Trading Metrics calculated at close of trading on 10-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,603.0 |
5,637.0 |
34.0 |
0.6% |
5,596.0 |
High |
5,616.0 |
5,670.0 |
54.0 |
1.0% |
5,670.0 |
Low |
5,578.0 |
5,629.0 |
51.0 |
0.9% |
5,527.0 |
Close |
5,610.0 |
5,667.0 |
57.0 |
1.0% |
5,667.0 |
Range |
38.0 |
41.0 |
3.0 |
7.9% |
143.0 |
ATR |
49.8 |
50.5 |
0.7 |
1.5% |
0.0 |
Volume |
21,999 |
28,671 |
6,672 |
30.3% |
133,388 |
|
Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,778.3 |
5,763.7 |
5,689.6 |
|
R3 |
5,737.3 |
5,722.7 |
5,678.3 |
|
R2 |
5,696.3 |
5,696.3 |
5,674.5 |
|
R1 |
5,681.7 |
5,681.7 |
5,670.8 |
5,689.0 |
PP |
5,655.3 |
5,655.3 |
5,655.3 |
5,659.0 |
S1 |
5,640.7 |
5,640.7 |
5,663.2 |
5,648.0 |
S2 |
5,614.3 |
5,614.3 |
5,659.5 |
|
S3 |
5,573.3 |
5,599.7 |
5,655.7 |
|
S4 |
5,532.3 |
5,558.7 |
5,644.5 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,050.3 |
6,001.7 |
5,745.7 |
|
R3 |
5,907.3 |
5,858.7 |
5,706.3 |
|
R2 |
5,764.3 |
5,764.3 |
5,693.2 |
|
R1 |
5,715.7 |
5,715.7 |
5,680.1 |
5,740.0 |
PP |
5,621.3 |
5,621.3 |
5,621.3 |
5,633.5 |
S1 |
5,572.7 |
5,572.7 |
5,653.9 |
5,597.0 |
S2 |
5,478.3 |
5,478.3 |
5,640.8 |
|
S3 |
5,335.3 |
5,429.7 |
5,627.7 |
|
S4 |
5,192.3 |
5,286.7 |
5,588.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,670.0 |
5,527.0 |
143.0 |
2.5% |
44.8 |
0.8% |
98% |
True |
False |
26,677 |
10 |
5,670.0 |
5,527.0 |
143.0 |
2.5% |
46.1 |
0.8% |
98% |
True |
False |
27,042 |
20 |
5,740.0 |
5,527.0 |
213.0 |
3.8% |
47.1 |
0.8% |
66% |
False |
False |
25,756 |
40 |
5,790.0 |
5,462.0 |
328.0 |
5.8% |
45.5 |
0.8% |
63% |
False |
False |
29,852 |
60 |
5,790.0 |
5,242.0 |
548.0 |
9.7% |
38.6 |
0.7% |
78% |
False |
False |
21,826 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.8% |
37.8 |
0.7% |
84% |
False |
False |
16,374 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.8% |
32.1 |
0.6% |
84% |
False |
False |
13,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,844.3 |
2.618 |
5,777.3 |
1.618 |
5,736.3 |
1.000 |
5,711.0 |
0.618 |
5,695.3 |
HIGH |
5,670.0 |
0.618 |
5,654.3 |
0.500 |
5,649.5 |
0.382 |
5,644.7 |
LOW |
5,629.0 |
0.618 |
5,603.7 |
1.000 |
5,588.0 |
1.618 |
5,562.7 |
2.618 |
5,521.7 |
4.250 |
5,454.8 |
|
|
Fisher Pivots for day following 10-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,661.2 |
5,649.5 |
PP |
5,655.3 |
5,632.0 |
S1 |
5,649.5 |
5,614.5 |
|