Trading Metrics calculated at close of trading on 02-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
19,923.81 |
19,858.34 |
-65.47 |
-0.3% |
19,794.79 |
High |
19,967.73 |
19,922.75 |
-44.98 |
-0.2% |
20,125.58 |
Low |
19,845.99 |
19,831.09 |
-14.90 |
-0.1% |
19,732.36 |
Close |
19,890.94 |
19,884.91 |
-6.03 |
0.0% |
20,093.78 |
Range |
121.74 |
91.66 |
-30.08 |
-24.7% |
393.22 |
ATR |
126.46 |
123.97 |
-2.49 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,154.56 |
20,111.40 |
19,935.32 |
|
R3 |
20,062.90 |
20,019.74 |
19,910.12 |
|
R2 |
19,971.24 |
19,971.24 |
19,901.71 |
|
R1 |
19,928.08 |
19,928.08 |
19,893.31 |
19,949.66 |
PP |
19,879.58 |
19,879.58 |
19,879.58 |
19,890.38 |
S1 |
19,836.42 |
19,836.42 |
19,876.51 |
19,858.00 |
S2 |
19,787.92 |
19,787.92 |
19,868.11 |
|
S3 |
19,696.26 |
19,744.76 |
19,859.70 |
|
S4 |
19,604.60 |
19,653.10 |
19,834.50 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,163.57 |
21,021.89 |
20,310.05 |
|
R3 |
20,770.35 |
20,628.67 |
20,201.92 |
|
R2 |
20,377.13 |
20,377.13 |
20,165.87 |
|
R1 |
20,235.45 |
20,235.45 |
20,129.83 |
20,306.29 |
PP |
19,983.91 |
19,983.91 |
19,983.91 |
20,019.33 |
S1 |
19,842.23 |
19,842.23 |
20,057.73 |
19,913.07 |
S2 |
19,590.69 |
19,590.69 |
20,021.69 |
|
S3 |
19,197.47 |
19,449.01 |
19,985.64 |
|
S4 |
18,804.25 |
19,055.79 |
19,877.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,115.97 |
19,784.77 |
331.20 |
1.7% |
109.67 |
0.6% |
30% |
False |
False |
|
10 |
20,125.58 |
19,732.36 |
393.22 |
2.0% |
104.29 |
0.5% |
39% |
False |
False |
|
20 |
20,125.58 |
19,677.94 |
447.64 |
2.3% |
113.41 |
0.6% |
46% |
False |
False |
|
40 |
20,125.58 |
19,184.74 |
940.84 |
4.7% |
113.11 |
0.6% |
74% |
False |
False |
|
60 |
20,125.58 |
17,994.64 |
2,130.94 |
10.7% |
116.52 |
0.6% |
89% |
False |
False |
|
80 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
119.00 |
0.6% |
89% |
False |
False |
|
100 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
129.86 |
0.7% |
89% |
False |
False |
|
120 |
20,125.58 |
17,883.56 |
2,242.02 |
11.3% |
126.30 |
0.6% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,312.31 |
2.618 |
20,162.72 |
1.618 |
20,071.06 |
1.000 |
20,014.41 |
0.618 |
19,979.40 |
HIGH |
19,922.75 |
0.618 |
19,887.74 |
0.500 |
19,876.92 |
0.382 |
19,866.10 |
LOW |
19,831.09 |
0.618 |
19,774.44 |
1.000 |
19,739.43 |
1.618 |
19,682.78 |
2.618 |
19,591.12 |
4.250 |
19,441.54 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
19,882.25 |
19,882.02 |
PP |
19,879.58 |
19,879.14 |
S1 |
19,876.92 |
19,876.25 |
|