| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,647.0 |
11,476.5 |
-170.5 |
-1.5% |
11,778.0 |
| High |
11,678.5 |
11,604.0 |
-74.5 |
-0.6% |
11,796.5 |
| Low |
11,476.0 |
11,460.0 |
-16.0 |
-0.1% |
11,535.0 |
| Close |
11,523.5 |
11,541.0 |
17.5 |
0.2% |
11,661.5 |
| Range |
202.5 |
144.0 |
-58.5 |
-28.9% |
261.5 |
| ATR |
124.0 |
125.4 |
1.4 |
1.2% |
0.0 |
| Volume |
83,637 |
90,073 |
6,436 |
7.7% |
416,118 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,967.0 |
11,898.0 |
11,620.2 |
|
| R3 |
11,823.0 |
11,754.0 |
11,580.6 |
|
| R2 |
11,679.0 |
11,679.0 |
11,567.4 |
|
| R1 |
11,610.0 |
11,610.0 |
11,554.2 |
11,644.5 |
| PP |
11,535.0 |
11,535.0 |
11,535.0 |
11,552.3 |
| S1 |
11,466.0 |
11,466.0 |
11,527.8 |
11,500.5 |
| S2 |
11,391.0 |
11,391.0 |
11,514.6 |
|
| S3 |
11,247.0 |
11,322.0 |
11,501.4 |
|
| S4 |
11,103.0 |
11,178.0 |
11,461.8 |
|
|
| 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 |
11,725.0 |
11,460.0 |
265.0 |
2.3% |
123.9 |
1.1% |
31% |
False |
True |
77,412 |
| 10 |
11,895.0 |
11,460.0 |
435.0 |
3.8% |
127.5 |
1.1% |
19% |
False |
True |
79,347 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.1% |
118.6 |
1.0% |
25% |
False |
False |
77,524 |
| 40 |
11,895.0 |
11,139.0 |
756.0 |
6.6% |
103.9 |
0.9% |
53% |
False |
False |
66,238 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
13.0% |
113.3 |
1.0% |
76% |
False |
False |
44,944 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.2% |
120.7 |
1.0% |
81% |
False |
False |
33,771 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.2% |
124.0 |
1.1% |
81% |
False |
False |
27,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,216.0 |
|
2.618 |
11,981.0 |
|
1.618 |
11,837.0 |
|
1.000 |
11,748.0 |
|
0.618 |
11,693.0 |
|
HIGH |
11,604.0 |
|
0.618 |
11,549.0 |
|
0.500 |
11,532.0 |
|
0.382 |
11,515.0 |
|
LOW |
11,460.0 |
|
0.618 |
11,371.0 |
|
1.000 |
11,316.0 |
|
1.618 |
11,227.0 |
|
2.618 |
11,083.0 |
|
4.250 |
10,848.0 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,538.0 |
11,580.5 |
| PP |
11,535.0 |
11,567.3 |
| S1 |
11,532.0 |
11,554.2 |
|