Trading Metrics calculated at close of trading on 07-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,270.0 |
3,225.0 |
-45.0 |
-1.4% |
3,289.0 |
High |
3,281.0 |
3,250.0 |
-31.0 |
-0.9% |
3,291.0 |
Low |
3,226.0 |
3,210.0 |
-16.0 |
-0.5% |
3,223.0 |
Close |
3,239.0 |
3,231.0 |
-8.0 |
-0.2% |
3,276.0 |
Range |
55.0 |
40.0 |
-15.0 |
-27.3% |
68.0 |
ATR |
40.2 |
40.2 |
0.0 |
0.0% |
0.0 |
Volume |
944,097 |
1,247,234 |
303,137 |
32.1% |
5,060,673 |
|
Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,350.3 |
3,330.7 |
3,253.0 |
|
R3 |
3,310.3 |
3,290.7 |
3,242.0 |
|
R2 |
3,270.3 |
3,270.3 |
3,238.3 |
|
R1 |
3,250.7 |
3,250.7 |
3,234.7 |
3,260.5 |
PP |
3,230.3 |
3,230.3 |
3,230.3 |
3,235.3 |
S1 |
3,210.7 |
3,210.7 |
3,227.3 |
3,220.5 |
S2 |
3,190.3 |
3,190.3 |
3,223.7 |
|
S3 |
3,150.3 |
3,170.7 |
3,220.0 |
|
S4 |
3,110.3 |
3,130.7 |
3,209.0 |
|
|
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 |
3,210.0 |
73.0 |
2.3% |
35.0 |
1.1% |
29% |
False |
True |
934,865 |
10 |
3,340.0 |
3,210.0 |
130.0 |
4.0% |
38.9 |
1.2% |
16% |
False |
True |
992,225 |
20 |
3,340.0 |
3,210.0 |
130.0 |
4.0% |
38.5 |
1.2% |
16% |
False |
True |
945,251 |
40 |
3,340.0 |
3,172.0 |
168.0 |
5.2% |
35.5 |
1.1% |
35% |
False |
False |
865,786 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.7% |
37.7 |
1.2% |
71% |
False |
False |
622,874 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.6% |
38.7 |
1.2% |
77% |
False |
False |
470,827 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.6% |
39.0 |
1.2% |
77% |
False |
False |
377,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,420.0 |
2.618 |
3,354.7 |
1.618 |
3,314.7 |
1.000 |
3,290.0 |
0.618 |
3,274.7 |
HIGH |
3,250.0 |
0.618 |
3,234.7 |
0.500 |
3,230.0 |
0.382 |
3,225.3 |
LOW |
3,210.0 |
0.618 |
3,185.3 |
1.000 |
3,170.0 |
1.618 |
3,145.3 |
2.618 |
3,105.3 |
4.250 |
3,040.0 |
|
|
Fisher Pivots for day following 07-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,230.7 |
3,246.5 |
PP |
3,230.3 |
3,241.3 |
S1 |
3,230.0 |
3,236.2 |
|