| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,211.2 |
1,217.8 |
6.6 |
0.5% |
1,194.6 |
| High |
1,227.5 |
1,223.2 |
-4.3 |
-0.4% |
1,227.5 |
| Low |
1,210.2 |
1,208.3 |
-1.9 |
-0.2% |
1,190.0 |
| Close |
1,219.4 |
1,220.8 |
1.4 |
0.1% |
1,220.8 |
| Range |
17.3 |
14.9 |
-2.4 |
-13.9% |
37.5 |
| ATR |
16.1 |
16.0 |
-0.1 |
-0.5% |
0.0 |
| Volume |
232,060 |
210,726 |
-21,334 |
-9.2% |
1,098,548 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.1 |
1,256.4 |
1,229.0 |
|
| R3 |
1,247.2 |
1,241.5 |
1,224.9 |
|
| R2 |
1,232.3 |
1,232.3 |
1,223.5 |
|
| R1 |
1,226.6 |
1,226.6 |
1,222.2 |
1,229.5 |
| PP |
1,217.4 |
1,217.4 |
1,217.4 |
1,218.9 |
| S1 |
1,211.7 |
1,211.7 |
1,219.4 |
1,214.6 |
| S2 |
1,202.5 |
1,202.5 |
1,218.1 |
|
| S3 |
1,187.6 |
1,196.8 |
1,216.7 |
|
| S4 |
1,172.7 |
1,181.9 |
1,212.6 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.3 |
1,310.5 |
1,241.4 |
|
| R3 |
1,287.8 |
1,273.0 |
1,231.1 |
|
| R2 |
1,250.3 |
1,250.3 |
1,227.7 |
|
| R1 |
1,235.5 |
1,235.5 |
1,224.2 |
1,242.9 |
| PP |
1,212.8 |
1,212.8 |
1,212.8 |
1,216.5 |
| S1 |
1,198.0 |
1,198.0 |
1,217.4 |
1,205.4 |
| S2 |
1,175.3 |
1,175.3 |
1,213.9 |
|
| S3 |
1,137.8 |
1,160.5 |
1,210.5 |
|
| S4 |
1,100.3 |
1,123.0 |
1,200.2 |
|
|
| 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 |
1,190.0 |
37.5 |
3.1% |
16.1 |
1.3% |
82% |
False |
False |
219,709 |
| 10 |
1,227.5 |
1,182.6 |
44.9 |
3.7% |
15.1 |
1.2% |
85% |
False |
False |
150,166 |
| 20 |
1,227.5 |
1,174.1 |
53.4 |
4.4% |
15.1 |
1.2% |
87% |
False |
False |
89,160 |
| 40 |
1,227.5 |
1,127.2 |
100.3 |
8.2% |
14.4 |
1.2% |
93% |
False |
False |
47,697 |
| 60 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
16.9 |
1.4% |
43% |
False |
False |
33,519 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
15.4 |
1.3% |
43% |
False |
False |
25,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,286.5 |
|
2.618 |
1,262.2 |
|
1.618 |
1,247.3 |
|
1.000 |
1,238.1 |
|
0.618 |
1,232.4 |
|
HIGH |
1,223.2 |
|
0.618 |
1,217.5 |
|
0.500 |
1,215.8 |
|
0.382 |
1,214.0 |
|
LOW |
1,208.3 |
|
0.618 |
1,199.1 |
|
1.000 |
1,193.4 |
|
1.618 |
1,184.2 |
|
2.618 |
1,169.3 |
|
4.250 |
1,145.0 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,219.1 |
1,218.4 |
| PP |
1,217.4 |
1,216.0 |
| S1 |
1,215.8 |
1,213.6 |
|