Trading Metrics calculated at close of trading on 07-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,025.61 |
20,107.62 |
82.01 |
0.4% |
20,028.62 |
High |
20,094.95 |
20,155.35 |
60.40 |
0.3% |
20,081.48 |
Low |
20,002.81 |
20,068.68 |
65.87 |
0.3% |
19,784.77 |
Close |
20,052.42 |
20,090.29 |
37.87 |
0.2% |
20,071.46 |
Range |
92.14 |
86.67 |
-5.47 |
-5.9% |
296.71 |
ATR |
126.51 |
124.83 |
-1.68 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,364.78 |
20,314.21 |
20,137.96 |
|
R3 |
20,278.11 |
20,227.54 |
20,114.12 |
|
R2 |
20,191.44 |
20,191.44 |
20,106.18 |
|
R1 |
20,140.87 |
20,140.87 |
20,098.23 |
20,122.82 |
PP |
20,104.77 |
20,104.77 |
20,104.77 |
20,095.75 |
S1 |
20,054.20 |
20,054.20 |
20,082.35 |
20,036.15 |
S2 |
20,018.10 |
20,018.10 |
20,074.40 |
|
S3 |
19,931.43 |
19,967.53 |
20,066.46 |
|
S4 |
19,844.76 |
19,880.86 |
20,042.62 |
|
|
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 |
20,155.35 |
19,831.09 |
324.26 |
1.6% |
101.90 |
0.5% |
80% |
True |
False |
|
10 |
20,155.35 |
19,784.77 |
370.58 |
1.8% |
99.00 |
0.5% |
82% |
True |
False |
|
20 |
20,155.35 |
19,677.94 |
477.41 |
2.4% |
110.24 |
0.5% |
86% |
True |
False |
|
40 |
20,155.35 |
19,623.19 |
532.16 |
2.6% |
107.09 |
0.5% |
88% |
True |
False |
|
60 |
20,155.35 |
18,603.14 |
1,552.21 |
7.7% |
107.03 |
0.5% |
96% |
True |
False |
|
80 |
20,155.35 |
17,883.56 |
2,271.79 |
11.3% |
116.71 |
0.6% |
97% |
True |
False |
|
100 |
20,155.35 |
17,883.56 |
2,271.79 |
11.3% |
125.12 |
0.6% |
97% |
True |
False |
|
120 |
20,155.35 |
17,883.56 |
2,271.79 |
11.3% |
126.98 |
0.6% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,523.70 |
2.618 |
20,382.25 |
1.618 |
20,295.58 |
1.000 |
20,242.02 |
0.618 |
20,208.91 |
HIGH |
20,155.35 |
0.618 |
20,122.24 |
0.500 |
20,112.02 |
0.382 |
20,101.79 |
LOW |
20,068.68 |
0.618 |
20,015.12 |
1.000 |
19,982.01 |
1.618 |
19,928.45 |
2.618 |
19,841.78 |
4.250 |
19,700.33 |
|
|
Fisher Pivots for day following 07-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,112.02 |
20,080.12 |
PP |
20,104.77 |
20,069.95 |
S1 |
20,097.53 |
20,059.78 |
|