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 |
19,883 |
19,814 |
-69 |
-0.3% |
19,746 |
High |
19,891 |
19,896 |
5 |
0.0% |
20,073 |
Low |
19,713 |
19,774 |
61 |
0.3% |
19,666 |
Close |
19,792 |
19,816 |
24 |
0.1% |
20,012 |
Range |
178 |
122 |
-56 |
-31.5% |
407 |
ATR |
136 |
135 |
-1 |
-0.7% |
0 |
Volume |
149,470 |
133,901 |
-15,569 |
-10.4% |
562,866 |
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,195 |
20,127 |
19,883 |
|
R3 |
20,073 |
20,005 |
19,850 |
|
R2 |
19,951 |
19,951 |
19,838 |
|
R1 |
19,883 |
19,883 |
19,827 |
19,917 |
PP |
19,829 |
19,829 |
19,829 |
19,846 |
S1 |
19,761 |
19,761 |
19,805 |
19,795 |
S2 |
19,707 |
19,707 |
19,794 |
|
S3 |
19,585 |
19,639 |
19,783 |
|
S4 |
19,463 |
19,517 |
19,749 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,138 |
20,982 |
20,236 |
|
R3 |
20,731 |
20,575 |
20,124 |
|
R2 |
20,324 |
20,324 |
20,087 |
|
R1 |
20,168 |
20,168 |
20,049 |
20,246 |
PP |
19,917 |
19,917 |
19,917 |
19,956 |
S1 |
19,761 |
19,761 |
19,975 |
19,839 |
S2 |
19,510 |
19,510 |
19,938 |
|
S3 |
19,103 |
19,354 |
19,900 |
|
S4 |
18,696 |
18,947 |
19,788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,073 |
19,713 |
360 |
1.8% |
128 |
0.6% |
29% |
False |
False |
123,756 |
10 |
20,073 |
19,607 |
466 |
2.4% |
136 |
0.7% |
45% |
False |
False |
126,492 |
20 |
20,073 |
19,607 |
466 |
2.4% |
134 |
0.7% |
45% |
False |
False |
124,769 |
40 |
20,073 |
19,001 |
1,072 |
5.4% |
135 |
0.7% |
76% |
False |
False |
108,857 |
60 |
20,073 |
17,360 |
2,713 |
13.7% |
147 |
0.7% |
91% |
False |
False |
72,787 |
80 |
20,073 |
17,360 |
2,713 |
13.7% |
147 |
0.7% |
91% |
False |
False |
54,625 |
100 |
20,073 |
17,360 |
2,713 |
13.7% |
154 |
0.8% |
91% |
False |
False |
43,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,415 |
2.618 |
20,216 |
1.618 |
20,094 |
1.000 |
20,018 |
0.618 |
19,972 |
HIGH |
19,896 |
0.618 |
19,850 |
0.500 |
19,835 |
0.382 |
19,821 |
LOW |
19,774 |
0.618 |
19,699 |
1.000 |
19,652 |
1.618 |
19,577 |
2.618 |
19,455 |
4.250 |
19,256 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
19,835 |
19,853 |
PP |
19,829 |
19,841 |
S1 |
19,822 |
19,828 |
|