Trading Metrics calculated at close of trading on 06-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
19,964.21 |
20,025.61 |
61.40 |
0.3% |
20,028.62 |
High |
20,081.48 |
20,094.95 |
13.47 |
0.1% |
20,081.48 |
Low |
19,964.21 |
20,002.81 |
38.60 |
0.2% |
19,784.77 |
Close |
20,071.46 |
20,052.42 |
-19.04 |
-0.1% |
20,071.46 |
Range |
117.27 |
92.14 |
-25.13 |
-21.4% |
296.71 |
ATR |
129.16 |
126.51 |
-2.64 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,326.48 |
20,281.59 |
20,103.10 |
|
R3 |
20,234.34 |
20,189.45 |
20,077.76 |
|
R2 |
20,142.20 |
20,142.20 |
20,069.31 |
|
R1 |
20,097.31 |
20,097.31 |
20,060.87 |
20,119.76 |
PP |
20,050.06 |
20,050.06 |
20,050.06 |
20,061.28 |
S1 |
20,005.17 |
20,005.17 |
20,043.97 |
20,027.62 |
S2 |
19,957.92 |
19,957.92 |
20,035.53 |
|
S3 |
19,865.78 |
19,913.03 |
20,027.08 |
|
S4 |
19,773.64 |
19,820.89 |
20,001.74 |
|
|
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 |
20,094.95 |
19,784.77 |
310.18 |
1.5% |
111.24 |
0.6% |
86% |
True |
False |
|
10 |
20,125.58 |
19,784.77 |
340.81 |
1.7% |
106.59 |
0.5% |
79% |
False |
False |
|
20 |
20,125.58 |
19,677.94 |
447.64 |
2.2% |
108.73 |
0.5% |
84% |
False |
False |
|
40 |
20,125.58 |
19,527.83 |
597.75 |
3.0% |
108.35 |
0.5% |
88% |
False |
False |
|
60 |
20,125.58 |
18,252.55 |
1,873.03 |
9.3% |
112.21 |
0.6% |
96% |
False |
False |
|
80 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
117.03 |
0.6% |
97% |
False |
False |
|
100 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
125.96 |
0.6% |
97% |
False |
False |
|
120 |
20,125.58 |
17,883.56 |
2,242.02 |
11.2% |
126.79 |
0.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,486.55 |
2.618 |
20,336.17 |
1.618 |
20,244.03 |
1.000 |
20,187.09 |
0.618 |
20,151.89 |
HIGH |
20,094.95 |
0.618 |
20,059.75 |
0.500 |
20,048.88 |
0.382 |
20,038.01 |
LOW |
20,002.81 |
0.618 |
19,945.87 |
1.000 |
19,910.67 |
1.618 |
19,853.73 |
2.618 |
19,761.59 |
4.250 |
19,611.22 |
|
|
Fisher Pivots for day following 06-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,051.24 |
20,022.62 |
PP |
20,050.06 |
19,992.82 |
S1 |
20,048.88 |
19,963.02 |
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