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 |
5,132.00 |
5,147.75 |
15.75 |
0.3% |
5,059.00 |
High |
5,158.25 |
5,157.50 |
-0.75 |
0.0% |
5,168.50 |
Low |
5,123.00 |
5,119.50 |
-3.50 |
-0.1% |
5,030.25 |
Close |
5,148.50 |
5,131.00 |
-17.50 |
-0.3% |
5,162.50 |
Range |
35.25 |
38.00 |
2.75 |
7.8% |
138.25 |
ATR |
45.35 |
44.83 |
-0.53 |
-1.2% |
0.00 |
Volume |
237,364 |
209,875 |
-27,489 |
-11.6% |
787,652 |
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,250.00 |
5,228.50 |
5,152.00 |
|
R3 |
5,212.00 |
5,190.50 |
5,141.50 |
|
R2 |
5,174.00 |
5,174.00 |
5,138.00 |
|
R1 |
5,152.50 |
5,152.50 |
5,134.50 |
5,144.25 |
PP |
5,136.00 |
5,136.00 |
5,136.00 |
5,132.00 |
S1 |
5,114.50 |
5,114.50 |
5,127.50 |
5,106.25 |
S2 |
5,098.00 |
5,098.00 |
5,124.00 |
|
S3 |
5,060.00 |
5,076.50 |
5,120.50 |
|
S4 |
5,022.00 |
5,038.50 |
5,110.00 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,535.25 |
5,487.00 |
5,238.50 |
|
R3 |
5,397.00 |
5,348.75 |
5,200.50 |
|
R2 |
5,258.75 |
5,258.75 |
5,187.75 |
|
R1 |
5,210.50 |
5,210.50 |
5,175.25 |
5,234.50 |
PP |
5,120.50 |
5,120.50 |
5,120.50 |
5,132.50 |
S1 |
5,072.25 |
5,072.25 |
5,149.75 |
5,096.50 |
S2 |
4,982.25 |
4,982.25 |
5,137.25 |
|
S3 |
4,844.00 |
4,934.00 |
5,124.50 |
|
S4 |
4,705.75 |
4,795.75 |
5,086.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,167.50 |
5,083.25 |
84.25 |
1.6% |
42.75 |
0.8% |
57% |
False |
False |
209,922 |
10 |
5,168.50 |
5,030.25 |
138.25 |
2.7% |
41.25 |
0.8% |
73% |
False |
False |
191,511 |
20 |
5,168.50 |
4,920.50 |
248.00 |
4.8% |
40.25 |
0.8% |
85% |
False |
False |
184,047 |
40 |
5,168.50 |
4,762.50 |
406.00 |
7.9% |
44.75 |
0.9% |
91% |
False |
False |
166,114 |
60 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
56.50 |
1.1% |
94% |
False |
False |
111,016 |
80 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
55.50 |
1.1% |
94% |
False |
False |
83,364 |
100 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
54.75 |
1.1% |
94% |
False |
False |
66,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,319.00 |
2.618 |
5,257.00 |
1.618 |
5,219.00 |
1.000 |
5,195.50 |
0.618 |
5,181.00 |
HIGH |
5,157.50 |
0.618 |
5,143.00 |
0.500 |
5,138.50 |
0.382 |
5,134.00 |
LOW |
5,119.50 |
0.618 |
5,096.00 |
1.000 |
5,081.50 |
1.618 |
5,058.00 |
2.618 |
5,020.00 |
4.250 |
4,958.00 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,138.50 |
5,127.50 |
PP |
5,136.00 |
5,124.25 |
S1 |
5,133.50 |
5,120.75 |
|