| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
19,858.34 |
19,964.21 |
105.87 |
0.5% |
20,028.62 |
| High |
19,922.75 |
20,081.48 |
158.73 |
0.8% |
20,081.48 |
| Low |
19,831.09 |
19,964.21 |
133.12 |
0.7% |
19,784.77 |
| Close |
19,884.91 |
20,071.46 |
186.55 |
0.9% |
20,071.46 |
| Range |
91.66 |
117.27 |
25.61 |
27.9% |
296.71 |
| ATR |
123.97 |
129.16 |
5.19 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,390.86 |
20,348.43 |
20,135.96 |
|
| R3 |
20,273.59 |
20,231.16 |
20,103.71 |
|
| R2 |
20,156.32 |
20,156.32 |
20,092.96 |
|
| R1 |
20,113.89 |
20,113.89 |
20,082.21 |
20,135.11 |
| PP |
20,039.05 |
20,039.05 |
20,039.05 |
20,049.66 |
| S1 |
19,996.62 |
19,996.62 |
20,060.71 |
20,017.84 |
| S2 |
19,921.78 |
19,921.78 |
20,049.96 |
|
| S3 |
19,804.51 |
19,879.35 |
20,039.21 |
|
| S4 |
19,687.24 |
19,762.08 |
20,006.96 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,869.37 |
20,767.12 |
20,234.65 |
|
| R3 |
20,572.66 |
20,470.41 |
20,153.06 |
|
| R2 |
20,275.95 |
20,275.95 |
20,125.86 |
|
| R1 |
20,173.70 |
20,173.70 |
20,098.66 |
20,224.83 |
| PP |
19,979.24 |
19,979.24 |
19,979.24 |
20,004.80 |
| S1 |
19,876.99 |
19,876.99 |
20,044.26 |
19,928.12 |
| S2 |
19,682.53 |
19,682.53 |
20,017.06 |
|
| S3 |
19,385.82 |
19,580.28 |
19,989.86 |
|
| S4 |
19,089.11 |
19,283.57 |
19,908.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,081.48 |
19,784.77 |
296.71 |
1.5% |
124.46 |
0.6% |
97% |
True |
False |
|
| 10 |
20,125.58 |
19,732.36 |
393.22 |
2.0% |
107.54 |
0.5% |
86% |
False |
False |
|
| 20 |
20,125.58 |
19,677.94 |
447.64 |
2.2% |
112.40 |
0.6% |
88% |
False |
False |
|
| 40 |
20,125.58 |
19,229.83 |
895.75 |
4.5% |
114.26 |
0.6% |
94% |
False |
False |
|
| 60 |
20,125.58 |
18,200.75 |
1,924.83 |
9.6% |
114.00 |
0.6% |
97% |
False |
False |
|
| 80 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
119.00 |
0.6% |
98% |
False |
False |
|
| 100 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
127.39 |
0.6% |
98% |
False |
False |
|
| 120 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
126.69 |
0.6% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,579.88 |
|
2.618 |
20,388.49 |
|
1.618 |
20,271.22 |
|
1.000 |
20,198.75 |
|
0.618 |
20,153.95 |
|
HIGH |
20,081.48 |
|
0.618 |
20,036.68 |
|
0.500 |
20,022.85 |
|
0.382 |
20,009.01 |
|
LOW |
19,964.21 |
|
0.618 |
19,891.74 |
|
1.000 |
19,846.94 |
|
1.618 |
19,774.47 |
|
2.618 |
19,657.20 |
|
4.250 |
19,465.81 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,055.26 |
20,033.07 |
| PP |
20,039.05 |
19,994.68 |
| S1 |
20,022.85 |
19,956.29 |
|