Trading Metrics calculated at close of trading on 03-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
19,200 |
19,090 |
-110 |
-0.6% |
19,455 |
High |
19,215 |
19,135 |
-80 |
-0.4% |
19,475 |
Low |
18,885 |
18,845 |
-40 |
-0.2% |
18,845 |
Close |
19,075 |
19,080 |
5 |
0.0% |
19,080 |
Range |
330 |
290 |
-40 |
-12.1% |
630 |
ATR |
316 |
314 |
-2 |
-0.6% |
0 |
Volume |
15,177 |
17,563 |
2,386 |
15.7% |
87,377 |
|
Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,890 |
19,775 |
19,240 |
|
R3 |
19,600 |
19,485 |
19,160 |
|
R2 |
19,310 |
19,310 |
19,133 |
|
R1 |
19,195 |
19,195 |
19,107 |
19,108 |
PP |
19,020 |
19,020 |
19,020 |
18,976 |
S1 |
18,905 |
18,905 |
19,054 |
18,818 |
S2 |
18,730 |
18,730 |
19,027 |
|
S3 |
18,440 |
18,615 |
19,000 |
|
S4 |
18,150 |
18,325 |
18,921 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,023 |
20,682 |
19,427 |
|
R3 |
20,393 |
20,052 |
19,253 |
|
R2 |
19,763 |
19,763 |
19,196 |
|
R1 |
19,422 |
19,422 |
19,138 |
19,278 |
PP |
19,133 |
19,133 |
19,133 |
19,061 |
S1 |
18,792 |
18,792 |
19,022 |
18,648 |
S2 |
18,503 |
18,503 |
18,965 |
|
S3 |
17,873 |
18,162 |
18,907 |
|
S4 |
17,243 |
17,532 |
18,734 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,475 |
18,845 |
630 |
3.3% |
348 |
1.8% |
37% |
False |
True |
17,475 |
10 |
19,600 |
18,810 |
790 |
4.1% |
321 |
1.7% |
34% |
False |
False |
15,683 |
20 |
19,745 |
18,680 |
1,065 |
5.6% |
328 |
1.7% |
38% |
False |
False |
14,887 |
40 |
19,745 |
18,455 |
1,290 |
6.8% |
295 |
1.5% |
48% |
False |
False |
12,589 |
60 |
19,745 |
16,190 |
3,555 |
18.6% |
298 |
1.6% |
81% |
False |
False |
9,011 |
80 |
19,745 |
16,190 |
3,555 |
18.6% |
265 |
1.4% |
81% |
False |
False |
6,759 |
100 |
19,745 |
16,190 |
3,555 |
18.6% |
243 |
1.3% |
81% |
False |
False |
5,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,368 |
2.618 |
19,894 |
1.618 |
19,604 |
1.000 |
19,425 |
0.618 |
19,314 |
HIGH |
19,135 |
0.618 |
19,024 |
0.500 |
18,990 |
0.382 |
18,956 |
LOW |
18,845 |
0.618 |
18,666 |
1.000 |
18,555 |
1.618 |
18,376 |
2.618 |
18,086 |
4.250 |
17,613 |
|
|
Fisher Pivots for day following 03-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
19,050 |
19,080 |
PP |
19,020 |
19,080 |
S1 |
18,990 |
19,080 |
|