Trading Metrics calculated at close of trading on 09-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,235.2 |
1,242.7 |
7.5 |
0.6% |
1,194.6 |
High |
1,246.6 |
1,246.2 |
-0.4 |
0.0% |
1,227.5 |
Low |
1,231.3 |
1,226.1 |
-5.2 |
-0.4% |
1,190.0 |
Close |
1,239.5 |
1,236.8 |
-2.7 |
-0.2% |
1,220.8 |
Range |
15.3 |
20.1 |
4.8 |
31.4% |
37.5 |
ATR |
15.5 |
15.8 |
0.3 |
2.1% |
0.0 |
Volume |
221,914 |
246,135 |
24,221 |
10.9% |
1,098,548 |
|
Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.7 |
1,286.8 |
1,247.9 |
|
R3 |
1,276.6 |
1,266.7 |
1,242.3 |
|
R2 |
1,256.5 |
1,256.5 |
1,240.5 |
|
R1 |
1,246.6 |
1,246.6 |
1,238.6 |
1,241.5 |
PP |
1,236.4 |
1,236.4 |
1,236.4 |
1,233.8 |
S1 |
1,226.5 |
1,226.5 |
1,235.0 |
1,221.4 |
S2 |
1,216.3 |
1,216.3 |
1,233.1 |
|
S3 |
1,196.2 |
1,206.4 |
1,231.3 |
|
S4 |
1,176.1 |
1,186.3 |
1,225.7 |
|
|
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% |
15.1 |
1.2% |
74% |
False |
False |
215,680 |
10 |
1,246.6 |
1,182.6 |
64.0 |
5.2% |
15.2 |
1.2% |
85% |
False |
False |
210,983 |
20 |
1,246.6 |
1,182.6 |
64.0 |
5.2% |
15.2 |
1.2% |
85% |
False |
False |
127,824 |
40 |
1,246.6 |
1,127.2 |
119.4 |
9.7% |
14.6 |
1.2% |
92% |
False |
False |
69,102 |
60 |
1,246.6 |
1,127.2 |
119.4 |
9.7% |
15.1 |
1.2% |
92% |
False |
False |
47,546 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.5% |
15.8 |
1.3% |
51% |
False |
False |
36,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.6 |
2.618 |
1,298.8 |
1.618 |
1,278.7 |
1.000 |
1,266.3 |
0.618 |
1,258.6 |
HIGH |
1,246.2 |
0.618 |
1,238.5 |
0.500 |
1,236.2 |
0.382 |
1,233.8 |
LOW |
1,226.1 |
0.618 |
1,213.7 |
1.000 |
1,206.0 |
1.618 |
1,193.6 |
2.618 |
1,173.5 |
4.250 |
1,140.7 |
|
|
Fisher Pivots for day following 09-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,236.6 |
1,236.7 |
PP |
1,236.4 |
1,236.5 |
S1 |
1,236.2 |
1,236.4 |
|