Trading Metrics calculated at close of trading on 02-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,575.0 |
5,615.0 |
40.0 |
0.7% |
5,630.0 |
High |
5,605.0 |
5,623.0 |
18.0 |
0.3% |
5,665.0 |
Low |
5,556.0 |
5,575.0 |
19.0 |
0.3% |
5,555.0 |
Close |
5,599.0 |
5,598.0 |
-1.0 |
0.0% |
5,661.0 |
Range |
49.0 |
48.0 |
-1.0 |
-2.0% |
110.0 |
ATR |
51.8 |
51.5 |
-0.3 |
-0.5% |
0.0 |
Volume |
22,956 |
28,453 |
5,497 |
23.9% |
99,220 |
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,742.7 |
5,718.3 |
5,624.4 |
|
R3 |
5,694.7 |
5,670.3 |
5,611.2 |
|
R2 |
5,646.7 |
5,646.7 |
5,606.8 |
|
R1 |
5,622.3 |
5,622.3 |
5,602.4 |
5,610.5 |
PP |
5,598.7 |
5,598.7 |
5,598.7 |
5,592.8 |
S1 |
5,574.3 |
5,574.3 |
5,593.6 |
5,562.5 |
S2 |
5,550.7 |
5,550.7 |
5,589.2 |
|
S3 |
5,502.7 |
5,526.3 |
5,584.8 |
|
S4 |
5,454.7 |
5,478.3 |
5,571.6 |
|
|
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% |
45.8 |
0.8% |
41% |
False |
False |
26,717 |
10 |
5,672.0 |
5,552.0 |
120.0 |
2.1% |
48.8 |
0.9% |
38% |
False |
False |
25,907 |
20 |
5,790.0 |
5,552.0 |
238.0 |
4.3% |
44.9 |
0.8% |
19% |
False |
False |
24,875 |
40 |
5,790.0 |
5,333.0 |
457.0 |
8.2% |
42.5 |
0.8% |
58% |
False |
False |
28,758 |
60 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
42.0 |
0.8% |
75% |
False |
False |
19,191 |
80 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
35.5 |
0.6% |
75% |
False |
False |
14,400 |
100 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
29.9 |
0.5% |
75% |
False |
False |
11,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,827.0 |
2.618 |
5,748.7 |
1.618 |
5,700.7 |
1.000 |
5,671.0 |
0.618 |
5,652.7 |
HIGH |
5,623.0 |
0.618 |
5,604.7 |
0.500 |
5,599.0 |
0.382 |
5,593.3 |
LOW |
5,575.0 |
0.618 |
5,545.3 |
1.000 |
5,527.0 |
1.618 |
5,497.3 |
2.618 |
5,449.3 |
4.250 |
5,371.0 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,599.0 |
5,594.5 |
PP |
5,598.7 |
5,591.0 |
S1 |
5,598.3 |
5,587.5 |
|