Trading Metrics calculated at close of trading on 08-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,225.0 |
3,245.0 |
20.0 |
0.6% |
3,289.0 |
High |
3,250.0 |
3,250.0 |
0.0 |
0.0% |
3,291.0 |
Low |
3,210.0 |
3,200.0 |
-10.0 |
-0.3% |
3,223.0 |
Close |
3,231.0 |
3,235.0 |
4.0 |
0.1% |
3,276.0 |
Range |
40.0 |
50.0 |
10.0 |
25.0% |
68.0 |
ATR |
40.2 |
40.9 |
0.7 |
1.7% |
0.0 |
Volume |
1,247,234 |
1,211,518 |
-35,716 |
-2.9% |
5,060,673 |
|
Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,378.3 |
3,356.7 |
3,262.5 |
|
R3 |
3,328.3 |
3,306.7 |
3,248.8 |
|
R2 |
3,278.3 |
3,278.3 |
3,244.2 |
|
R1 |
3,256.7 |
3,256.7 |
3,239.6 |
3,242.5 |
PP |
3,228.3 |
3,228.3 |
3,228.3 |
3,221.3 |
S1 |
3,206.7 |
3,206.7 |
3,230.4 |
3,192.5 |
S2 |
3,178.3 |
3,178.3 |
3,225.8 |
|
S3 |
3,128.3 |
3,156.7 |
3,221.3 |
|
S4 |
3,078.3 |
3,106.7 |
3,207.5 |
|
|
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 |
3,200.0 |
83.0 |
2.6% |
40.8 |
1.3% |
42% |
False |
True |
1,004,333 |
10 |
3,340.0 |
3,200.0 |
140.0 |
4.3% |
39.9 |
1.2% |
25% |
False |
True |
1,028,807 |
20 |
3,340.0 |
3,200.0 |
140.0 |
4.3% |
39.8 |
1.2% |
25% |
False |
True |
952,587 |
40 |
3,340.0 |
3,175.0 |
165.0 |
5.1% |
36.0 |
1.1% |
36% |
False |
False |
854,598 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.7% |
37.8 |
1.2% |
72% |
False |
False |
643,063 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.6% |
39.1 |
1.2% |
78% |
False |
False |
485,970 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.6% |
39.3 |
1.2% |
78% |
False |
False |
389,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,462.5 |
2.618 |
3,380.9 |
1.618 |
3,330.9 |
1.000 |
3,300.0 |
0.618 |
3,280.9 |
HIGH |
3,250.0 |
0.618 |
3,230.9 |
0.500 |
3,225.0 |
0.382 |
3,219.1 |
LOW |
3,200.0 |
0.618 |
3,169.1 |
1.000 |
3,150.0 |
1.618 |
3,119.1 |
2.618 |
3,069.1 |
4.250 |
2,987.5 |
|
|
Fisher Pivots for day following 08-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,231.7 |
3,240.5 |
PP |
3,228.3 |
3,238.7 |
S1 |
3,225.0 |
3,236.8 |
|