| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,569.0 |
11,570.0 |
1.0 |
0.0% |
11,778.0 |
| High |
11,588.0 |
11,658.0 |
70.0 |
0.6% |
11,796.5 |
| Low |
11,475.0 |
11,541.5 |
66.5 |
0.6% |
11,535.0 |
| Close |
11,541.5 |
11,650.5 |
109.0 |
0.9% |
11,661.5 |
| Range |
113.0 |
116.5 |
3.5 |
3.1% |
261.5 |
| ATR |
124.5 |
123.9 |
-0.6 |
-0.5% |
0.0 |
| Volume |
85,886 |
71,756 |
-14,130 |
-16.5% |
416,118 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,966.2 |
11,924.8 |
11,714.6 |
|
| R3 |
11,849.7 |
11,808.3 |
11,682.5 |
|
| R2 |
11,733.2 |
11,733.2 |
11,671.9 |
|
| R1 |
11,691.8 |
11,691.8 |
11,661.2 |
11,712.5 |
| PP |
11,616.7 |
11,616.7 |
11,616.7 |
11,627.0 |
| S1 |
11,575.3 |
11,575.3 |
11,639.8 |
11,596.0 |
| S2 |
11,500.2 |
11,500.2 |
11,629.1 |
|
| S3 |
11,383.7 |
11,458.8 |
11,618.5 |
|
| S4 |
11,267.2 |
11,342.3 |
11,586.4 |
|
|
| 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% |
131.3 |
1.1% |
79% |
False |
False |
80,044 |
| 10 |
11,854.5 |
11,460.0 |
394.5 |
3.4% |
123.7 |
1.1% |
48% |
False |
False |
82,614 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.1% |
118.3 |
1.0% |
48% |
False |
False |
75,656 |
| 40 |
11,895.0 |
11,221.0 |
674.0 |
5.8% |
103.6 |
0.9% |
64% |
False |
False |
66,744 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
12.8% |
113.6 |
1.0% |
84% |
False |
False |
47,565 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
121.2 |
1.0% |
87% |
False |
False |
35,739 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
125.3 |
1.1% |
87% |
False |
False |
28,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,153.1 |
|
2.618 |
11,963.0 |
|
1.618 |
11,846.5 |
|
1.000 |
11,774.5 |
|
0.618 |
11,730.0 |
|
HIGH |
11,658.0 |
|
0.618 |
11,613.5 |
|
0.500 |
11,599.8 |
|
0.382 |
11,586.0 |
|
LOW |
11,541.5 |
|
0.618 |
11,469.5 |
|
1.000 |
11,425.0 |
|
1.618 |
11,353.0 |
|
2.618 |
11,236.5 |
|
4.250 |
11,046.4 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,633.6 |
11,620.0 |
| PP |
11,616.7 |
11,589.5 |
| S1 |
11,599.8 |
11,559.0 |
|