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 |
3,243.0 |
3,251.0 |
8.0 |
0.2% |
3,289.0 |
High |
3,264.0 |
3,283.0 |
19.0 |
0.6% |
3,291.0 |
Low |
3,238.0 |
3,250.0 |
12.0 |
0.4% |
3,223.0 |
Close |
3,254.0 |
3,276.0 |
22.0 |
0.7% |
3,276.0 |
Range |
26.0 |
33.0 |
7.0 |
26.9% |
68.0 |
ATR |
39.6 |
39.1 |
-0.5 |
-1.2% |
0.0 |
Volume |
832,474 |
786,345 |
-46,129 |
-5.5% |
5,060,673 |
|
Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,368.7 |
3,355.3 |
3,294.2 |
|
R3 |
3,335.7 |
3,322.3 |
3,285.1 |
|
R2 |
3,302.7 |
3,302.7 |
3,282.1 |
|
R1 |
3,289.3 |
3,289.3 |
3,279.0 |
3,296.0 |
PP |
3,269.7 |
3,269.7 |
3,269.7 |
3,273.0 |
S1 |
3,256.3 |
3,256.3 |
3,273.0 |
3,263.0 |
S2 |
3,236.7 |
3,236.7 |
3,270.0 |
|
S3 |
3,203.7 |
3,223.3 |
3,266.9 |
|
S4 |
3,170.7 |
3,190.3 |
3,257.9 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,467.3 |
3,439.7 |
3,313.4 |
|
R3 |
3,399.3 |
3,371.7 |
3,294.7 |
|
R2 |
3,331.3 |
3,331.3 |
3,288.5 |
|
R1 |
3,303.7 |
3,303.7 |
3,282.2 |
3,283.5 |
PP |
3,263.3 |
3,263.3 |
3,263.3 |
3,253.3 |
S1 |
3,235.7 |
3,235.7 |
3,269.8 |
3,215.5 |
S2 |
3,195.3 |
3,195.3 |
3,263.5 |
|
S3 |
3,127.3 |
3,167.7 |
3,257.3 |
|
S4 |
3,059.3 |
3,099.7 |
3,238.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,291.0 |
3,223.0 |
68.0 |
2.1% |
37.0 |
1.1% |
78% |
False |
False |
1,012,134 |
10 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
38.0 |
1.2% |
45% |
False |
False |
949,835 |
20 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
38.1 |
1.2% |
45% |
False |
False |
912,750 |
40 |
3,340.0 |
3,125.0 |
215.0 |
6.6% |
35.5 |
1.1% |
70% |
False |
False |
850,017 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.5% |
38.1 |
1.2% |
83% |
False |
False |
586,558 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.4% |
38.6 |
1.2% |
86% |
False |
False |
443,438 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.4% |
38.7 |
1.2% |
86% |
False |
False |
355,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,423.3 |
2.618 |
3,369.4 |
1.618 |
3,336.4 |
1.000 |
3,316.0 |
0.618 |
3,303.4 |
HIGH |
3,283.0 |
0.618 |
3,270.4 |
0.500 |
3,266.5 |
0.382 |
3,262.6 |
LOW |
3,250.0 |
0.618 |
3,229.6 |
1.000 |
3,217.0 |
1.618 |
3,196.6 |
2.618 |
3,163.6 |
4.250 |
3,109.8 |
|
|
Fisher Pivots for day following 03-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,272.8 |
3,270.8 |
PP |
3,269.7 |
3,265.7 |
S1 |
3,266.5 |
3,260.5 |
|