Trading Metrics calculated at close of trading on 06-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,129.50 |
5,157.25 |
27.75 |
0.5% |
5,146.25 |
High |
5,162.25 |
5,163.50 |
1.25 |
0.0% |
5,162.25 |
Low |
5,119.75 |
5,140.25 |
20.50 |
0.4% |
5,083.25 |
Close |
5,155.00 |
5,157.75 |
2.75 |
0.1% |
5,155.00 |
Range |
42.50 |
23.25 |
-19.25 |
-45.3% |
79.00 |
ATR |
44.66 |
43.13 |
-1.53 |
-3.4% |
0.00 |
Volume |
181,211 |
145,402 |
-35,809 |
-19.8% |
1,092,486 |
|
Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,223.50 |
5,214.00 |
5,170.50 |
|
R3 |
5,200.25 |
5,190.75 |
5,164.25 |
|
R2 |
5,177.00 |
5,177.00 |
5,162.00 |
|
R1 |
5,167.50 |
5,167.50 |
5,160.00 |
5,172.25 |
PP |
5,153.75 |
5,153.75 |
5,153.75 |
5,156.25 |
S1 |
5,144.25 |
5,144.25 |
5,155.50 |
5,149.00 |
S2 |
5,130.50 |
5,130.50 |
5,153.50 |
|
S3 |
5,107.25 |
5,121.00 |
5,151.25 |
|
S4 |
5,084.00 |
5,097.75 |
5,145.00 |
|
|
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 |
5,163.50 |
5,083.25 |
80.25 |
1.6% |
38.25 |
0.7% |
93% |
True |
False |
197,709 |
10 |
5,168.50 |
5,060.00 |
108.50 |
2.1% |
40.00 |
0.8% |
90% |
False |
False |
184,439 |
20 |
5,168.50 |
4,990.25 |
178.25 |
3.5% |
38.25 |
0.7% |
94% |
False |
False |
182,734 |
40 |
5,168.50 |
4,836.00 |
332.50 |
6.4% |
43.50 |
0.8% |
97% |
False |
False |
173,935 |
60 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
55.50 |
1.1% |
98% |
False |
False |
116,444 |
80 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
54.75 |
1.1% |
98% |
False |
False |
87,439 |
100 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
53.75 |
1.0% |
98% |
False |
False |
69,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,262.25 |
2.618 |
5,224.25 |
1.618 |
5,201.00 |
1.000 |
5,186.75 |
0.618 |
5,177.75 |
HIGH |
5,163.50 |
0.618 |
5,154.50 |
0.500 |
5,152.00 |
0.382 |
5,149.25 |
LOW |
5,140.25 |
0.618 |
5,126.00 |
1.000 |
5,117.00 |
1.618 |
5,102.75 |
2.618 |
5,079.50 |
4.250 |
5,041.50 |
|
|
Fisher Pivots for day following 06-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,155.75 |
5,152.25 |
PP |
5,153.75 |
5,147.00 |
S1 |
5,152.00 |
5,141.50 |
|