| 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 |
2,290.50 |
2,304.25 |
13.75 |
0.6% |
2,293.00 |
| High |
2,307.75 |
2,315.75 |
8.00 |
0.3% |
2,315.75 |
| Low |
2,287.75 |
2,303.00 |
15.25 |
0.7% |
2,281.00 |
| Close |
2,304.25 |
2,312.75 |
8.50 |
0.4% |
2,312.75 |
| Range |
20.00 |
12.75 |
-7.25 |
-36.3% |
34.75 |
| ATR |
15.96 |
15.73 |
-0.23 |
-1.4% |
0.00 |
| Volume |
1,354,847 |
1,177,521 |
-177,326 |
-13.1% |
6,182,602 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,348.75 |
2,343.50 |
2,319.75 |
|
| R3 |
2,336.00 |
2,330.75 |
2,316.25 |
|
| R2 |
2,323.25 |
2,323.25 |
2,315.00 |
|
| R1 |
2,318.00 |
2,318.00 |
2,314.00 |
2,320.50 |
| PP |
2,310.50 |
2,310.50 |
2,310.50 |
2,311.75 |
| S1 |
2,305.25 |
2,305.25 |
2,311.50 |
2,308.00 |
| S2 |
2,297.75 |
2,297.75 |
2,310.50 |
|
| S3 |
2,285.00 |
2,292.50 |
2,309.25 |
|
| S4 |
2,272.25 |
2,279.75 |
2,305.75 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.50 |
2,394.75 |
2,331.75 |
|
| R3 |
2,372.75 |
2,360.00 |
2,322.25 |
|
| R2 |
2,338.00 |
2,338.00 |
2,319.00 |
|
| R1 |
2,325.25 |
2,325.25 |
2,316.00 |
2,331.50 |
| PP |
2,303.25 |
2,303.25 |
2,303.25 |
2,306.25 |
| S1 |
2,290.50 |
2,290.50 |
2,309.50 |
2,297.00 |
| S2 |
2,268.50 |
2,268.50 |
2,306.50 |
|
| S3 |
2,233.75 |
2,255.75 |
2,303.25 |
|
| S4 |
2,199.00 |
2,221.00 |
2,293.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,315.75 |
2,281.00 |
34.75 |
1.5% |
13.00 |
0.6% |
91% |
True |
False |
1,236,520 |
| 10 |
2,315.75 |
2,262.25 |
53.50 |
2.3% |
16.00 |
0.7% |
94% |
True |
False |
1,404,735 |
| 20 |
2,315.75 |
2,251.75 |
64.00 |
2.8% |
15.00 |
0.6% |
95% |
True |
False |
1,363,111 |
| 40 |
2,315.75 |
2,228.00 |
87.75 |
3.8% |
15.25 |
0.7% |
97% |
True |
False |
1,304,445 |
| 60 |
2,315.75 |
2,154.00 |
161.75 |
7.0% |
15.75 |
0.7% |
98% |
True |
False |
992,119 |
| 80 |
2,315.75 |
2,023.00 |
292.75 |
12.7% |
18.50 |
0.8% |
99% |
True |
False |
745,255 |
| 100 |
2,315.75 |
2,023.00 |
292.75 |
12.7% |
19.00 |
0.8% |
99% |
True |
False |
596,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,370.00 |
|
2.618 |
2,349.25 |
|
1.618 |
2,336.50 |
|
1.000 |
2,328.50 |
|
0.618 |
2,323.75 |
|
HIGH |
2,315.75 |
|
0.618 |
2,311.00 |
|
0.500 |
2,309.50 |
|
0.382 |
2,307.75 |
|
LOW |
2,303.00 |
|
0.618 |
2,295.00 |
|
1.000 |
2,290.25 |
|
1.618 |
2,282.25 |
|
2.618 |
2,269.50 |
|
4.250 |
2,248.75 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,311.50 |
2,308.00 |
| PP |
2,310.50 |
2,303.25 |
| S1 |
2,309.50 |
2,298.50 |
|