Trading Metrics calculated at close of trading on 07-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,157.25 |
5,157.00 |
-0.25 |
0.0% |
5,146.25 |
High |
5,163.50 |
5,192.00 |
28.50 |
0.6% |
5,162.25 |
Low |
5,140.25 |
5,154.25 |
14.00 |
0.3% |
5,083.25 |
Close |
5,157.75 |
5,176.75 |
19.00 |
0.4% |
5,155.00 |
Range |
23.25 |
37.75 |
14.50 |
62.4% |
79.00 |
ATR |
43.13 |
42.75 |
-0.38 |
-0.9% |
0.00 |
Volume |
145,402 |
164,423 |
19,021 |
13.1% |
1,092,486 |
|
Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,287.50 |
5,270.00 |
5,197.50 |
|
R3 |
5,249.75 |
5,232.25 |
5,187.25 |
|
R2 |
5,212.00 |
5,212.00 |
5,183.75 |
|
R1 |
5,194.50 |
5,194.50 |
5,180.25 |
5,203.25 |
PP |
5,174.25 |
5,174.25 |
5,174.25 |
5,178.75 |
S1 |
5,156.75 |
5,156.75 |
5,173.25 |
5,165.50 |
S2 |
5,136.50 |
5,136.50 |
5,169.75 |
|
S3 |
5,098.75 |
5,119.00 |
5,166.25 |
|
S4 |
5,061.00 |
5,081.25 |
5,156.00 |
|
|
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 |
5,192.00 |
5,119.50 |
72.50 |
1.4% |
35.25 |
0.7% |
79% |
True |
False |
187,655 |
10 |
5,192.00 |
5,083.25 |
108.75 |
2.1% |
39.50 |
0.8% |
86% |
True |
False |
186,723 |
20 |
5,192.00 |
4,990.25 |
201.75 |
3.9% |
38.75 |
0.7% |
92% |
True |
False |
183,550 |
40 |
5,192.00 |
4,850.00 |
342.00 |
6.6% |
43.50 |
0.8% |
96% |
True |
False |
176,660 |
60 |
5,192.00 |
4,672.00 |
520.00 |
10.0% |
51.50 |
1.0% |
97% |
True |
False |
119,154 |
80 |
5,192.00 |
4,557.00 |
635.00 |
12.3% |
54.75 |
1.1% |
98% |
True |
False |
89,493 |
100 |
5,192.00 |
4,557.00 |
635.00 |
12.3% |
53.50 |
1.0% |
98% |
True |
False |
71,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,352.50 |
2.618 |
5,290.75 |
1.618 |
5,253.00 |
1.000 |
5,229.75 |
0.618 |
5,215.25 |
HIGH |
5,192.00 |
0.618 |
5,177.50 |
0.500 |
5,173.00 |
0.382 |
5,168.75 |
LOW |
5,154.25 |
0.618 |
5,131.00 |
1.000 |
5,116.50 |
1.618 |
5,093.25 |
2.618 |
5,055.50 |
4.250 |
4,993.75 |
|
|
Fisher Pivots for day following 07-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,175.50 |
5,169.75 |
PP |
5,174.25 |
5,162.75 |
S1 |
5,173.00 |
5,156.00 |
|