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 |
3,255.0 |
3,243.0 |
-12.0 |
-0.4% |
3,273.0 |
High |
3,268.0 |
3,264.0 |
-4.0 |
-0.1% |
3,340.0 |
Low |
3,247.0 |
3,238.0 |
-9.0 |
-0.3% |
3,254.0 |
Close |
3,249.0 |
3,254.0 |
5.0 |
0.2% |
3,295.0 |
Range |
21.0 |
26.0 |
5.0 |
23.8% |
86.0 |
ATR |
40.6 |
39.6 |
-1.0 |
-2.6% |
0.0 |
Volume |
864,176 |
832,474 |
-31,702 |
-3.7% |
4,437,682 |
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,330.0 |
3,318.0 |
3,268.3 |
|
R3 |
3,304.0 |
3,292.0 |
3,261.2 |
|
R2 |
3,278.0 |
3,278.0 |
3,258.8 |
|
R1 |
3,266.0 |
3,266.0 |
3,256.4 |
3,272.0 |
PP |
3,252.0 |
3,252.0 |
3,252.0 |
3,255.0 |
S1 |
3,240.0 |
3,240.0 |
3,251.6 |
3,246.0 |
S2 |
3,226.0 |
3,226.0 |
3,249.2 |
|
S3 |
3,200.0 |
3,214.0 |
3,246.9 |
|
S4 |
3,174.0 |
3,188.0 |
3,239.7 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,554.3 |
3,510.7 |
3,342.3 |
|
R3 |
3,468.3 |
3,424.7 |
3,318.7 |
|
R2 |
3,382.3 |
3,382.3 |
3,310.8 |
|
R1 |
3,338.7 |
3,338.7 |
3,302.9 |
3,360.5 |
PP |
3,296.3 |
3,296.3 |
3,296.3 |
3,307.3 |
S1 |
3,252.7 |
3,252.7 |
3,287.1 |
3,274.5 |
S2 |
3,210.3 |
3,210.3 |
3,279.2 |
|
S3 |
3,124.3 |
3,166.7 |
3,271.4 |
|
S4 |
3,038.3 |
3,080.7 |
3,247.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,314.0 |
3,223.0 |
91.0 |
2.8% |
36.2 |
1.1% |
34% |
False |
False |
1,057,953 |
10 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
38.1 |
1.2% |
26% |
False |
False |
973,388 |
20 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
37.7 |
1.2% |
26% |
False |
False |
913,736 |
40 |
3,340.0 |
3,108.0 |
232.0 |
7.1% |
35.8 |
1.1% |
63% |
False |
False |
845,163 |
60 |
3,340.0 |
2,868.0 |
472.0 |
14.5% |
40.6 |
1.2% |
82% |
False |
False |
574,045 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.5% |
38.5 |
1.2% |
82% |
False |
False |
433,718 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.5% |
38.7 |
1.2% |
82% |
False |
False |
347,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,374.5 |
2.618 |
3,332.1 |
1.618 |
3,306.1 |
1.000 |
3,290.0 |
0.618 |
3,280.1 |
HIGH |
3,264.0 |
0.618 |
3,254.1 |
0.500 |
3,251.0 |
0.382 |
3,247.9 |
LOW |
3,238.0 |
0.618 |
3,221.9 |
1.000 |
3,212.0 |
1.618 |
3,195.9 |
2.618 |
3,169.9 |
4.250 |
3,127.5 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,253.0 |
3,252.7 |
PP |
3,252.0 |
3,251.3 |
S1 |
3,251.0 |
3,250.0 |
|