| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,214.9 |
1,221.9 |
7.0 |
0.6% |
1,191.7 |
| High |
1,220.6 |
1,235.4 |
14.8 |
1.2% |
1,224.2 |
| Low |
1,206.2 |
1,218.5 |
12.3 |
1.0% |
1,187.1 |
| Close |
1,218.5 |
1,230.0 |
11.5 |
0.9% |
1,218.5 |
| Range |
14.4 |
16.9 |
2.5 |
17.4% |
37.1 |
| ATR |
16.0 |
16.1 |
0.1 |
0.4% |
0.0 |
| Volume |
865 |
908 |
43 |
5.0% |
57,237 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,278.7 |
1,271.2 |
1,239.3 |
|
| R3 |
1,261.8 |
1,254.3 |
1,234.6 |
|
| R2 |
1,244.9 |
1,244.9 |
1,233.1 |
|
| R1 |
1,237.4 |
1,237.4 |
1,231.5 |
1,241.2 |
| PP |
1,228.0 |
1,228.0 |
1,228.0 |
1,229.8 |
| S1 |
1,220.5 |
1,220.5 |
1,228.5 |
1,224.3 |
| S2 |
1,211.1 |
1,211.1 |
1,226.9 |
|
| S3 |
1,194.2 |
1,203.6 |
1,225.4 |
|
| S4 |
1,177.3 |
1,186.7 |
1,220.7 |
|
|
| 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 |
1,235.4 |
1,193.3 |
42.1 |
3.4% |
16.4 |
1.3% |
87% |
True |
False |
1,528 |
| 10 |
1,235.4 |
1,179.7 |
55.7 |
4.5% |
15.4 |
1.2% |
90% |
True |
False |
105,199 |
| 20 |
1,235.4 |
1,172.2 |
63.2 |
5.1% |
15.3 |
1.2% |
91% |
True |
False |
182,834 |
| 40 |
1,235.4 |
1,124.3 |
111.1 |
9.0% |
14.8 |
1.2% |
95% |
True |
False |
173,910 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
17.6% |
17.6 |
1.4% |
49% |
False |
False |
150,634 |
| 80 |
1,341.0 |
1,124.3 |
216.7 |
17.6% |
16.4 |
1.3% |
49% |
False |
False |
115,827 |
| 100 |
1,351.2 |
1,124.3 |
226.9 |
18.4% |
16.1 |
1.3% |
47% |
False |
False |
93,851 |
| 120 |
1,368.0 |
1,124.3 |
243.7 |
19.8% |
15.9 |
1.3% |
43% |
False |
False |
78,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.2 |
|
2.618 |
1,279.6 |
|
1.618 |
1,262.7 |
|
1.000 |
1,252.3 |
|
0.618 |
1,245.8 |
|
HIGH |
1,235.4 |
|
0.618 |
1,228.9 |
|
0.500 |
1,227.0 |
|
0.382 |
1,225.0 |
|
LOW |
1,218.5 |
|
0.618 |
1,208.1 |
|
1.000 |
1,201.6 |
|
1.618 |
1,191.2 |
|
2.618 |
1,174.3 |
|
4.250 |
1,146.7 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,229.0 |
1,226.9 |
| PP |
1,228.0 |
1,223.9 |
| S1 |
1,227.0 |
1,220.8 |
|