| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,677.0 |
11,640.0 |
-37.0 |
-0.3% |
11,564.0 |
| High |
11,735.0 |
11,725.0 |
-10.0 |
-0.1% |
11,895.0 |
| Low |
11,535.0 |
11,611.5 |
76.5 |
0.7% |
11,506.5 |
| Close |
11,565.0 |
11,649.0 |
84.0 |
0.7% |
11,813.5 |
| Range |
200.0 |
113.5 |
-86.5 |
-43.3% |
388.5 |
| ATR |
121.2 |
124.0 |
2.8 |
2.3% |
0.0 |
| Volume |
101,382 |
75,355 |
-26,027 |
-25.7% |
355,878 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,002.3 |
11,939.2 |
11,711.4 |
|
| R3 |
11,888.8 |
11,825.7 |
11,680.2 |
|
| R2 |
11,775.3 |
11,775.3 |
11,669.8 |
|
| R1 |
11,712.2 |
11,712.2 |
11,659.4 |
11,743.8 |
| PP |
11,661.8 |
11,661.8 |
11,661.8 |
11,677.6 |
| S1 |
11,598.7 |
11,598.7 |
11,638.6 |
11,630.3 |
| S2 |
11,548.3 |
11,548.3 |
11,628.2 |
|
| S3 |
11,434.8 |
11,485.2 |
11,617.8 |
|
| S4 |
11,321.3 |
11,371.7 |
11,586.6 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,903.8 |
12,747.2 |
12,027.2 |
|
| R3 |
12,515.3 |
12,358.7 |
11,920.3 |
|
| R2 |
12,126.8 |
12,126.8 |
11,884.7 |
|
| R1 |
11,970.2 |
11,970.2 |
11,849.1 |
12,048.5 |
| PP |
11,738.3 |
11,738.3 |
11,738.3 |
11,777.5 |
| S1 |
11,581.7 |
11,581.7 |
11,777.9 |
11,660.0 |
| S2 |
11,349.8 |
11,349.8 |
11,742.3 |
|
| S3 |
10,961.3 |
11,193.2 |
11,706.7 |
|
| S4 |
10,572.8 |
10,804.7 |
11,599.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,895.0 |
11,535.0 |
360.0 |
3.1% |
115.1 |
1.0% |
32% |
False |
False |
82,492 |
| 10 |
11,895.0 |
11,506.5 |
388.5 |
3.3% |
115.1 |
1.0% |
37% |
False |
False |
80,197 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.1% |
110.8 |
1.0% |
48% |
False |
False |
74,656 |
| 40 |
11,895.0 |
10,664.5 |
1,230.5 |
10.6% |
109.1 |
0.9% |
80% |
False |
False |
59,469 |
| 60 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
123.2 |
1.1% |
87% |
False |
False |
39,802 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
120.6 |
1.0% |
87% |
False |
False |
29,889 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
123.5 |
1.1% |
87% |
False |
False |
23,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,207.4 |
|
2.618 |
12,022.1 |
|
1.618 |
11,908.6 |
|
1.000 |
11,838.5 |
|
0.618 |
11,795.1 |
|
HIGH |
11,725.0 |
|
0.618 |
11,681.6 |
|
0.500 |
11,668.3 |
|
0.382 |
11,654.9 |
|
LOW |
11,611.5 |
|
0.618 |
11,541.4 |
|
1.000 |
11,498.0 |
|
1.618 |
11,427.9 |
|
2.618 |
11,314.4 |
|
4.250 |
11,129.1 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,668.3 |
11,665.8 |
| PP |
11,661.8 |
11,660.2 |
| S1 |
11,655.4 |
11,654.6 |
|