Trading Metrics calculated at close of trading on 09-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,049.29 |
20,061.73 |
12.44 |
0.1% |
20,028.62 |
High |
20,068.28 |
20,206.36 |
138.08 |
0.7% |
20,081.48 |
Low |
20,015.33 |
20,061.73 |
46.40 |
0.2% |
19,784.77 |
Close |
20,054.34 |
20,172.40 |
118.06 |
0.6% |
20,071.46 |
Range |
52.95 |
144.63 |
91.68 |
173.1% |
296.71 |
ATR |
121.27 |
123.46 |
2.20 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,580.72 |
20,521.19 |
20,251.95 |
|
R3 |
20,436.09 |
20,376.56 |
20,212.17 |
|
R2 |
20,291.46 |
20,291.46 |
20,198.92 |
|
R1 |
20,231.93 |
20,231.93 |
20,185.66 |
20,261.70 |
PP |
20,146.83 |
20,146.83 |
20,146.83 |
20,161.71 |
S1 |
20,087.30 |
20,087.30 |
20,159.14 |
20,117.07 |
S2 |
20,002.20 |
20,002.20 |
20,145.88 |
|
S3 |
19,857.57 |
19,942.67 |
20,132.63 |
|
S4 |
19,712.94 |
19,798.04 |
20,092.85 |
|
|
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 |
20,206.36 |
19,964.21 |
242.15 |
1.2% |
98.73 |
0.5% |
86% |
True |
False |
|
10 |
20,206.36 |
19,784.77 |
421.59 |
2.1% |
104.20 |
0.5% |
92% |
True |
False |
|
20 |
20,206.36 |
19,677.94 |
528.42 |
2.6% |
107.05 |
0.5% |
94% |
True |
False |
|
40 |
20,206.36 |
19,677.94 |
528.42 |
2.6% |
106.74 |
0.5% |
94% |
True |
False |
|
60 |
20,206.36 |
18,806.06 |
1,400.30 |
6.9% |
103.83 |
0.5% |
98% |
True |
False |
|
80 |
20,206.36 |
17,883.56 |
2,322.80 |
11.5% |
115.42 |
0.6% |
99% |
True |
False |
|
100 |
20,206.36 |
17,883.56 |
2,322.80 |
11.5% |
123.28 |
0.6% |
99% |
True |
False |
|
120 |
20,206.36 |
17,883.56 |
2,322.80 |
11.5% |
127.12 |
0.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,821.04 |
2.618 |
20,585.00 |
1.618 |
20,440.37 |
1.000 |
20,350.99 |
0.618 |
20,295.74 |
HIGH |
20,206.36 |
0.618 |
20,151.11 |
0.500 |
20,134.05 |
0.382 |
20,116.98 |
LOW |
20,061.73 |
0.618 |
19,972.35 |
1.000 |
19,917.10 |
1.618 |
19,827.72 |
2.618 |
19,683.09 |
4.250 |
19,447.05 |
|
|
Fisher Pivots for day following 09-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,159.62 |
20,151.88 |
PP |
20,146.83 |
20,131.36 |
S1 |
20,134.05 |
20,110.85 |
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