| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,212.2 |
1,211.2 |
-1.0 |
-0.1% |
1,212.3 |
| High |
1,215.0 |
1,227.5 |
12.5 |
1.0% |
1,223.0 |
| Low |
1,199.7 |
1,210.2 |
10.5 |
0.9% |
1,182.6 |
| Close |
1,208.3 |
1,219.4 |
11.1 |
0.9% |
1,191.1 |
| Range |
15.3 |
17.3 |
2.0 |
13.1% |
40.4 |
| ATR |
15.8 |
16.1 |
0.2 |
1.5% |
0.0 |
| Volume |
217,088 |
232,060 |
14,972 |
6.9% |
403,115 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.9 |
1,262.5 |
1,228.9 |
|
| R3 |
1,253.6 |
1,245.2 |
1,224.2 |
|
| R2 |
1,236.3 |
1,236.3 |
1,222.6 |
|
| R1 |
1,227.9 |
1,227.9 |
1,221.0 |
1,232.1 |
| PP |
1,219.0 |
1,219.0 |
1,219.0 |
1,221.2 |
| S1 |
1,210.6 |
1,210.6 |
1,217.8 |
1,214.8 |
| S2 |
1,201.7 |
1,201.7 |
1,216.2 |
|
| S3 |
1,184.4 |
1,193.3 |
1,214.6 |
|
| S4 |
1,167.1 |
1,176.0 |
1,209.9 |
|
|
| 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 |
1,227.5 |
1,182.6 |
44.9 |
3.7% |
15.4 |
1.3% |
82% |
True |
False |
206,285 |
| 10 |
1,227.5 |
1,182.6 |
44.9 |
3.7% |
15.3 |
1.3% |
82% |
True |
False |
131,221 |
| 20 |
1,227.5 |
1,166.6 |
60.9 |
5.0% |
15.4 |
1.3% |
87% |
True |
False |
79,594 |
| 40 |
1,227.5 |
1,127.2 |
100.3 |
8.2% |
14.2 |
1.2% |
92% |
True |
False |
42,532 |
| 60 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
17.0 |
1.4% |
43% |
False |
False |
30,093 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
15.3 |
1.3% |
43% |
False |
False |
23,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.0 |
|
2.618 |
1,272.8 |
|
1.618 |
1,255.5 |
|
1.000 |
1,244.8 |
|
0.618 |
1,238.2 |
|
HIGH |
1,227.5 |
|
0.618 |
1,220.9 |
|
0.500 |
1,218.9 |
|
0.382 |
1,216.8 |
|
LOW |
1,210.2 |
|
0.618 |
1,199.5 |
|
1.000 |
1,192.9 |
|
1.618 |
1,182.2 |
|
2.618 |
1,164.9 |
|
4.250 |
1,136.7 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,219.2 |
1,216.8 |
| PP |
1,219.0 |
1,214.2 |
| S1 |
1,218.9 |
1,211.6 |
|