Trading Metrics calculated at close of trading on 06-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,217.8 |
1,221.9 |
4.1 |
0.3% |
1,194.6 |
High |
1,223.2 |
1,237.5 |
14.3 |
1.2% |
1,227.5 |
Low |
1,208.3 |
1,220.8 |
12.5 |
1.0% |
1,190.0 |
Close |
1,220.8 |
1,232.1 |
11.3 |
0.9% |
1,220.8 |
Range |
14.9 |
16.7 |
1.8 |
12.1% |
37.5 |
ATR |
16.0 |
16.0 |
0.1 |
0.3% |
0.0 |
Volume |
210,726 |
197,324 |
-13,402 |
-6.4% |
1,098,548 |
|
Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.2 |
1,272.9 |
1,241.3 |
|
R3 |
1,263.5 |
1,256.2 |
1,236.7 |
|
R2 |
1,246.8 |
1,246.8 |
1,235.2 |
|
R1 |
1,239.5 |
1,239.5 |
1,233.6 |
1,243.2 |
PP |
1,230.1 |
1,230.1 |
1,230.1 |
1,232.0 |
S1 |
1,222.8 |
1,222.8 |
1,230.6 |
1,226.5 |
S2 |
1,213.4 |
1,213.4 |
1,229.0 |
|
S3 |
1,196.7 |
1,206.1 |
1,227.5 |
|
S4 |
1,180.0 |
1,189.4 |
1,222.9 |
|
|
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 |
1,237.5 |
1,195.6 |
41.9 |
3.4% |
17.2 |
1.4% |
87% |
True |
False |
220,820 |
10 |
1,237.5 |
1,182.6 |
54.9 |
4.5% |
15.8 |
1.3% |
90% |
True |
False |
166,496 |
20 |
1,237.5 |
1,175.8 |
61.7 |
5.0% |
15.3 |
1.2% |
91% |
True |
False |
98,196 |
40 |
1,237.5 |
1,127.2 |
110.3 |
9.0% |
14.5 |
1.2% |
95% |
True |
False |
52,542 |
60 |
1,343.9 |
1,127.2 |
216.7 |
17.6% |
16.9 |
1.4% |
48% |
False |
False |
36,762 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.6% |
15.5 |
1.3% |
48% |
False |
False |
28,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.5 |
2.618 |
1,281.2 |
1.618 |
1,264.5 |
1.000 |
1,254.2 |
0.618 |
1,247.8 |
HIGH |
1,237.5 |
0.618 |
1,231.1 |
0.500 |
1,229.2 |
0.382 |
1,227.2 |
LOW |
1,220.8 |
0.618 |
1,210.5 |
1.000 |
1,204.1 |
1.618 |
1,193.8 |
2.618 |
1,177.1 |
4.250 |
1,149.8 |
|
|
Fisher Pivots for day following 06-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,231.1 |
1,229.0 |
PP |
1,230.1 |
1,226.0 |
S1 |
1,229.2 |
1,222.9 |
|