| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,242.7 |
1,229.6 |
-13.1 |
-1.1% |
1,221.9 |
| High |
1,246.2 |
1,238.9 |
-7.3 |
-0.6% |
1,246.6 |
| Low |
1,226.1 |
1,222.6 |
-3.5 |
-0.3% |
1,220.8 |
| Close |
1,236.8 |
1,235.9 |
-0.9 |
-0.1% |
1,235.9 |
| Range |
20.1 |
16.3 |
-3.8 |
-18.9% |
25.8 |
| ATR |
15.8 |
15.8 |
0.0 |
0.2% |
0.0 |
| Volume |
246,135 |
240,052 |
-6,083 |
-2.5% |
1,107,730 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.4 |
1,274.9 |
1,244.9 |
|
| R3 |
1,265.1 |
1,258.6 |
1,240.4 |
|
| R2 |
1,248.8 |
1,248.8 |
1,238.9 |
|
| R1 |
1,242.3 |
1,242.3 |
1,237.4 |
1,245.6 |
| PP |
1,232.5 |
1,232.5 |
1,232.5 |
1,234.1 |
| S1 |
1,226.0 |
1,226.0 |
1,234.4 |
1,229.3 |
| S2 |
1,216.2 |
1,216.2 |
1,232.9 |
|
| S3 |
1,199.9 |
1,209.7 |
1,231.4 |
|
| S4 |
1,183.6 |
1,193.4 |
1,226.9 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.8 |
1,299.7 |
1,250.1 |
|
| R3 |
1,286.0 |
1,273.9 |
1,243.0 |
|
| R2 |
1,260.2 |
1,260.2 |
1,240.6 |
|
| R1 |
1,248.1 |
1,248.1 |
1,238.3 |
1,254.2 |
| PP |
1,234.4 |
1,234.4 |
1,234.4 |
1,237.5 |
| S1 |
1,222.3 |
1,222.3 |
1,233.5 |
1,228.4 |
| S2 |
1,208.6 |
1,208.6 |
1,231.2 |
|
| S3 |
1,182.8 |
1,196.5 |
1,228.8 |
|
| S4 |
1,157.0 |
1,170.7 |
1,221.7 |
|
|
| 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 |
1,220.8 |
25.8 |
2.1% |
15.3 |
1.2% |
59% |
False |
False |
221,546 |
| 10 |
1,246.6 |
1,190.0 |
56.6 |
4.6% |
15.7 |
1.3% |
81% |
False |
False |
220,627 |
| 20 |
1,246.6 |
1,182.6 |
64.0 |
5.2% |
15.3 |
1.2% |
83% |
False |
False |
138,504 |
| 40 |
1,246.6 |
1,127.2 |
119.4 |
9.7% |
14.7 |
1.2% |
91% |
False |
False |
75,011 |
| 60 |
1,246.6 |
1,127.2 |
119.4 |
9.7% |
15.1 |
1.2% |
91% |
False |
False |
51,498 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
17.5% |
15.9 |
1.3% |
50% |
False |
False |
39,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,308.2 |
|
2.618 |
1,281.6 |
|
1.618 |
1,265.3 |
|
1.000 |
1,255.2 |
|
0.618 |
1,249.0 |
|
HIGH |
1,238.9 |
|
0.618 |
1,232.7 |
|
0.500 |
1,230.8 |
|
0.382 |
1,228.8 |
|
LOW |
1,222.6 |
|
0.618 |
1,212.5 |
|
1.000 |
1,206.3 |
|
1.618 |
1,196.2 |
|
2.618 |
1,179.9 |
|
4.250 |
1,153.3 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,234.2 |
1,235.5 |
| PP |
1,232.5 |
1,235.0 |
| S1 |
1,230.8 |
1,234.6 |
|