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 |
5,147.75 |
5,129.50 |
-18.25 |
-0.4% |
5,146.25 |
High |
5,157.50 |
5,162.25 |
4.75 |
0.1% |
5,162.25 |
Low |
5,119.50 |
5,119.75 |
0.25 |
0.0% |
5,083.25 |
Close |
5,131.00 |
5,155.00 |
24.00 |
0.5% |
5,155.00 |
Range |
38.00 |
42.50 |
4.50 |
11.8% |
79.00 |
ATR |
44.83 |
44.66 |
-0.17 |
-0.4% |
0.00 |
Volume |
209,875 |
181,211 |
-28,664 |
-13.7% |
1,092,486 |
|
Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,273.25 |
5,256.50 |
5,178.50 |
|
R3 |
5,230.75 |
5,214.00 |
5,166.75 |
|
R2 |
5,188.25 |
5,188.25 |
5,162.75 |
|
R1 |
5,171.50 |
5,171.50 |
5,159.00 |
5,180.00 |
PP |
5,145.75 |
5,145.75 |
5,145.75 |
5,149.75 |
S1 |
5,129.00 |
5,129.00 |
5,151.00 |
5,137.50 |
S2 |
5,103.25 |
5,103.25 |
5,147.25 |
|
S3 |
5,060.75 |
5,086.50 |
5,143.25 |
|
S4 |
5,018.25 |
5,044.00 |
5,131.50 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,370.50 |
5,341.75 |
5,198.50 |
|
R3 |
5,291.50 |
5,262.75 |
5,176.75 |
|
R2 |
5,212.50 |
5,212.50 |
5,169.50 |
|
R1 |
5,183.75 |
5,183.75 |
5,162.25 |
5,198.00 |
PP |
5,133.50 |
5,133.50 |
5,133.50 |
5,140.75 |
S1 |
5,104.75 |
5,104.75 |
5,147.75 |
5,119.00 |
S2 |
5,054.50 |
5,054.50 |
5,140.50 |
|
S3 |
4,975.50 |
5,025.75 |
5,133.25 |
|
S4 |
4,896.50 |
4,946.75 |
5,111.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,162.25 |
5,083.25 |
79.00 |
1.5% |
45.50 |
0.9% |
91% |
True |
False |
218,497 |
10 |
5,168.50 |
5,030.25 |
138.25 |
2.7% |
41.50 |
0.8% |
90% |
False |
False |
188,013 |
20 |
5,168.50 |
4,952.50 |
216.00 |
4.2% |
40.25 |
0.8% |
94% |
False |
False |
184,630 |
40 |
5,168.50 |
4,762.50 |
406.00 |
7.9% |
45.00 |
0.9% |
97% |
False |
False |
170,564 |
60 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
56.25 |
1.1% |
98% |
False |
False |
114,030 |
80 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
55.50 |
1.1% |
98% |
False |
False |
85,626 |
100 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
54.00 |
1.0% |
98% |
False |
False |
68,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,343.00 |
2.618 |
5,273.50 |
1.618 |
5,231.00 |
1.000 |
5,204.75 |
0.618 |
5,188.50 |
HIGH |
5,162.25 |
0.618 |
5,146.00 |
0.500 |
5,141.00 |
0.382 |
5,136.00 |
LOW |
5,119.75 |
0.618 |
5,093.50 |
1.000 |
5,077.25 |
1.618 |
5,051.00 |
2.618 |
5,008.50 |
4.250 |
4,939.00 |
|
|
Fisher Pivots for day following 03-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,150.25 |
5,150.25 |
PP |
5,145.75 |
5,145.50 |
S1 |
5,141.00 |
5,141.00 |
|