| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,236.9 |
1,235.2 |
-1.7 |
-0.1% |
1,194.6 |
| High |
1,237.5 |
1,246.6 |
9.1 |
0.7% |
1,227.5 |
| Low |
1,229.2 |
1,231.3 |
2.1 |
0.2% |
1,190.0 |
| Close |
1,236.1 |
1,239.5 |
3.4 |
0.3% |
1,220.8 |
| Range |
8.3 |
15.3 |
7.0 |
84.3% |
37.5 |
| ATR |
15.5 |
15.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
202,305 |
221,914 |
19,609 |
9.7% |
1,098,548 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.0 |
1,277.6 |
1,247.9 |
|
| R3 |
1,269.7 |
1,262.3 |
1,243.7 |
|
| R2 |
1,254.4 |
1,254.4 |
1,242.3 |
|
| R1 |
1,247.0 |
1,247.0 |
1,240.9 |
1,250.7 |
| PP |
1,239.1 |
1,239.1 |
1,239.1 |
1,241.0 |
| S1 |
1,231.7 |
1,231.7 |
1,238.1 |
1,235.4 |
| S2 |
1,223.8 |
1,223.8 |
1,236.7 |
|
| S3 |
1,208.5 |
1,216.4 |
1,235.3 |
|
| S4 |
1,193.2 |
1,201.1 |
1,231.1 |
|
|
| 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 |
1,246.6 |
1,208.3 |
38.3 |
3.1% |
14.5 |
1.2% |
81% |
True |
False |
212,865 |
| 10 |
1,246.6 |
1,182.6 |
64.0 |
5.2% |
15.1 |
1.2% |
89% |
True |
False |
195,875 |
| 20 |
1,246.6 |
1,180.3 |
66.3 |
5.3% |
15.3 |
1.2% |
89% |
True |
False |
116,965 |
| 40 |
1,246.6 |
1,127.2 |
119.4 |
9.6% |
14.5 |
1.2% |
94% |
True |
False |
63,003 |
| 60 |
1,269.0 |
1,127.2 |
141.8 |
11.4% |
15.5 |
1.3% |
79% |
False |
False |
43,575 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
17.5% |
15.6 |
1.3% |
52% |
False |
False |
33,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,311.6 |
|
2.618 |
1,286.7 |
|
1.618 |
1,271.4 |
|
1.000 |
1,261.9 |
|
0.618 |
1,256.1 |
|
HIGH |
1,246.6 |
|
0.618 |
1,240.8 |
|
0.500 |
1,239.0 |
|
0.382 |
1,237.1 |
|
LOW |
1,231.3 |
|
0.618 |
1,221.8 |
|
1.000 |
1,216.0 |
|
1.618 |
1,206.5 |
|
2.618 |
1,191.2 |
|
4.250 |
1,166.3 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,239.3 |
1,237.6 |
| PP |
1,239.1 |
1,235.6 |
| S1 |
1,239.0 |
1,233.7 |
|