Trading Metrics calculated at close of trading on 01-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,583.0 |
5,575.0 |
-8.0 |
-0.1% |
5,630.0 |
High |
5,593.0 |
5,605.0 |
12.0 |
0.2% |
5,665.0 |
Low |
5,552.0 |
5,556.0 |
4.0 |
0.1% |
5,555.0 |
Close |
5,555.0 |
5,599.0 |
44.0 |
0.8% |
5,661.0 |
Range |
41.0 |
49.0 |
8.0 |
19.5% |
110.0 |
ATR |
51.9 |
51.8 |
-0.1 |
-0.3% |
0.0 |
Volume |
34,658 |
22,956 |
-11,702 |
-33.8% |
99,220 |
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,733.7 |
5,715.3 |
5,626.0 |
|
R3 |
5,684.7 |
5,666.3 |
5,612.5 |
|
R2 |
5,635.7 |
5,635.7 |
5,608.0 |
|
R1 |
5,617.3 |
5,617.3 |
5,603.5 |
5,626.5 |
PP |
5,586.7 |
5,586.7 |
5,586.7 |
5,591.3 |
S1 |
5,568.3 |
5,568.3 |
5,594.5 |
5,577.5 |
S2 |
5,537.7 |
5,537.7 |
5,590.0 |
|
S3 |
5,488.7 |
5,519.3 |
5,585.5 |
|
S4 |
5,439.7 |
5,470.3 |
5,572.1 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,957.0 |
5,919.0 |
5,721.5 |
|
R3 |
5,847.0 |
5,809.0 |
5,691.3 |
|
R2 |
5,737.0 |
5,737.0 |
5,681.2 |
|
R1 |
5,699.0 |
5,699.0 |
5,671.1 |
5,718.0 |
PP |
5,627.0 |
5,627.0 |
5,627.0 |
5,636.5 |
S1 |
5,589.0 |
5,589.0 |
5,650.9 |
5,608.0 |
S2 |
5,517.0 |
5,517.0 |
5,640.8 |
|
S3 |
5,407.0 |
5,479.0 |
5,630.8 |
|
S4 |
5,297.0 |
5,369.0 |
5,600.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,665.0 |
5,552.0 |
113.0 |
2.0% |
45.2 |
0.8% |
42% |
False |
False |
26,123 |
10 |
5,672.0 |
5,552.0 |
120.0 |
2.1% |
47.1 |
0.8% |
39% |
False |
False |
25,995 |
20 |
5,790.0 |
5,552.0 |
238.0 |
4.3% |
43.4 |
0.8% |
20% |
False |
False |
24,222 |
40 |
5,790.0 |
5,333.0 |
457.0 |
8.2% |
41.7 |
0.7% |
58% |
False |
False |
28,048 |
60 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
41.5 |
0.7% |
76% |
False |
False |
18,717 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
34.9 |
0.6% |
76% |
False |
False |
14,044 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
29.4 |
0.5% |
76% |
False |
False |
11,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,813.3 |
2.618 |
5,733.3 |
1.618 |
5,684.3 |
1.000 |
5,654.0 |
0.618 |
5,635.3 |
HIGH |
5,605.0 |
0.618 |
5,586.3 |
0.500 |
5,580.5 |
0.382 |
5,574.7 |
LOW |
5,556.0 |
0.618 |
5,525.7 |
1.000 |
5,507.0 |
1.618 |
5,476.7 |
2.618 |
5,427.7 |
4.250 |
5,347.8 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,592.8 |
5,598.0 |
PP |
5,586.7 |
5,597.0 |
S1 |
5,580.5 |
5,596.0 |
|