| 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 |
2,285.75 |
2,290.50 |
4.75 |
0.2% |
2,282.00 |
| High |
2,292.00 |
2,307.75 |
15.75 |
0.7% |
2,294.00 |
| Low |
2,281.00 |
2,287.75 |
6.75 |
0.3% |
2,262.25 |
| Close |
2,290.25 |
2,304.25 |
14.00 |
0.6% |
2,291.00 |
| Range |
11.00 |
20.00 |
9.00 |
81.8% |
31.75 |
| ATR |
15.65 |
15.96 |
0.31 |
2.0% |
0.00 |
| Volume |
1,283,261 |
1,354,847 |
71,586 |
5.6% |
7,864,754 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,360.00 |
2,352.00 |
2,315.25 |
|
| R3 |
2,340.00 |
2,332.00 |
2,309.75 |
|
| R2 |
2,320.00 |
2,320.00 |
2,308.00 |
|
| R1 |
2,312.00 |
2,312.00 |
2,306.00 |
2,316.00 |
| PP |
2,300.00 |
2,300.00 |
2,300.00 |
2,302.00 |
| S1 |
2,292.00 |
2,292.00 |
2,302.50 |
2,296.00 |
| S2 |
2,280.00 |
2,280.00 |
2,300.50 |
|
| S3 |
2,260.00 |
2,272.00 |
2,298.75 |
|
| S4 |
2,240.00 |
2,252.00 |
2,293.25 |
|
|
| 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 |
2,307.75 |
2,270.50 |
37.25 |
1.6% |
15.25 |
0.7% |
91% |
True |
False |
1,282,120 |
| 10 |
2,307.75 |
2,262.25 |
45.50 |
2.0% |
15.75 |
0.7% |
92% |
True |
False |
1,381,191 |
| 20 |
2,307.75 |
2,248.50 |
59.25 |
2.6% |
15.50 |
0.7% |
94% |
True |
False |
1,391,884 |
| 40 |
2,307.75 |
2,228.00 |
79.75 |
3.5% |
15.75 |
0.7% |
96% |
True |
False |
1,333,133 |
| 60 |
2,307.75 |
2,147.50 |
160.25 |
7.0% |
16.00 |
0.7% |
98% |
True |
False |
972,601 |
| 80 |
2,307.75 |
2,023.00 |
284.75 |
12.4% |
18.50 |
0.8% |
99% |
True |
False |
730,553 |
| 100 |
2,307.75 |
2,023.00 |
284.75 |
12.4% |
19.00 |
0.8% |
99% |
True |
False |
584,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,392.75 |
|
2.618 |
2,360.00 |
|
1.618 |
2,340.00 |
|
1.000 |
2,327.75 |
|
0.618 |
2,320.00 |
|
HIGH |
2,307.75 |
|
0.618 |
2,300.00 |
|
0.500 |
2,297.75 |
|
0.382 |
2,295.50 |
|
LOW |
2,287.75 |
|
0.618 |
2,275.50 |
|
1.000 |
2,267.75 |
|
1.618 |
2,255.50 |
|
2.618 |
2,235.50 |
|
4.250 |
2,202.75 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,302.00 |
2,301.00 |
| PP |
2,300.00 |
2,297.75 |
| S1 |
2,297.75 |
2,294.50 |
|