Trading Metrics calculated at close of trading on 09-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,245.0 |
3,244.0 |
-1.0 |
0.0% |
3,289.0 |
High |
3,250.0 |
3,290.0 |
40.0 |
1.2% |
3,291.0 |
Low |
3,200.0 |
3,240.0 |
40.0 |
1.3% |
3,223.0 |
Close |
3,235.0 |
3,279.0 |
44.0 |
1.4% |
3,276.0 |
Range |
50.0 |
50.0 |
0.0 |
0.0% |
68.0 |
ATR |
40.9 |
41.9 |
1.0 |
2.5% |
0.0 |
Volume |
1,211,518 |
972,180 |
-239,338 |
-19.8% |
5,060,673 |
|
Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,419.7 |
3,399.3 |
3,306.5 |
|
R3 |
3,369.7 |
3,349.3 |
3,292.8 |
|
R2 |
3,319.7 |
3,319.7 |
3,288.2 |
|
R1 |
3,299.3 |
3,299.3 |
3,283.6 |
3,309.5 |
PP |
3,269.7 |
3,269.7 |
3,269.7 |
3,274.8 |
S1 |
3,249.3 |
3,249.3 |
3,274.4 |
3,259.5 |
S2 |
3,219.7 |
3,219.7 |
3,269.8 |
|
S3 |
3,169.7 |
3,199.3 |
3,265.3 |
|
S4 |
3,119.7 |
3,149.3 |
3,251.5 |
|
|
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 |
3,290.0 |
3,200.0 |
90.0 |
2.7% |
45.6 |
1.4% |
88% |
True |
False |
1,032,274 |
10 |
3,314.0 |
3,200.0 |
114.0 |
3.5% |
40.9 |
1.2% |
69% |
False |
False |
1,045,114 |
20 |
3,340.0 |
3,200.0 |
140.0 |
4.3% |
40.1 |
1.2% |
56% |
False |
False |
950,256 |
40 |
3,340.0 |
3,191.0 |
149.0 |
4.5% |
35.9 |
1.1% |
59% |
False |
False |
837,758 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.5% |
38.2 |
1.2% |
84% |
False |
False |
659,261 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.4% |
39.3 |
1.2% |
87% |
False |
False |
497,996 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.4% |
39.6 |
1.2% |
87% |
False |
False |
398,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,502.5 |
2.618 |
3,420.9 |
1.618 |
3,370.9 |
1.000 |
3,340.0 |
0.618 |
3,320.9 |
HIGH |
3,290.0 |
0.618 |
3,270.9 |
0.500 |
3,265.0 |
0.382 |
3,259.1 |
LOW |
3,240.0 |
0.618 |
3,209.1 |
1.000 |
3,190.0 |
1.618 |
3,159.1 |
2.618 |
3,109.1 |
4.250 |
3,027.5 |
|
|
Fisher Pivots for day following 09-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,274.3 |
3,267.7 |
PP |
3,269.7 |
3,256.3 |
S1 |
3,265.0 |
3,245.0 |
|