| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,618.0 |
11,620.5 |
2.5 |
0.0% |
11,778.0 |
| High |
11,673.0 |
11,701.0 |
28.0 |
0.2% |
11,796.5 |
| Low |
11,594.0 |
11,620.5 |
26.5 |
0.2% |
11,535.0 |
| Close |
11,631.5 |
11,661.5 |
30.0 |
0.3% |
11,661.5 |
| Range |
79.0 |
80.5 |
1.5 |
1.9% |
261.5 |
| ATR |
120.8 |
117.9 |
-2.9 |
-2.4% |
0.0 |
| Volume |
69,131 |
68,868 |
-263 |
-0.4% |
416,118 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,902.5 |
11,862.5 |
11,705.8 |
|
| R3 |
11,822.0 |
11,782.0 |
11,683.6 |
|
| R2 |
11,741.5 |
11,741.5 |
11,676.3 |
|
| R1 |
11,701.5 |
11,701.5 |
11,668.9 |
11,721.5 |
| PP |
11,661.0 |
11,661.0 |
11,661.0 |
11,671.0 |
| S1 |
11,621.0 |
11,621.0 |
11,654.1 |
11,641.0 |
| S2 |
11,580.5 |
11,580.5 |
11,646.7 |
|
| S3 |
11,500.0 |
11,540.5 |
11,639.4 |
|
| S4 |
11,419.5 |
11,460.0 |
11,617.2 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,448.8 |
12,316.7 |
11,805.3 |
|
| R3 |
12,187.3 |
12,055.2 |
11,733.4 |
|
| R2 |
11,925.8 |
11,925.8 |
11,709.4 |
|
| R1 |
11,793.7 |
11,793.7 |
11,685.5 |
11,729.0 |
| PP |
11,664.3 |
11,664.3 |
11,664.3 |
11,632.0 |
| S1 |
11,532.2 |
11,532.2 |
11,637.5 |
11,467.5 |
| S2 |
11,402.8 |
11,402.8 |
11,613.6 |
|
| S3 |
11,141.3 |
11,270.7 |
11,589.6 |
|
| S4 |
10,879.8 |
11,009.2 |
11,517.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,796.5 |
11,535.0 |
261.5 |
2.2% |
121.4 |
1.0% |
48% |
False |
False |
83,223 |
| 10 |
11,895.0 |
11,506.5 |
388.5 |
3.3% |
113.5 |
1.0% |
40% |
False |
False |
77,199 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.0% |
110.7 |
0.9% |
51% |
False |
False |
75,198 |
| 40 |
11,895.0 |
10,977.5 |
917.5 |
7.9% |
103.0 |
0.9% |
75% |
False |
False |
62,770 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
12.8% |
113.0 |
1.0% |
84% |
False |
False |
42,053 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
119.7 |
1.0% |
88% |
False |
False |
31,611 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
121.7 |
1.0% |
88% |
False |
False |
25,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,043.1 |
|
2.618 |
11,911.7 |
|
1.618 |
11,831.2 |
|
1.000 |
11,781.5 |
|
0.618 |
11,750.7 |
|
HIGH |
11,701.0 |
|
0.618 |
11,670.2 |
|
0.500 |
11,660.8 |
|
0.382 |
11,651.3 |
|
LOW |
11,620.5 |
|
0.618 |
11,570.8 |
|
1.000 |
11,540.0 |
|
1.618 |
11,490.3 |
|
2.618 |
11,409.8 |
|
4.250 |
11,278.4 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,661.3 |
11,660.8 |
| PP |
11,661.0 |
11,660.2 |
| S1 |
11,660.8 |
11,659.5 |
|