| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,640.0 |
11,618.0 |
-22.0 |
-0.2% |
11,564.0 |
| High |
11,725.0 |
11,673.0 |
-52.0 |
-0.4% |
11,895.0 |
| Low |
11,611.5 |
11,594.0 |
-17.5 |
-0.2% |
11,506.5 |
| Close |
11,649.0 |
11,631.5 |
-17.5 |
-0.2% |
11,813.5 |
| Range |
113.5 |
79.0 |
-34.5 |
-30.4% |
388.5 |
| ATR |
124.0 |
120.8 |
-3.2 |
-2.6% |
0.0 |
| Volume |
75,355 |
69,131 |
-6,224 |
-8.3% |
355,878 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,869.8 |
11,829.7 |
11,675.0 |
|
| R3 |
11,790.8 |
11,750.7 |
11,653.2 |
|
| R2 |
11,711.8 |
11,711.8 |
11,646.0 |
|
| R1 |
11,671.7 |
11,671.7 |
11,638.7 |
11,691.8 |
| PP |
11,632.8 |
11,632.8 |
11,632.8 |
11,642.9 |
| S1 |
11,592.7 |
11,592.7 |
11,624.3 |
11,612.8 |
| S2 |
11,553.8 |
11,553.8 |
11,617.0 |
|
| S3 |
11,474.8 |
11,513.7 |
11,609.8 |
|
| S4 |
11,395.8 |
11,434.7 |
11,588.1 |
|
|
| 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 |
11,854.5 |
11,535.0 |
319.5 |
2.7% |
116.1 |
1.0% |
30% |
False |
False |
85,185 |
| 10 |
11,895.0 |
11,506.5 |
388.5 |
3.3% |
114.4 |
1.0% |
32% |
False |
False |
79,513 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.1% |
110.3 |
0.9% |
44% |
False |
False |
74,664 |
| 40 |
11,895.0 |
10,845.5 |
1,049.5 |
9.0% |
106.9 |
0.9% |
75% |
False |
False |
61,135 |
| 60 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
122.6 |
1.1% |
86% |
False |
False |
40,928 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
119.9 |
1.0% |
86% |
False |
False |
30,752 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
122.3 |
1.1% |
86% |
False |
False |
24,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,008.8 |
|
2.618 |
11,879.8 |
|
1.618 |
11,800.8 |
|
1.000 |
11,752.0 |
|
0.618 |
11,721.8 |
|
HIGH |
11,673.0 |
|
0.618 |
11,642.8 |
|
0.500 |
11,633.5 |
|
0.382 |
11,624.2 |
|
LOW |
11,594.0 |
|
0.618 |
11,545.2 |
|
1.000 |
11,515.0 |
|
1.618 |
11,466.2 |
|
2.618 |
11,387.2 |
|
4.250 |
11,258.3 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,633.5 |
11,635.0 |
| PP |
11,632.8 |
11,633.8 |
| S1 |
11,632.2 |
11,632.7 |
|