S3 |
1,186.3 |
1,195.2 |
1,214.5 |
|
| S4 |
1,171.9 |
1,180.8 |
1,210.6 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.2 |
1,307.0 |
1,238.9 |
|
| R3 |
1,284.1 |
1,269.9 |
1,228.7 |
|
| R2 |
1,247.0 |
1,247.0 |
1,225.3 |
|
| R1 |
1,232.8 |
1,232.8 |
1,221.9 |
1,239.9 |
| PP |
1,209.9 |
1,209.9 |
1,209.9 |
1,213.5 |
| S1 |
1,195.7 |
1,195.7 |
1,215.1 |
1,202.8 |
| S2 |
1,172.8 |
1,172.8 |
1,211.7 |
|
| S3 |
1,135.7 |
1,158.6 |
1,208.3 |
|
| S4 |
1,098.6 |
1,121.5 |
1,198.1 |
|
|
| 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 |
1,187.1 |
37.1 |
3.0% |
15.3 |
1.3% |
85% |
False |
False |
11,447 |
| 10 |
1,224.2 |
1,179.7 |
44.5 |
3.7% |
14.7 |
1.2% |
87% |
False |
False |
128,850 |
| 20 |
1,224.2 |
1,171.1 |
53.1 |
4.4% |
15.1 |
1.2% |
89% |
False |
False |
194,110 |
| 40 |
1,224.2 |
1,124.3 |
99.9 |
8.2% |
14.8 |
1.2% |
94% |
False |
False |
177,532 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
17.8% |
17.6 |
1.4% |
43% |
False |
False |
151,090 |
| 80 |
1,341.0 |
1,124.3 |
216.7 |
17.8% |
16.3 |
1.3% |
43% |
False |
False |
115,882 |
| 100 |
1,351.2 |
1,124.3 |
226.9 |
18.6% |
16.1 |
1.3% |
42% |
False |
False |
93,890 |
| 120 |
1,368.0 |
1,124.3 |
243.7 |
20.0% |
15.9 |
1.3% |
39% |
False |
False |
78,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,281.8 |
|
2.618 |
1,258.3 |
|
1.618 |
1,243.9 |
|
1.000 |
1,235.0 |
|
0.618 |
1,229.5 |
|
HIGH |
1,220.6 |
|
0.618 |
1,215.1 |
|
0.500 |
1,213.4 |
|
0.382 |
1,211.7 |
|
LOW |
1,206.2 |
|
0.618 |
1,197.3 |
|
1.000 |
1,191.8 |
|
1.618 |
1,182.9 |
|
2.618 |
1,168.5 |
|
4.250 |
1,145.0 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,216.8 |
1,216.0 |
| PP |
1,215.1 |
1,213.5 |
| S1 |
1,213.4 |
1,211.1 |
|