| 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 |
2,286.25 |
2,285.75 |
-0.50 |
0.0% |
2,282.00 |
| High |
2,295.00 |
2,292.00 |
-3.00 |
-0.1% |
2,294.00 |
| Low |
2,284.00 |
2,281.00 |
-3.00 |
-0.1% |
2,262.25 |
| Close |
2,288.50 |
2,290.25 |
1.75 |
0.1% |
2,291.00 |
| Range |
11.00 |
11.00 |
0.00 |
0.0% |
31.75 |
| ATR |
16.00 |
15.65 |
-0.36 |
-2.2% |
0.00 |
| Volume |
1,202,059 |
1,283,261 |
81,202 |
6.8% |
7,864,754 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.75 |
2,316.50 |
2,296.25 |
|
| R3 |
2,309.75 |
2,305.50 |
2,293.25 |
|
| R2 |
2,298.75 |
2,298.75 |
2,292.25 |
|
| R1 |
2,294.50 |
2,294.50 |
2,291.25 |
2,296.50 |
| PP |
2,287.75 |
2,287.75 |
2,287.75 |
2,288.75 |
| S1 |
2,283.50 |
2,283.50 |
2,289.25 |
2,285.50 |
| S2 |
2,276.75 |
2,276.75 |
2,288.25 |
|
| S3 |
2,265.75 |
2,272.50 |
2,287.25 |
|
| S4 |
2,254.75 |
2,261.50 |
2,284.25 |
|
|
| 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 |
2,295.00 |
2,264.50 |
30.50 |
1.3% |
14.25 |
0.6% |
84% |
False |
False |
1,294,036 |
| 10 |
2,299.50 |
2,262.25 |
37.25 |
1.6% |
14.75 |
0.6% |
75% |
False |
False |
1,362,749 |
| 20 |
2,299.50 |
2,248.50 |
51.00 |
2.2% |
15.25 |
0.7% |
82% |
False |
False |
1,410,828 |
| 40 |
2,299.50 |
2,228.00 |
71.50 |
3.1% |
15.50 |
0.7% |
87% |
False |
False |
1,348,589 |
| 60 |
2,299.50 |
2,143.25 |
156.25 |
6.8% |
16.00 |
0.7% |
94% |
False |
False |
950,095 |
| 80 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
18.50 |
0.8% |
97% |
False |
False |
713,647 |
| 100 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
19.00 |
0.8% |
97% |
False |
False |
571,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,338.75 |
|
2.618 |
2,320.75 |
|
1.618 |
2,309.75 |
|
1.000 |
2,303.00 |
|
0.618 |
2,298.75 |
|
HIGH |
2,292.00 |
|
0.618 |
2,287.75 |
|
0.500 |
2,286.50 |
|
0.382 |
2,285.25 |
|
LOW |
2,281.00 |
|
0.618 |
2,274.25 |
|
1.000 |
2,270.00 |
|
1.618 |
2,263.25 |
|
2.618 |
2,252.25 |
|
4.250 |
2,234.25 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,289.00 |
2,289.50 |
| PP |
2,287.75 |
2,288.75 |
| S1 |
2,286.50 |
2,288.00 |
|