| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,570.0 |
11,675.0 |
105.0 |
0.9% |
11,647.0 |
| High |
11,658.0 |
11,717.5 |
59.5 |
0.5% |
11,717.5 |
| Low |
11,541.5 |
11,639.5 |
98.0 |
0.8% |
11,460.0 |
| Close |
11,650.5 |
11,660.0 |
9.5 |
0.1% |
11,660.0 |
| Range |
116.5 |
78.0 |
-38.5 |
-33.0% |
257.5 |
| ATR |
123.9 |
120.7 |
-3.3 |
-2.6% |
0.0 |
| Volume |
71,756 |
70,799 |
-957 |
-1.3% |
402,151 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,906.3 |
11,861.2 |
11,702.9 |
|
| R3 |
11,828.3 |
11,783.2 |
11,681.5 |
|
| R2 |
11,750.3 |
11,750.3 |
11,674.3 |
|
| R1 |
11,705.2 |
11,705.2 |
11,667.2 |
11,688.8 |
| PP |
11,672.3 |
11,672.3 |
11,672.3 |
11,664.1 |
| S1 |
11,627.2 |
11,627.2 |
11,652.9 |
11,610.8 |
| S2 |
11,594.3 |
11,594.3 |
11,645.7 |
|
| S3 |
11,516.3 |
11,549.2 |
11,638.6 |
|
| S4 |
11,438.3 |
11,471.2 |
11,617.1 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,385.0 |
12,280.0 |
11,801.6 |
|
| R3 |
12,127.5 |
12,022.5 |
11,730.8 |
|
| R2 |
11,870.0 |
11,870.0 |
11,707.2 |
|
| R1 |
11,765.0 |
11,765.0 |
11,683.6 |
11,817.5 |
| PP |
11,612.5 |
11,612.5 |
11,612.5 |
11,638.8 |
| S1 |
11,507.5 |
11,507.5 |
11,636.4 |
11,560.0 |
| S2 |
11,355.0 |
11,355.0 |
11,612.8 |
|
| S3 |
11,097.5 |
11,250.0 |
11,589.2 |
|
| S4 |
10,840.0 |
10,992.5 |
11,518.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,717.5 |
11,460.0 |
257.5 |
2.2% |
130.8 |
1.1% |
78% |
True |
False |
80,430 |
| 10 |
11,796.5 |
11,460.0 |
336.5 |
2.9% |
126.1 |
1.1% |
59% |
False |
False |
81,826 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.0% |
115.3 |
1.0% |
50% |
False |
False |
75,981 |
| 40 |
11,895.0 |
11,256.5 |
638.5 |
5.5% |
103.1 |
0.9% |
63% |
False |
False |
67,183 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
12.8% |
112.1 |
1.0% |
84% |
False |
False |
48,743 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
121.2 |
1.0% |
87% |
False |
False |
36,623 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.1% |
125.3 |
1.1% |
87% |
False |
False |
29,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,049.0 |
|
2.618 |
11,921.7 |
|
1.618 |
11,843.7 |
|
1.000 |
11,795.5 |
|
0.618 |
11,765.7 |
|
HIGH |
11,717.5 |
|
0.618 |
11,687.7 |
|
0.500 |
11,678.5 |
|
0.382 |
11,669.3 |
|
LOW |
11,639.5 |
|
0.618 |
11,591.3 |
|
1.000 |
11,561.5 |
|
1.618 |
11,513.3 |
|
2.618 |
11,435.3 |
|
4.250 |
11,308.0 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,678.5 |
11,638.8 |
| PP |
11,672.3 |
11,617.5 |
| S1 |
11,666.2 |
11,596.3 |
|