Trading Metrics calculated at close of trading on 08-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,157.00 |
5,175.00 |
18.00 |
0.3% |
5,146.25 |
High |
5,192.00 |
5,197.00 |
5.00 |
0.1% |
5,162.25 |
Low |
5,154.25 |
5,163.50 |
9.25 |
0.2% |
5,083.25 |
Close |
5,176.75 |
5,191.25 |
14.50 |
0.3% |
5,155.00 |
Range |
37.75 |
33.50 |
-4.25 |
-11.3% |
79.00 |
ATR |
42.75 |
42.09 |
-0.66 |
-1.5% |
0.00 |
Volume |
164,423 |
166,260 |
1,837 |
1.1% |
1,092,486 |
|
Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,284.50 |
5,271.25 |
5,209.75 |
|
R3 |
5,251.00 |
5,237.75 |
5,200.50 |
|
R2 |
5,217.50 |
5,217.50 |
5,197.50 |
|
R1 |
5,204.25 |
5,204.25 |
5,194.25 |
5,211.00 |
PP |
5,184.00 |
5,184.00 |
5,184.00 |
5,187.25 |
S1 |
5,170.75 |
5,170.75 |
5,188.25 |
5,177.50 |
S2 |
5,150.50 |
5,150.50 |
5,185.00 |
|
S3 |
5,117.00 |
5,137.25 |
5,182.00 |
|
S4 |
5,083.50 |
5,103.75 |
5,172.75 |
|
|
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 |
5,197.00 |
5,119.50 |
77.50 |
1.5% |
35.00 |
0.7% |
93% |
True |
False |
173,434 |
10 |
5,197.00 |
5,083.25 |
113.75 |
2.2% |
37.75 |
0.7% |
95% |
True |
False |
188,028 |
20 |
5,197.00 |
4,990.25 |
206.75 |
4.0% |
38.50 |
0.7% |
97% |
True |
False |
184,174 |
40 |
5,197.00 |
4,850.00 |
347.00 |
6.7% |
43.25 |
0.8% |
98% |
True |
False |
176,537 |
60 |
5,197.00 |
4,672.00 |
525.00 |
10.1% |
48.75 |
0.9% |
99% |
True |
False |
121,912 |
80 |
5,197.00 |
4,557.00 |
640.00 |
12.3% |
54.25 |
1.0% |
99% |
True |
False |
91,568 |
100 |
5,197.00 |
4,557.00 |
640.00 |
12.3% |
53.00 |
1.0% |
99% |
True |
False |
73,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,339.50 |
2.618 |
5,284.75 |
1.618 |
5,251.25 |
1.000 |
5,230.50 |
0.618 |
5,217.75 |
HIGH |
5,197.00 |
0.618 |
5,184.25 |
0.500 |
5,180.25 |
0.382 |
5,176.25 |
LOW |
5,163.50 |
0.618 |
5,142.75 |
1.000 |
5,130.00 |
1.618 |
5,109.25 |
2.618 |
5,075.75 |
4.250 |
5,021.00 |
|
|
Fisher Pivots for day following 08-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,187.50 |
5,183.75 |
PP |
5,184.00 |
5,176.25 |
S1 |
5,180.25 |
5,168.50 |
|