| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,277.00 |
2,275.00 |
-2.00 |
-0.1% |
2,266.00 |
| High |
2,285.00 |
2,279.75 |
-5.25 |
-0.2% |
2,299.50 |
| Low |
2,268.25 |
2,264.50 |
-3.75 |
-0.2% |
2,251.75 |
| Close |
2,274.50 |
2,275.50 |
1.00 |
0.0% |
2,289.00 |
| Range |
16.75 |
15.25 |
-1.50 |
-9.0% |
47.75 |
| ATR |
16.39 |
16.31 |
-0.08 |
-0.5% |
0.00 |
| Volume |
1,565,006 |
1,414,426 |
-150,580 |
-9.6% |
6,246,578 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,319.00 |
2,312.50 |
2,284.00 |
|
| R3 |
2,303.75 |
2,297.25 |
2,279.75 |
|
| R2 |
2,288.50 |
2,288.50 |
2,278.25 |
|
| R1 |
2,282.00 |
2,282.00 |
2,277.00 |
2,285.25 |
| PP |
2,273.25 |
2,273.25 |
2,273.25 |
2,275.00 |
| S1 |
2,266.75 |
2,266.75 |
2,274.00 |
2,270.00 |
| S2 |
2,258.00 |
2,258.00 |
2,272.75 |
|
| S3 |
2,242.75 |
2,251.50 |
2,271.25 |
|
| S4 |
2,227.50 |
2,236.25 |
2,267.00 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.25 |
2,404.00 |
2,315.25 |
|
| R3 |
2,375.50 |
2,356.25 |
2,302.25 |
|
| R2 |
2,327.75 |
2,327.75 |
2,297.75 |
|
| R1 |
2,308.50 |
2,308.50 |
2,293.50 |
2,318.00 |
| PP |
2,280.00 |
2,280.00 |
2,280.00 |
2,285.00 |
| S1 |
2,260.75 |
2,260.75 |
2,284.50 |
2,270.50 |
| S2 |
2,232.25 |
2,232.25 |
2,280.25 |
|
| S3 |
2,184.50 |
2,213.00 |
2,275.75 |
|
| S4 |
2,136.75 |
2,165.25 |
2,262.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,296.75 |
2,262.25 |
34.50 |
1.5% |
16.00 |
0.7% |
38% |
False |
False |
1,480,262 |
| 10 |
2,299.50 |
2,251.75 |
47.75 |
2.1% |
16.00 |
0.7% |
50% |
False |
False |
1,444,299 |
| 20 |
2,299.50 |
2,248.50 |
51.00 |
2.2% |
15.25 |
0.7% |
53% |
False |
False |
1,418,277 |
| 40 |
2,299.50 |
2,195.00 |
104.50 |
4.6% |
16.25 |
0.7% |
77% |
False |
False |
1,293,210 |
| 60 |
2,299.50 |
2,023.00 |
276.50 |
12.2% |
18.75 |
0.8% |
91% |
False |
False |
866,475 |
| 80 |
2,299.50 |
2,023.00 |
276.50 |
12.2% |
18.75 |
0.8% |
91% |
False |
False |
650,593 |
| 100 |
2,299.50 |
2,023.00 |
276.50 |
12.2% |
19.75 |
0.9% |
91% |
False |
False |
520,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,344.50 |
|
2.618 |
2,319.75 |
|
1.618 |
2,304.50 |
|
1.000 |
2,295.00 |
|
0.618 |
2,289.25 |
|
HIGH |
2,279.75 |
|
0.618 |
2,274.00 |
|
0.500 |
2,272.00 |
|
0.382 |
2,270.25 |
|
LOW |
2,264.50 |
|
0.618 |
2,255.00 |
|
1.000 |
2,249.25 |
|
1.618 |
2,239.75 |
|
2.618 |
2,224.50 |
|
4.250 |
2,199.75 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,274.50 |
2,275.00 |
| PP |
2,273.25 |
2,274.25 |
| S1 |
2,272.00 |
2,273.50 |
|