Trading Metrics calculated at close of trading on 02-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
19,020 |
19,200 |
180 |
0.9% |
19,160 |
High |
19,315 |
19,215 |
-100 |
-0.5% |
19,600 |
Low |
18,945 |
18,885 |
-60 |
-0.3% |
18,810 |
Close |
19,195 |
19,075 |
-120 |
-0.6% |
19,505 |
Range |
370 |
330 |
-40 |
-10.8% |
790 |
ATR |
315 |
316 |
1 |
0.3% |
0 |
Volume |
17,587 |
15,177 |
-2,410 |
-13.7% |
69,462 |
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,048 |
19,892 |
19,257 |
|
R3 |
19,718 |
19,562 |
19,166 |
|
R2 |
19,388 |
19,388 |
19,136 |
|
R1 |
19,232 |
19,232 |
19,105 |
19,145 |
PP |
19,058 |
19,058 |
19,058 |
19,015 |
S1 |
18,902 |
18,902 |
19,045 |
18,815 |
S2 |
18,728 |
18,728 |
19,015 |
|
S3 |
18,398 |
18,572 |
18,984 |
|
S4 |
18,068 |
18,242 |
18,894 |
|
|
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 |
19,585 |
18,850 |
735 |
3.9% |
320 |
1.7% |
31% |
False |
False |
16,323 |
10 |
19,600 |
18,810 |
790 |
4.1% |
317 |
1.7% |
34% |
False |
False |
15,089 |
20 |
19,745 |
18,680 |
1,065 |
5.6% |
328 |
1.7% |
37% |
False |
False |
14,725 |
40 |
19,745 |
18,360 |
1,385 |
7.3% |
292 |
1.5% |
52% |
False |
False |
12,381 |
60 |
19,745 |
16,190 |
3,555 |
18.6% |
297 |
1.6% |
81% |
False |
False |
8,718 |
80 |
19,745 |
16,190 |
3,555 |
18.6% |
262 |
1.4% |
81% |
False |
False |
6,540 |
100 |
19,745 |
16,190 |
3,555 |
18.6% |
242 |
1.3% |
81% |
False |
False |
5,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,618 |
2.618 |
20,079 |
1.618 |
19,749 |
1.000 |
19,545 |
0.618 |
19,419 |
HIGH |
19,215 |
0.618 |
19,089 |
0.500 |
19,050 |
0.382 |
19,011 |
LOW |
18,885 |
0.618 |
18,681 |
1.000 |
18,555 |
1.618 |
18,351 |
2.618 |
18,021 |
4.250 |
17,483 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
19,067 |
19,083 |
PP |
19,058 |
19,080 |
S1 |
19,050 |
19,078 |
|