| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
3,244.0 |
3,286.0 |
42.0 |
1.3% |
3,270.0 |
| High |
3,290.0 |
3,300.0 |
10.0 |
0.3% |
3,300.0 |
| Low |
3,240.0 |
3,250.0 |
10.0 |
0.3% |
3,200.0 |
| Close |
3,279.0 |
3,270.0 |
-9.0 |
-0.3% |
3,270.0 |
| Range |
50.0 |
50.0 |
0.0 |
0.0% |
100.0 |
| ATR |
41.9 |
42.5 |
0.6 |
1.4% |
0.0 |
| Volume |
972,180 |
984,367 |
12,187 |
1.3% |
5,359,396 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,423.3 |
3,396.7 |
3,297.5 |
|
| R3 |
3,373.3 |
3,346.7 |
3,283.8 |
|
| R2 |
3,323.3 |
3,323.3 |
3,279.2 |
|
| R1 |
3,296.7 |
3,296.7 |
3,274.6 |
3,285.0 |
| PP |
3,273.3 |
3,273.3 |
3,273.3 |
3,267.5 |
| S1 |
3,246.7 |
3,246.7 |
3,265.4 |
3,235.0 |
| S2 |
3,223.3 |
3,223.3 |
3,260.8 |
|
| S3 |
3,173.3 |
3,196.7 |
3,256.3 |
|
| S4 |
3,123.3 |
3,146.7 |
3,242.5 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,556.7 |
3,513.3 |
3,325.0 |
|
| R3 |
3,456.7 |
3,413.3 |
3,297.5 |
|
| R2 |
3,356.7 |
3,356.7 |
3,288.3 |
|
| R1 |
3,313.3 |
3,313.3 |
3,279.2 |
3,320.0 |
| PP |
3,256.7 |
3,256.7 |
3,256.7 |
3,260.0 |
| S1 |
3,213.3 |
3,213.3 |
3,260.8 |
3,220.0 |
| S2 |
3,156.7 |
3,156.7 |
3,251.7 |
|
| S3 |
3,056.7 |
3,113.3 |
3,242.5 |
|
| S4 |
2,956.7 |
3,013.3 |
3,215.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,300.0 |
3,200.0 |
100.0 |
3.1% |
49.0 |
1.5% |
70% |
True |
False |
1,071,879 |
| 10 |
3,300.0 |
3,200.0 |
100.0 |
3.1% |
43.0 |
1.3% |
70% |
True |
False |
1,042,006 |
| 20 |
3,340.0 |
3,200.0 |
140.0 |
4.3% |
41.2 |
1.3% |
50% |
False |
False |
955,601 |
| 40 |
3,340.0 |
3,200.0 |
140.0 |
4.3% |
36.2 |
1.1% |
50% |
False |
False |
833,275 |
| 60 |
3,340.0 |
2,962.0 |
378.0 |
11.6% |
38.1 |
1.2% |
81% |
False |
False |
675,434 |
| 80 |
3,340.0 |
2,868.0 |
472.0 |
14.4% |
39.6 |
1.2% |
85% |
False |
False |
510,292 |
| 100 |
3,340.0 |
2,868.0 |
472.0 |
14.4% |
39.8 |
1.2% |
85% |
False |
False |
408,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,512.5 |
|
2.618 |
3,430.9 |
|
1.618 |
3,380.9 |
|
1.000 |
3,350.0 |
|
0.618 |
3,330.9 |
|
HIGH |
3,300.0 |
|
0.618 |
3,280.9 |
|
0.500 |
3,275.0 |
|
0.382 |
3,269.1 |
|
LOW |
3,250.0 |
|
0.618 |
3,219.1 |
|
1.000 |
3,200.0 |
|
1.618 |
3,169.1 |
|
2.618 |
3,119.1 |
|
4.250 |
3,037.5 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,275.0 |
3,263.3 |
| PP |
3,273.3 |
3,256.7 |
| S1 |
3,271.7 |
3,250.0 |
|