Trading Metrics calculated at close of trading on 09-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,568.0 |
5,603.0 |
35.0 |
0.6% |
5,637.0 |
High |
5,602.0 |
5,616.0 |
14.0 |
0.2% |
5,640.0 |
Low |
5,559.0 |
5,578.0 |
19.0 |
0.3% |
5,552.0 |
Close |
5,598.0 |
5,610.0 |
12.0 |
0.2% |
5,572.0 |
Range |
43.0 |
38.0 |
-5.0 |
-11.6% |
88.0 |
ATR |
50.7 |
49.8 |
-0.9 |
-1.8% |
0.0 |
Volume |
28,390 |
21,999 |
-6,391 |
-22.5% |
137,039 |
|
Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,715.3 |
5,700.7 |
5,630.9 |
|
R3 |
5,677.3 |
5,662.7 |
5,620.5 |
|
R2 |
5,639.3 |
5,639.3 |
5,617.0 |
|
R1 |
5,624.7 |
5,624.7 |
5,613.5 |
5,632.0 |
PP |
5,601.3 |
5,601.3 |
5,601.3 |
5,605.0 |
S1 |
5,586.7 |
5,586.7 |
5,606.5 |
5,594.0 |
S2 |
5,563.3 |
5,563.3 |
5,603.0 |
|
S3 |
5,525.3 |
5,548.7 |
5,599.6 |
|
S4 |
5,487.3 |
5,510.7 |
5,589.1 |
|
|
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 |
5,616.0 |
5,527.0 |
89.0 |
1.6% |
46.6 |
0.8% |
93% |
True |
False |
25,901 |
10 |
5,665.0 |
5,527.0 |
138.0 |
2.5% |
46.2 |
0.8% |
60% |
False |
False |
26,309 |
20 |
5,761.0 |
5,527.0 |
234.0 |
4.2% |
47.3 |
0.8% |
35% |
False |
False |
25,448 |
40 |
5,790.0 |
5,462.0 |
328.0 |
5.8% |
45.3 |
0.8% |
45% |
False |
False |
31,715 |
60 |
5,790.0 |
5,242.0 |
548.0 |
9.8% |
38.5 |
0.7% |
67% |
False |
False |
21,348 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
37.6 |
0.7% |
77% |
False |
False |
16,016 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.9% |
31.6 |
0.6% |
77% |
False |
False |
12,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,777.5 |
2.618 |
5,715.5 |
1.618 |
5,677.5 |
1.000 |
5,654.0 |
0.618 |
5,639.5 |
HIGH |
5,616.0 |
0.618 |
5,601.5 |
0.500 |
5,597.0 |
0.382 |
5,592.5 |
LOW |
5,578.0 |
0.618 |
5,554.5 |
1.000 |
5,540.0 |
1.618 |
5,516.5 |
2.618 |
5,478.5 |
4.250 |
5,416.5 |
|
|
Fisher Pivots for day following 09-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,605.7 |
5,597.2 |
PP |
5,601.3 |
5,584.3 |
S1 |
5,597.0 |
5,571.5 |
|