Trading Metrics calculated at close of trading on 03-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,615.0 |
5,597.0 |
-18.0 |
-0.3% |
5,637.0 |
High |
5,623.0 |
5,613.0 |
-10.0 |
-0.2% |
5,640.0 |
Low |
5,575.0 |
5,563.0 |
-12.0 |
-0.2% |
5,552.0 |
Close |
5,598.0 |
5,572.0 |
-26.0 |
-0.5% |
5,572.0 |
Range |
48.0 |
50.0 |
2.0 |
4.2% |
88.0 |
ATR |
51.5 |
51.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
28,453 |
24,792 |
-3,661 |
-12.9% |
137,039 |
|
Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,732.7 |
5,702.3 |
5,599.5 |
|
R3 |
5,682.7 |
5,652.3 |
5,585.8 |
|
R2 |
5,632.7 |
5,632.7 |
5,581.2 |
|
R1 |
5,602.3 |
5,602.3 |
5,576.6 |
5,592.5 |
PP |
5,582.7 |
5,582.7 |
5,582.7 |
5,577.8 |
S1 |
5,552.3 |
5,552.3 |
5,567.4 |
5,542.5 |
S2 |
5,532.7 |
5,532.7 |
5,562.8 |
|
S3 |
5,482.7 |
5,502.3 |
5,558.3 |
|
S4 |
5,432.7 |
5,452.3 |
5,544.5 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,852.0 |
5,800.0 |
5,620.4 |
|
R3 |
5,764.0 |
5,712.0 |
5,596.2 |
|
R2 |
5,676.0 |
5,676.0 |
5,588.1 |
|
R1 |
5,624.0 |
5,624.0 |
5,580.1 |
5,606.0 |
PP |
5,588.0 |
5,588.0 |
5,588.0 |
5,579.0 |
S1 |
5,536.0 |
5,536.0 |
5,563.9 |
5,518.0 |
S2 |
5,500.0 |
5,500.0 |
5,555.9 |
|
S3 |
5,412.0 |
5,448.0 |
5,547.8 |
|
S4 |
5,324.0 |
5,360.0 |
5,523.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,640.0 |
5,552.0 |
88.0 |
1.6% |
47.4 |
0.9% |
23% |
False |
False |
27,407 |
10 |
5,665.0 |
5,552.0 |
113.0 |
2.0% |
49.1 |
0.9% |
18% |
False |
False |
25,668 |
20 |
5,790.0 |
5,552.0 |
238.0 |
4.3% |
46.6 |
0.8% |
8% |
False |
False |
25,174 |
40 |
5,790.0 |
5,373.0 |
417.0 |
7.5% |
43.4 |
0.8% |
48% |
False |
False |
29,367 |
60 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
41.7 |
0.7% |
72% |
False |
False |
19,604 |
80 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
35.9 |
0.6% |
72% |
False |
False |
14,710 |
100 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
30.4 |
0.5% |
72% |
False |
False |
11,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,825.5 |
2.618 |
5,743.9 |
1.618 |
5,693.9 |
1.000 |
5,663.0 |
0.618 |
5,643.9 |
HIGH |
5,613.0 |
0.618 |
5,593.9 |
0.500 |
5,588.0 |
0.382 |
5,582.1 |
LOW |
5,563.0 |
0.618 |
5,532.1 |
1.000 |
5,513.0 |
1.618 |
5,482.1 |
2.618 |
5,432.1 |
4.250 |
5,350.5 |
|
|
Fisher Pivots for day following 03-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,588.0 |
5,589.5 |
PP |
5,582.7 |
5,583.7 |
S1 |
5,577.3 |
5,577.8 |
|