Trading Metrics calculated at close of trading on 01-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
226.98 |
228.26 |
1.28 |
0.6% |
226.35 |
High |
227.60 |
228.59 |
0.99 |
0.4% |
229.71 |
Low |
226.32 |
226.94 |
0.62 |
0.3% |
225.27 |
Close |
227.53 |
227.62 |
0.09 |
0.0% |
228.97 |
Range |
1.28 |
1.65 |
0.37 |
28.9% |
4.44 |
ATR |
1.48 |
1.49 |
0.01 |
0.8% |
0.00 |
Volume |
75,880,800 |
79,117,600 |
3,236,800 |
4.3% |
374,736,296 |
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
232.67 |
231.79 |
228.53 |
|
R3 |
231.02 |
230.14 |
228.07 |
|
R2 |
229.37 |
229.37 |
227.92 |
|
R1 |
228.49 |
228.49 |
227.77 |
228.11 |
PP |
227.72 |
227.72 |
227.72 |
227.52 |
S1 |
226.84 |
226.84 |
227.47 |
226.46 |
S2 |
226.07 |
226.07 |
227.32 |
|
S3 |
224.42 |
225.19 |
227.17 |
|
S4 |
222.77 |
223.54 |
226.71 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
241.30 |
239.58 |
231.41 |
|
R3 |
236.86 |
235.14 |
230.19 |
|
R2 |
232.42 |
232.42 |
229.78 |
|
R1 |
230.70 |
230.70 |
229.38 |
231.56 |
PP |
227.98 |
227.98 |
227.98 |
228.42 |
S1 |
226.26 |
226.26 |
228.56 |
227.12 |
S2 |
223.54 |
223.54 |
228.16 |
|
S3 |
219.10 |
221.82 |
227.75 |
|
S4 |
214.66 |
217.38 |
226.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
229.71 |
226.32 |
3.39 |
1.5% |
1.25 |
0.5% |
38% |
False |
False |
70,883,480 |
10 |
229.71 |
225.27 |
4.44 |
2.0% |
1.36 |
0.6% |
53% |
False |
False |
80,524,919 |
20 |
229.71 |
224.96 |
4.75 |
2.1% |
1.28 |
0.6% |
56% |
False |
False |
73,507,950 |
40 |
229.71 |
220.42 |
9.29 |
4.1% |
1.35 |
0.6% |
78% |
False |
False |
80,738,847 |
60 |
229.71 |
208.38 |
21.33 |
9.4% |
1.42 |
0.6% |
90% |
False |
False |
85,703,432 |
80 |
229.71 |
208.38 |
21.33 |
9.4% |
1.47 |
0.6% |
90% |
False |
False |
85,546,759 |
100 |
229.71 |
208.38 |
21.33 |
9.4% |
1.58 |
0.7% |
90% |
False |
False |
91,015,818 |
120 |
229.71 |
208.38 |
21.33 |
9.4% |
1.50 |
0.7% |
90% |
False |
False |
87,655,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
235.60 |
2.618 |
232.91 |
1.618 |
231.26 |
1.000 |
230.24 |
0.618 |
229.61 |
HIGH |
228.59 |
0.618 |
227.96 |
0.500 |
227.77 |
0.382 |
227.57 |
LOW |
226.94 |
0.618 |
225.92 |
1.000 |
225.29 |
1.618 |
224.27 |
2.618 |
222.62 |
4.250 |
219.93 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
227.77 |
227.57 |
PP |
227.72 |
227.51 |
S1 |
227.67 |
227.46 |
|