Trading Metrics calculated at close of trading on 09-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,175.00 |
5,189.75 |
14.75 |
0.3% |
5,146.25 |
High |
5,197.00 |
5,219.25 |
22.25 |
0.4% |
5,162.25 |
Low |
5,163.50 |
5,186.25 |
22.75 |
0.4% |
5,083.25 |
Close |
5,191.25 |
5,212.25 |
21.00 |
0.4% |
5,155.00 |
Range |
33.50 |
33.00 |
-0.50 |
-1.5% |
79.00 |
ATR |
42.09 |
41.44 |
-0.65 |
-1.5% |
0.00 |
Volume |
166,260 |
157,897 |
-8,363 |
-5.0% |
1,092,486 |
|
Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,305.00 |
5,291.50 |
5,230.50 |
|
R3 |
5,272.00 |
5,258.50 |
5,221.25 |
|
R2 |
5,239.00 |
5,239.00 |
5,218.25 |
|
R1 |
5,225.50 |
5,225.50 |
5,215.25 |
5,232.25 |
PP |
5,206.00 |
5,206.00 |
5,206.00 |
5,209.25 |
S1 |
5,192.50 |
5,192.50 |
5,209.25 |
5,199.25 |
S2 |
5,173.00 |
5,173.00 |
5,206.25 |
|
S3 |
5,140.00 |
5,159.50 |
5,203.25 |
|
S4 |
5,107.00 |
5,126.50 |
5,194.00 |
|
|
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 |
5,219.25 |
5,119.75 |
99.50 |
1.9% |
34.00 |
0.7% |
93% |
True |
False |
163,038 |
10 |
5,219.25 |
5,083.25 |
136.00 |
2.6% |
38.25 |
0.7% |
95% |
True |
False |
186,480 |
20 |
5,219.25 |
4,990.25 |
229.00 |
4.4% |
38.00 |
0.7% |
97% |
True |
False |
181,131 |
40 |
5,219.25 |
4,850.00 |
369.25 |
7.1% |
42.50 |
0.8% |
98% |
True |
False |
174,709 |
60 |
5,219.25 |
4,672.00 |
547.25 |
10.5% |
48.00 |
0.9% |
99% |
True |
False |
124,536 |
80 |
5,219.25 |
4,557.00 |
662.25 |
12.7% |
54.00 |
1.0% |
99% |
True |
False |
93,540 |
100 |
5,219.25 |
4,557.00 |
662.25 |
12.7% |
53.00 |
1.0% |
99% |
True |
False |
74,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,359.50 |
2.618 |
5,305.75 |
1.618 |
5,272.75 |
1.000 |
5,252.25 |
0.618 |
5,239.75 |
HIGH |
5,219.25 |
0.618 |
5,206.75 |
0.500 |
5,202.75 |
0.382 |
5,198.75 |
LOW |
5,186.25 |
0.618 |
5,165.75 |
1.000 |
5,153.25 |
1.618 |
5,132.75 |
2.618 |
5,099.75 |
4.250 |
5,046.00 |
|
|
Fisher Pivots for day following 09-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,209.00 |
5,203.75 |
PP |
5,206.00 |
5,195.25 |
S1 |
5,202.75 |
5,186.75 |
|