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 |
3,251.0 |
3,270.0 |
19.0 |
0.6% |
3,289.0 |
High |
3,283.0 |
3,281.0 |
-2.0 |
-0.1% |
3,291.0 |
Low |
3,250.0 |
3,226.0 |
-24.0 |
-0.7% |
3,223.0 |
Close |
3,276.0 |
3,239.0 |
-37.0 |
-1.1% |
3,276.0 |
Range |
33.0 |
55.0 |
22.0 |
66.7% |
68.0 |
ATR |
39.1 |
40.2 |
1.1 |
2.9% |
0.0 |
Volume |
786,345 |
944,097 |
157,752 |
20.1% |
5,060,673 |
|
Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,413.7 |
3,381.3 |
3,269.3 |
|
R3 |
3,358.7 |
3,326.3 |
3,254.1 |
|
R2 |
3,303.7 |
3,303.7 |
3,249.1 |
|
R1 |
3,271.3 |
3,271.3 |
3,244.0 |
3,260.0 |
PP |
3,248.7 |
3,248.7 |
3,248.7 |
3,243.0 |
S1 |
3,216.3 |
3,216.3 |
3,234.0 |
3,205.0 |
S2 |
3,193.7 |
3,193.7 |
3,228.9 |
|
S3 |
3,138.7 |
3,161.3 |
3,223.9 |
|
S4 |
3,083.7 |
3,106.3 |
3,208.8 |
|
|
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 |
3,283.0 |
3,223.0 |
60.0 |
1.9% |
37.8 |
1.2% |
27% |
False |
False |
943,186 |
10 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
38.9 |
1.2% |
14% |
False |
False |
973,590 |
20 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
39.1 |
1.2% |
14% |
False |
False |
922,734 |
40 |
3,340.0 |
3,165.0 |
175.0 |
5.4% |
35.4 |
1.1% |
42% |
False |
False |
860,732 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.7% |
37.8 |
1.2% |
73% |
False |
False |
602,136 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.6% |
38.8 |
1.2% |
79% |
False |
False |
455,237 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.6% |
39.0 |
1.2% |
79% |
False |
False |
364,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,514.8 |
2.618 |
3,425.0 |
1.618 |
3,370.0 |
1.000 |
3,336.0 |
0.618 |
3,315.0 |
HIGH |
3,281.0 |
0.618 |
3,260.0 |
0.500 |
3,253.5 |
0.382 |
3,247.0 |
LOW |
3,226.0 |
0.618 |
3,192.0 |
1.000 |
3,171.0 |
1.618 |
3,137.0 |
2.618 |
3,082.0 |
4.250 |
2,992.3 |
|
|
Fisher Pivots for day following 06-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,253.5 |
3,254.5 |
PP |
3,248.7 |
3,249.3 |
S1 |
3,243.8 |
3,244.2 |
|