| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,197.7 |
1,212.2 |
14.5 |
1.2% |
1,212.3 |
| High |
1,217.4 |
1,215.0 |
-2.4 |
-0.2% |
1,223.0 |
| Low |
1,195.6 |
1,199.7 |
4.1 |
0.3% |
1,182.6 |
| Close |
1,211.4 |
1,208.3 |
-3.1 |
-0.3% |
1,191.1 |
| Range |
21.8 |
15.3 |
-6.5 |
-29.8% |
40.4 |
| ATR |
15.9 |
15.8 |
0.0 |
-0.3% |
0.0 |
| Volume |
246,904 |
217,088 |
-29,816 |
-12.1% |
403,115 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.6 |
1,246.2 |
1,216.7 |
|
| R3 |
1,238.3 |
1,230.9 |
1,212.5 |
|
| R2 |
1,223.0 |
1,223.0 |
1,211.1 |
|
| R1 |
1,215.6 |
1,215.6 |
1,209.7 |
1,211.7 |
| PP |
1,207.7 |
1,207.7 |
1,207.7 |
1,205.7 |
| S1 |
1,200.3 |
1,200.3 |
1,206.9 |
1,196.4 |
| S2 |
1,192.4 |
1,192.4 |
1,205.5 |
|
| S3 |
1,177.1 |
1,185.0 |
1,204.1 |
|
| S4 |
1,161.8 |
1,169.7 |
1,199.9 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.1 |
1,296.0 |
1,213.3 |
|
| R3 |
1,279.7 |
1,255.6 |
1,202.2 |
|
| R2 |
1,239.3 |
1,239.3 |
1,198.5 |
|
| R1 |
1,215.2 |
1,215.2 |
1,194.8 |
1,207.1 |
| PP |
1,198.9 |
1,198.9 |
1,198.9 |
1,194.8 |
| S1 |
1,174.8 |
1,174.8 |
1,187.4 |
1,166.7 |
| S2 |
1,158.5 |
1,158.5 |
1,183.7 |
|
| S3 |
1,118.1 |
1,134.4 |
1,180.0 |
|
| S4 |
1,077.7 |
1,094.0 |
1,168.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,217.4 |
1,182.6 |
34.8 |
2.9% |
15.6 |
1.3% |
74% |
False |
False |
178,885 |
| 10 |
1,223.0 |
1,182.6 |
40.4 |
3.3% |
14.7 |
1.2% |
64% |
False |
False |
110,696 |
| 20 |
1,223.0 |
1,159.7 |
63.3 |
5.2% |
15.1 |
1.2% |
77% |
False |
False |
68,497 |
| 40 |
1,223.0 |
1,127.2 |
95.8 |
7.9% |
14.6 |
1.2% |
85% |
False |
False |
36,870 |
| 60 |
1,343.9 |
1,127.2 |
216.7 |
17.9% |
16.9 |
1.4% |
37% |
False |
False |
26,275 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
17.9% |
15.3 |
1.3% |
37% |
False |
False |
20,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.0 |
|
2.618 |
1,255.1 |
|
1.618 |
1,239.8 |
|
1.000 |
1,230.3 |
|
0.618 |
1,224.5 |
|
HIGH |
1,215.0 |
|
0.618 |
1,209.2 |
|
0.500 |
1,207.4 |
|
0.382 |
1,205.5 |
|
LOW |
1,199.7 |
|
0.618 |
1,190.2 |
|
1.000 |
1,184.4 |
|
1.618 |
1,174.9 |
|
2.618 |
1,159.6 |
|
4.250 |
1,134.7 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,208.0 |
1,206.8 |
| PP |
1,207.7 |
1,205.2 |
| S1 |
1,207.4 |
1,203.7 |
|