Trading Metrics calculated at close of trading on 07-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,221.9 |
1,236.9 |
15.0 |
1.2% |
1,194.6 |
High |
1,237.5 |
1,237.5 |
0.0 |
0.0% |
1,227.5 |
Low |
1,220.8 |
1,229.2 |
8.4 |
0.7% |
1,190.0 |
Close |
1,232.1 |
1,236.1 |
4.0 |
0.3% |
1,220.8 |
Range |
16.7 |
8.3 |
-8.4 |
-50.3% |
37.5 |
ATR |
16.0 |
15.5 |
-0.6 |
-3.4% |
0.0 |
Volume |
197,324 |
202,305 |
4,981 |
2.5% |
1,098,548 |
|
Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.2 |
1,255.9 |
1,240.7 |
|
R3 |
1,250.9 |
1,247.6 |
1,238.4 |
|
R2 |
1,242.6 |
1,242.6 |
1,237.6 |
|
R1 |
1,239.3 |
1,239.3 |
1,236.9 |
1,236.8 |
PP |
1,234.3 |
1,234.3 |
1,234.3 |
1,233.0 |
S1 |
1,231.0 |
1,231.0 |
1,235.3 |
1,228.5 |
S2 |
1,226.0 |
1,226.0 |
1,234.6 |
|
S3 |
1,217.7 |
1,222.7 |
1,233.8 |
|
S4 |
1,209.4 |
1,214.4 |
1,231.5 |
|
|
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 |
1,199.7 |
37.8 |
3.1% |
14.5 |
1.2% |
96% |
True |
False |
211,900 |
10 |
1,237.5 |
1,182.6 |
54.9 |
4.4% |
15.2 |
1.2% |
97% |
True |
False |
181,787 |
20 |
1,237.5 |
1,180.3 |
57.2 |
4.6% |
15.0 |
1.2% |
98% |
True |
False |
107,123 |
40 |
1,237.5 |
1,127.2 |
110.3 |
8.9% |
14.5 |
1.2% |
99% |
True |
False |
57,535 |
60 |
1,297.0 |
1,127.2 |
169.8 |
13.7% |
15.9 |
1.3% |
64% |
False |
False |
40,004 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.5% |
15.5 |
1.3% |
50% |
False |
False |
30,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.8 |
2.618 |
1,259.2 |
1.618 |
1,250.9 |
1.000 |
1,245.8 |
0.618 |
1,242.6 |
HIGH |
1,237.5 |
0.618 |
1,234.3 |
0.500 |
1,233.4 |
0.382 |
1,232.4 |
LOW |
1,229.2 |
0.618 |
1,224.1 |
1.000 |
1,220.9 |
1.618 |
1,215.8 |
2.618 |
1,207.5 |
4.250 |
1,193.9 |
|
|
Fisher Pivots for day following 07-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,235.2 |
1,231.7 |
PP |
1,234.3 |
1,227.3 |
S1 |
1,233.4 |
1,222.9 |
|