| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,275.00 |
2,274.00 |
-1.00 |
0.0% |
2,282.00 |
| High |
2,279.75 |
2,294.00 |
14.25 |
0.6% |
2,294.00 |
| Low |
2,264.50 |
2,270.50 |
6.00 |
0.3% |
2,262.25 |
| Close |
2,275.50 |
2,291.00 |
15.50 |
0.7% |
2,291.00 |
| Range |
15.25 |
23.50 |
8.25 |
54.1% |
31.75 |
| ATR |
16.31 |
16.82 |
0.51 |
3.1% |
0.00 |
| Volume |
1,414,426 |
1,405,520 |
-8,906 |
-0.6% |
7,864,754 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,355.75 |
2,346.75 |
2,304.00 |
|
| R3 |
2,332.25 |
2,323.25 |
2,297.50 |
|
| R2 |
2,308.75 |
2,308.75 |
2,295.25 |
|
| R1 |
2,299.75 |
2,299.75 |
2,293.25 |
2,304.25 |
| PP |
2,285.25 |
2,285.25 |
2,285.25 |
2,287.50 |
| S1 |
2,276.25 |
2,276.25 |
2,288.75 |
2,280.75 |
| S2 |
2,261.75 |
2,261.75 |
2,286.75 |
|
| S3 |
2,238.25 |
2,252.75 |
2,284.50 |
|
| S4 |
2,214.75 |
2,229.25 |
2,278.00 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.75 |
2,366.00 |
2,308.50 |
|
| R3 |
2,346.00 |
2,334.25 |
2,299.75 |
|
| R2 |
2,314.25 |
2,314.25 |
2,296.75 |
|
| R1 |
2,302.50 |
2,302.50 |
2,294.00 |
2,308.50 |
| PP |
2,282.50 |
2,282.50 |
2,282.50 |
2,285.25 |
| S1 |
2,270.75 |
2,270.75 |
2,288.00 |
2,276.50 |
| S2 |
2,250.75 |
2,250.75 |
2,285.25 |
|
| S3 |
2,219.00 |
2,239.00 |
2,282.25 |
|
| S4 |
2,187.25 |
2,207.25 |
2,273.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,294.00 |
2,262.25 |
31.75 |
1.4% |
18.75 |
0.8% |
91% |
True |
False |
1,572,950 |
| 10 |
2,299.50 |
2,251.75 |
47.75 |
2.1% |
17.00 |
0.7% |
82% |
False |
False |
1,411,133 |
| 20 |
2,299.50 |
2,248.50 |
51.00 |
2.2% |
16.00 |
0.7% |
83% |
False |
False |
1,422,352 |
| 40 |
2,299.50 |
2,201.50 |
98.00 |
4.3% |
16.50 |
0.7% |
91% |
False |
False |
1,325,724 |
| 60 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
18.75 |
0.8% |
97% |
False |
False |
889,822 |
| 80 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
19.00 |
0.8% |
97% |
False |
False |
668,136 |
| 100 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
19.50 |
0.9% |
97% |
False |
False |
534,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,394.00 |
|
2.618 |
2,355.50 |
|
1.618 |
2,332.00 |
|
1.000 |
2,317.50 |
|
0.618 |
2,308.50 |
|
HIGH |
2,294.00 |
|
0.618 |
2,285.00 |
|
0.500 |
2,282.25 |
|
0.382 |
2,279.50 |
|
LOW |
2,270.50 |
|
0.618 |
2,256.00 |
|
1.000 |
2,247.00 |
|
1.618 |
2,232.50 |
|
2.618 |
2,209.00 |
|
4.250 |
2,170.50 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,288.00 |
2,287.00 |
| PP |
2,285.25 |
2,283.25 |
| S1 |
2,282.25 |
2,279.25 |
|