| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,476.5 |
11,569.0 |
92.5 |
0.8% |
11,778.0 |
| High |
11,604.0 |
11,588.0 |
-16.0 |
-0.1% |
11,796.5 |
| Low |
11,460.0 |
11,475.0 |
15.0 |
0.1% |
11,535.0 |
| Close |
11,541.0 |
11,541.5 |
0.5 |
0.0% |
11,661.5 |
| Range |
144.0 |
113.0 |
-31.0 |
-21.5% |
261.5 |
| ATR |
125.4 |
124.5 |
-0.9 |
-0.7% |
0.0 |
| Volume |
90,073 |
85,886 |
-4,187 |
-4.6% |
416,118 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,873.8 |
11,820.7 |
11,603.7 |
|
| R3 |
11,760.8 |
11,707.7 |
11,572.6 |
|
| R2 |
11,647.8 |
11,647.8 |
11,562.2 |
|
| R1 |
11,594.7 |
11,594.7 |
11,551.9 |
11,564.8 |
| PP |
11,534.8 |
11,534.8 |
11,534.8 |
11,519.9 |
| S1 |
11,481.7 |
11,481.7 |
11,531.1 |
11,451.8 |
| S2 |
11,421.8 |
11,421.8 |
11,520.8 |
|
| S3 |
11,308.8 |
11,368.7 |
11,510.4 |
|
| S4 |
11,195.8 |
11,255.7 |
11,479.4 |
|
|
| 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 |
11,701.0 |
11,460.0 |
241.0 |
2.1% |
123.8 |
1.1% |
34% |
False |
False |
79,519 |
| 10 |
11,895.0 |
11,460.0 |
435.0 |
3.8% |
119.5 |
1.0% |
19% |
False |
False |
81,005 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.1% |
121.1 |
1.0% |
25% |
False |
False |
76,399 |
| 40 |
11,895.0 |
11,173.0 |
722.0 |
6.3% |
104.0 |
0.9% |
51% |
False |
False |
66,404 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
13.0% |
113.2 |
1.0% |
76% |
False |
False |
46,373 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.2% |
121.0 |
1.0% |
81% |
False |
False |
34,843 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.2% |
124.7 |
1.1% |
81% |
False |
False |
27,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,068.3 |
|
2.618 |
11,883.8 |
|
1.618 |
11,770.8 |
|
1.000 |
11,701.0 |
|
0.618 |
11,657.8 |
|
HIGH |
11,588.0 |
|
0.618 |
11,544.8 |
|
0.500 |
11,531.5 |
|
0.382 |
11,518.2 |
|
LOW |
11,475.0 |
|
0.618 |
11,405.2 |
|
1.000 |
11,362.0 |
|
1.618 |
11,292.2 |
|
2.618 |
11,179.2 |
|
4.250 |
10,994.8 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,538.2 |
11,569.3 |
| PP |
11,534.8 |
11,560.0 |
| S1 |
11,531.5 |
11,550.8 |
|