Trading Metrics calculated at close of trading on 09-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,232.1 |
1,239.4 |
7.3 |
0.6% |
1,191.7 |
High |
1,243.9 |
1,243.5 |
-0.4 |
0.0% |
1,224.2 |
Low |
1,231.0 |
1,226.9 |
-4.1 |
-0.3% |
1,187.1 |
Close |
1,237.6 |
1,235.1 |
-2.5 |
-0.2% |
1,218.5 |
Range |
12.9 |
16.6 |
3.7 |
28.7% |
37.1 |
ATR |
15.3 |
15.4 |
0.1 |
0.6% |
0.0 |
Volume |
288 |
885 |
597 |
207.3% |
57,237 |
|
Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.0 |
1,276.6 |
1,244.2 |
|
R3 |
1,268.4 |
1,260.0 |
1,239.7 |
|
R2 |
1,251.8 |
1,251.8 |
1,238.1 |
|
R1 |
1,243.4 |
1,243.4 |
1,236.6 |
1,239.3 |
PP |
1,235.2 |
1,235.2 |
1,235.2 |
1,233.1 |
S1 |
1,226.8 |
1,226.8 |
1,233.6 |
1,222.7 |
S2 |
1,218.6 |
1,218.6 |
1,232.1 |
|
S3 |
1,202.0 |
1,210.2 |
1,230.5 |
|
S4 |
1,185.4 |
1,193.6 |
1,226.0 |
|
|
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 |
1,243.9 |
1,206.2 |
37.7 |
3.1% |
13.7 |
1.1% |
77% |
False |
False |
824 |
10 |
1,243.9 |
1,179.7 |
64.2 |
5.2% |
14.2 |
1.1% |
86% |
False |
False |
29,484 |
20 |
1,243.9 |
1,179.7 |
64.2 |
5.2% |
14.8 |
1.2% |
86% |
False |
False |
146,325 |
40 |
1,243.9 |
1,124.3 |
119.6 |
9.7% |
14.7 |
1.2% |
93% |
False |
False |
162,034 |
60 |
1,243.9 |
1,124.3 |
119.6 |
9.7% |
15.6 |
1.3% |
93% |
False |
False |
147,819 |
80 |
1,341.0 |
1,124.3 |
216.7 |
17.5% |
16.5 |
1.3% |
51% |
False |
False |
115,564 |
100 |
1,351.2 |
1,124.3 |
226.9 |
18.4% |
16.0 |
1.3% |
49% |
False |
False |
93,732 |
120 |
1,361.5 |
1,124.3 |
237.2 |
19.2% |
15.9 |
1.3% |
47% |
False |
False |
78,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.1 |
2.618 |
1,287.0 |
1.618 |
1,270.4 |
1.000 |
1,260.1 |
0.618 |
1,253.8 |
HIGH |
1,243.5 |
0.618 |
1,237.2 |
0.500 |
1,235.2 |
0.382 |
1,233.2 |
LOW |
1,226.9 |
0.618 |
1,216.6 |
1.000 |
1,210.3 |
1.618 |
1,200.0 |
2.618 |
1,183.4 |
4.250 |
1,156.4 |
|
|
Fisher Pivots for day following 09-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,235.2 |
1,235.4 |
PP |
1,235.2 |
1,235.3 |
S1 |
1,235.1 |
1,235.2 |
|