Trading Metrics calculated at close of trading on 07-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,596.0 |
5,556.0 |
-40.0 |
-0.7% |
5,637.0 |
High |
5,609.0 |
5,574.0 |
-35.0 |
-0.6% |
5,640.0 |
Low |
5,554.0 |
5,527.0 |
-27.0 |
-0.5% |
5,552.0 |
Close |
5,565.0 |
5,572.0 |
7.0 |
0.1% |
5,572.0 |
Range |
55.0 |
47.0 |
-8.0 |
-14.5% |
88.0 |
ATR |
51.7 |
51.3 |
-0.3 |
-0.6% |
0.0 |
Volume |
25,110 |
29,218 |
4,108 |
16.4% |
137,039 |
|
Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,698.7 |
5,682.3 |
5,597.9 |
|
R3 |
5,651.7 |
5,635.3 |
5,584.9 |
|
R2 |
5,604.7 |
5,604.7 |
5,580.6 |
|
R1 |
5,588.3 |
5,588.3 |
5,576.3 |
5,596.5 |
PP |
5,557.7 |
5,557.7 |
5,557.7 |
5,561.8 |
S1 |
5,541.3 |
5,541.3 |
5,567.7 |
5,549.5 |
S2 |
5,510.7 |
5,510.7 |
5,563.4 |
|
S3 |
5,463.7 |
5,494.3 |
5,559.1 |
|
S4 |
5,416.7 |
5,447.3 |
5,546.2 |
|
|
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 |
5,623.0 |
5,527.0 |
96.0 |
1.7% |
49.8 |
0.9% |
47% |
False |
True |
26,105 |
10 |
5,665.0 |
5,527.0 |
138.0 |
2.5% |
46.9 |
0.8% |
33% |
False |
True |
26,043 |
20 |
5,761.0 |
5,527.0 |
234.0 |
4.2% |
47.3 |
0.8% |
19% |
False |
True |
25,602 |
40 |
5,790.0 |
5,462.0 |
328.0 |
5.9% |
44.6 |
0.8% |
34% |
False |
False |
30,682 |
60 |
5,790.0 |
5,174.0 |
616.0 |
11.1% |
39.1 |
0.7% |
65% |
False |
False |
20,508 |
80 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
37.1 |
0.7% |
72% |
False |
False |
15,386 |
100 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
30.8 |
0.6% |
72% |
False |
False |
12,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,773.8 |
2.618 |
5,697.0 |
1.618 |
5,650.0 |
1.000 |
5,621.0 |
0.618 |
5,603.0 |
HIGH |
5,574.0 |
0.618 |
5,556.0 |
0.500 |
5,550.5 |
0.382 |
5,545.0 |
LOW |
5,527.0 |
0.618 |
5,498.0 |
1.000 |
5,480.0 |
1.618 |
5,451.0 |
2.618 |
5,404.0 |
4.250 |
5,327.3 |
|
|
Fisher Pivots for day following 07-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,564.8 |
5,571.3 |
PP |
5,557.7 |
5,570.7 |
S1 |
5,550.5 |
5,570.0 |
|