Trading Metrics calculated at close of trading on 08-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,556.0 |
5,568.0 |
12.0 |
0.2% |
5,637.0 |
High |
5,574.0 |
5,602.0 |
28.0 |
0.5% |
5,640.0 |
Low |
5,527.0 |
5,559.0 |
32.0 |
0.6% |
5,552.0 |
Close |
5,572.0 |
5,598.0 |
26.0 |
0.5% |
5,572.0 |
Range |
47.0 |
43.0 |
-4.0 |
-8.5% |
88.0 |
ATR |
51.3 |
50.7 |
-0.6 |
-1.2% |
0.0 |
Volume |
29,218 |
28,390 |
-828 |
-2.8% |
137,039 |
|
Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,715.3 |
5,699.7 |
5,621.7 |
|
R3 |
5,672.3 |
5,656.7 |
5,609.8 |
|
R2 |
5,629.3 |
5,629.3 |
5,605.9 |
|
R1 |
5,613.7 |
5,613.7 |
5,601.9 |
5,621.5 |
PP |
5,586.3 |
5,586.3 |
5,586.3 |
5,590.3 |
S1 |
5,570.7 |
5,570.7 |
5,594.1 |
5,578.5 |
S2 |
5,543.3 |
5,543.3 |
5,590.1 |
|
S3 |
5,500.3 |
5,527.7 |
5,586.2 |
|
S4 |
5,457.3 |
5,484.7 |
5,574.4 |
|
|
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% |
48.6 |
0.9% |
74% |
False |
False |
27,192 |
10 |
5,665.0 |
5,527.0 |
138.0 |
2.5% |
46.9 |
0.8% |
51% |
False |
False |
26,658 |
20 |
5,761.0 |
5,527.0 |
234.0 |
4.2% |
46.8 |
0.8% |
30% |
False |
False |
25,559 |
40 |
5,790.0 |
5,462.0 |
328.0 |
5.9% |
45.0 |
0.8% |
41% |
False |
False |
31,315 |
60 |
5,790.0 |
5,242.0 |
548.0 |
9.8% |
37.9 |
0.7% |
65% |
False |
False |
20,981 |
80 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
37.5 |
0.7% |
75% |
False |
False |
15,741 |
100 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
31.3 |
0.6% |
75% |
False |
False |
12,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,784.8 |
2.618 |
5,714.6 |
1.618 |
5,671.6 |
1.000 |
5,645.0 |
0.618 |
5,628.6 |
HIGH |
5,602.0 |
0.618 |
5,585.6 |
0.500 |
5,580.5 |
0.382 |
5,575.4 |
LOW |
5,559.0 |
0.618 |
5,532.4 |
1.000 |
5,516.0 |
1.618 |
5,489.4 |
2.618 |
5,446.4 |
4.250 |
5,376.3 |
|
|
Fisher Pivots for day following 08-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,592.2 |
5,588.0 |
PP |
5,586.3 |
5,578.0 |
S1 |
5,580.5 |
5,568.0 |
|