Trading Metrics calculated at close of trading on 10-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,061.73 |
20,211.23 |
149.50 |
0.7% |
20,025.61 |
High |
20,206.36 |
20,298.21 |
91.85 |
0.5% |
20,298.21 |
Low |
20,061.73 |
20,204.76 |
143.03 |
0.7% |
20,002.81 |
Close |
20,172.40 |
20,269.37 |
96.97 |
0.5% |
20,269.37 |
Range |
144.63 |
93.45 |
-51.18 |
-35.4% |
295.40 |
ATR |
123.46 |
123.63 |
0.17 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,537.80 |
20,497.03 |
20,320.77 |
|
R3 |
20,444.35 |
20,403.58 |
20,295.07 |
|
R2 |
20,350.90 |
20,350.90 |
20,286.50 |
|
R1 |
20,310.13 |
20,310.13 |
20,277.94 |
20,330.52 |
PP |
20,257.45 |
20,257.45 |
20,257.45 |
20,267.64 |
S1 |
20,216.68 |
20,216.68 |
20,260.80 |
20,237.07 |
S2 |
20,164.00 |
20,164.00 |
20,252.24 |
|
S3 |
20,070.55 |
20,123.23 |
20,243.67 |
|
S4 |
19,977.10 |
20,029.78 |
20,217.97 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,076.33 |
20,968.25 |
20,431.84 |
|
R3 |
20,780.93 |
20,672.85 |
20,350.61 |
|
R2 |
20,485.53 |
20,485.53 |
20,323.53 |
|
R1 |
20,377.45 |
20,377.45 |
20,296.45 |
20,431.49 |
PP |
20,190.13 |
20,190.13 |
20,190.13 |
20,217.15 |
S1 |
20,082.05 |
20,082.05 |
20,242.29 |
20,136.09 |
S2 |
19,894.73 |
19,894.73 |
20,215.21 |
|
S3 |
19,599.33 |
19,786.65 |
20,188.14 |
|
S4 |
19,303.93 |
19,491.25 |
20,106.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,298.21 |
20,002.81 |
295.40 |
1.5% |
93.97 |
0.5% |
90% |
True |
False |
|
10 |
20,298.21 |
19,784.77 |
513.44 |
2.5% |
109.21 |
0.5% |
94% |
True |
False |
|
20 |
20,298.21 |
19,677.94 |
620.27 |
3.1% |
103.78 |
0.5% |
95% |
True |
False |
|
40 |
20,298.21 |
19,677.94 |
620.27 |
3.1% |
106.40 |
0.5% |
95% |
True |
False |
|
60 |
20,298.21 |
18,806.06 |
1,492.15 |
7.4% |
103.42 |
0.5% |
98% |
True |
False |
|
80 |
20,298.21 |
17,883.56 |
2,414.65 |
11.9% |
115.35 |
0.6% |
99% |
True |
False |
|
100 |
20,298.21 |
17,883.56 |
2,414.65 |
11.9% |
122.59 |
0.6% |
99% |
True |
False |
|
120 |
20,298.21 |
17,883.56 |
2,414.65 |
11.9% |
127.11 |
0.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,695.37 |
2.618 |
20,542.86 |
1.618 |
20,449.41 |
1.000 |
20,391.66 |
0.618 |
20,355.96 |
HIGH |
20,298.21 |
0.618 |
20,262.51 |
0.500 |
20,251.49 |
0.382 |
20,240.46 |
LOW |
20,204.76 |
0.618 |
20,147.01 |
1.000 |
20,111.31 |
1.618 |
20,053.56 |
2.618 |
19,960.11 |
4.250 |
19,807.60 |
|
|
Fisher Pivots for day following 10-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,263.41 |
20,231.84 |
PP |
20,257.45 |
20,194.30 |
S1 |
20,251.49 |
20,156.77 |
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