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 |
19,913.16 |
19,923.81 |
10.65 |
0.1% |
19,794.79 |
High |
19,918.17 |
19,967.73 |
49.56 |
0.2% |
20,125.58 |
Low |
19,784.77 |
19,845.99 |
61.22 |
0.3% |
19,732.36 |
Close |
19,864.09 |
19,890.94 |
26.85 |
0.1% |
20,093.78 |
Range |
133.40 |
121.74 |
-11.66 |
-8.7% |
393.22 |
ATR |
126.82 |
126.46 |
-0.36 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,266.77 |
20,200.60 |
19,957.90 |
|
R3 |
20,145.03 |
20,078.86 |
19,924.42 |
|
R2 |
20,023.29 |
20,023.29 |
19,913.26 |
|
R1 |
19,957.12 |
19,957.12 |
19,902.10 |
19,929.34 |
PP |
19,901.55 |
19,901.55 |
19,901.55 |
19,887.66 |
S1 |
19,835.38 |
19,835.38 |
19,879.78 |
19,807.60 |
S2 |
19,779.81 |
19,779.81 |
19,868.62 |
|
S3 |
19,658.07 |
19,713.64 |
19,857.46 |
|
S4 |
19,536.33 |
19,591.90 |
19,823.98 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,163.57 |
21,021.89 |
20,310.05 |
|
R3 |
20,770.35 |
20,628.67 |
20,201.92 |
|
R2 |
20,377.13 |
20,377.13 |
20,165.87 |
|
R1 |
20,235.45 |
20,235.45 |
20,129.83 |
20,306.29 |
PP |
19,983.91 |
19,983.91 |
19,983.91 |
20,019.33 |
S1 |
19,842.23 |
19,842.23 |
20,057.73 |
19,913.07 |
S2 |
19,590.69 |
19,590.69 |
20,021.69 |
|
S3 |
19,197.47 |
19,449.01 |
19,985.64 |
|
S4 |
18,804.25 |
19,055.79 |
19,877.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,125.58 |
19,784.77 |
340.81 |
1.7% |
102.95 |
0.5% |
31% |
False |
False |
|
10 |
20,125.58 |
19,677.94 |
447.64 |
2.3% |
109.74 |
0.6% |
48% |
False |
False |
|
20 |
20,125.58 |
19,677.94 |
447.64 |
2.3% |
112.69 |
0.6% |
48% |
False |
False |
|
40 |
20,125.58 |
19,184.74 |
940.84 |
4.7% |
113.02 |
0.6% |
75% |
False |
False |
|
60 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
116.72 |
0.6% |
90% |
False |
False |
|
80 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
119.98 |
0.6% |
90% |
False |
False |
|
100 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
132.13 |
0.7% |
90% |
False |
False |
|
120 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
126.53 |
0.6% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,485.13 |
2.618 |
20,286.45 |
1.618 |
20,164.71 |
1.000 |
20,089.47 |
0.618 |
20,042.97 |
HIGH |
19,967.73 |
0.618 |
19,921.23 |
0.500 |
19,906.86 |
0.382 |
19,892.49 |
LOW |
19,845.99 |
0.618 |
19,770.75 |
1.000 |
19,724.25 |
1.618 |
19,649.01 |
2.618 |
19,527.27 |
4.250 |
19,328.60 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
19,906.86 |
19,906.70 |
PP |
19,901.55 |
19,901.44 |
S1 |
19,896.25 |
19,896.19 |
|