Trading Metrics calculated at close of trading on 10-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,189.75 |
5,211.25 |
21.50 |
0.4% |
5,157.25 |
High |
5,219.25 |
5,232.50 |
13.25 |
0.3% |
5,232.50 |
Low |
5,186.25 |
5,209.75 |
23.50 |
0.5% |
5,140.25 |
Close |
5,212.25 |
5,226.75 |
14.50 |
0.3% |
5,226.75 |
Range |
33.00 |
22.75 |
-10.25 |
-31.1% |
92.25 |
ATR |
41.44 |
40.10 |
-1.33 |
-3.2% |
0.00 |
Volume |
157,897 |
147,032 |
-10,865 |
-6.9% |
781,014 |
|
Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,291.25 |
5,281.75 |
5,239.25 |
|
R3 |
5,268.50 |
5,259.00 |
5,233.00 |
|
R2 |
5,245.75 |
5,245.75 |
5,231.00 |
|
R1 |
5,236.25 |
5,236.25 |
5,228.75 |
5,241.00 |
PP |
5,223.00 |
5,223.00 |
5,223.00 |
5,225.50 |
S1 |
5,213.50 |
5,213.50 |
5,224.75 |
5,218.25 |
S2 |
5,200.25 |
5,200.25 |
5,222.50 |
|
S3 |
5,177.50 |
5,190.75 |
5,220.50 |
|
S4 |
5,154.75 |
5,168.00 |
5,214.25 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.50 |
5,444.00 |
5,277.50 |
|
R3 |
5,384.25 |
5,351.75 |
5,252.00 |
|
R2 |
5,292.00 |
5,292.00 |
5,243.75 |
|
R1 |
5,259.50 |
5,259.50 |
5,235.25 |
5,275.75 |
PP |
5,199.75 |
5,199.75 |
5,199.75 |
5,208.00 |
S1 |
5,167.25 |
5,167.25 |
5,218.25 |
5,183.50 |
S2 |
5,107.50 |
5,107.50 |
5,209.75 |
|
S3 |
5,015.25 |
5,075.00 |
5,201.50 |
|
S4 |
4,923.00 |
4,982.75 |
5,176.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,232.50 |
5,140.25 |
92.25 |
1.8% |
30.00 |
0.6% |
94% |
True |
False |
156,202 |
10 |
5,232.50 |
5,083.25 |
149.25 |
2.9% |
37.75 |
0.7% |
96% |
True |
False |
187,350 |
20 |
5,232.50 |
5,025.00 |
207.50 |
4.0% |
36.50 |
0.7% |
97% |
True |
False |
177,867 |
40 |
5,232.50 |
4,850.00 |
382.50 |
7.3% |
40.50 |
0.8% |
98% |
True |
False |
170,975 |
60 |
5,232.50 |
4,687.25 |
545.25 |
10.4% |
46.50 |
0.9% |
99% |
True |
False |
126,977 |
80 |
5,232.50 |
4,557.00 |
675.50 |
12.9% |
54.00 |
1.0% |
99% |
True |
False |
95,375 |
100 |
5,232.50 |
4,557.00 |
675.50 |
12.9% |
52.75 |
1.0% |
99% |
True |
False |
76,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,329.25 |
2.618 |
5,292.00 |
1.618 |
5,269.25 |
1.000 |
5,255.25 |
0.618 |
5,246.50 |
HIGH |
5,232.50 |
0.618 |
5,223.75 |
0.500 |
5,221.00 |
0.382 |
5,218.50 |
LOW |
5,209.75 |
0.618 |
5,195.75 |
1.000 |
5,187.00 |
1.618 |
5,173.00 |
2.618 |
5,150.25 |
4.250 |
5,113.00 |
|
|
Fisher Pivots for day following 10-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,225.00 |
5,217.25 |
PP |
5,223.00 |
5,207.50 |
S1 |
5,221.00 |
5,198.00 |
|