Trading Metrics calculated at close of trading on 01-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
19,200 |
19,020 |
-180 |
-0.9% |
19,160 |
High |
19,220 |
19,315 |
95 |
0.5% |
19,600 |
Low |
18,850 |
18,945 |
95 |
0.5% |
18,810 |
Close |
19,020 |
19,195 |
175 |
0.9% |
19,505 |
Range |
370 |
370 |
0 |
0.0% |
790 |
ATR |
311 |
315 |
4 |
1.4% |
0 |
Volume |
20,913 |
17,587 |
-3,326 |
-15.9% |
69,462 |
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,262 |
20,098 |
19,399 |
|
R3 |
19,892 |
19,728 |
19,297 |
|
R2 |
19,522 |
19,522 |
19,263 |
|
R1 |
19,358 |
19,358 |
19,229 |
19,440 |
PP |
19,152 |
19,152 |
19,152 |
19,193 |
S1 |
18,988 |
18,988 |
19,161 |
19,070 |
S2 |
18,782 |
18,782 |
19,127 |
|
S3 |
18,412 |
18,618 |
19,093 |
|
S4 |
18,042 |
18,248 |
18,992 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,675 |
21,380 |
19,940 |
|
R3 |
20,885 |
20,590 |
19,722 |
|
R2 |
20,095 |
20,095 |
19,650 |
|
R1 |
19,800 |
19,800 |
19,578 |
19,948 |
PP |
19,305 |
19,305 |
19,305 |
19,379 |
S1 |
19,010 |
19,010 |
19,433 |
19,158 |
S2 |
18,515 |
18,515 |
19,360 |
|
S3 |
17,725 |
18,220 |
19,288 |
|
S4 |
16,935 |
17,430 |
19,071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,600 |
18,850 |
750 |
3.9% |
325 |
1.7% |
46% |
False |
False |
16,102 |
10 |
19,600 |
18,810 |
790 |
4.1% |
304 |
1.6% |
49% |
False |
False |
14,862 |
20 |
19,745 |
18,680 |
1,065 |
5.5% |
331 |
1.7% |
48% |
False |
False |
14,580 |
40 |
19,745 |
18,275 |
1,470 |
7.7% |
292 |
1.5% |
63% |
False |
False |
12,625 |
60 |
19,745 |
16,190 |
3,555 |
18.5% |
294 |
1.5% |
85% |
False |
False |
8,466 |
80 |
19,745 |
16,190 |
3,555 |
18.5% |
259 |
1.3% |
85% |
False |
False |
6,350 |
100 |
19,745 |
16,190 |
3,555 |
18.5% |
241 |
1.3% |
85% |
False |
False |
5,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,888 |
2.618 |
20,284 |
1.618 |
19,914 |
1.000 |
19,685 |
0.618 |
19,544 |
HIGH |
19,315 |
0.618 |
19,174 |
0.500 |
19,130 |
0.382 |
19,086 |
LOW |
18,945 |
0.618 |
18,716 |
1.000 |
18,575 |
1.618 |
18,346 |
2.618 |
17,976 |
4.250 |
17,373 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
19,173 |
19,184 |
PP |
19,152 |
19,173 |
S1 |
19,130 |
19,163 |
|