| 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 |
1,221.9 |
1,234.2 |
12.3 |
1.0% |
1,191.7 |
| High |
1,235.4 |
1,236.2 |
0.8 |
0.1% |
1,224.2 |
| Low |
1,218.5 |
1,228.5 |
10.0 |
0.8% |
1,187.1 |
| Close |
1,230.0 |
1,234.2 |
4.2 |
0.3% |
1,218.5 |
| Range |
16.9 |
7.7 |
-9.2 |
-54.4% |
37.1 |
| ATR |
16.1 |
15.5 |
-0.6 |
-3.7% |
0.0 |
| Volume |
908 |
1,177 |
269 |
29.6% |
57,237 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.1 |
1,252.8 |
1,238.4 |
|
| R3 |
1,248.4 |
1,245.1 |
1,236.3 |
|
| R2 |
1,240.7 |
1,240.7 |
1,235.6 |
|
| R1 |
1,237.4 |
1,237.4 |
1,234.9 |
1,238.1 |
| PP |
1,233.0 |
1,233.0 |
1,233.0 |
1,233.3 |
| S1 |
1,229.7 |
1,229.7 |
1,233.5 |
1,230.4 |
| S2 |
1,225.3 |
1,225.3 |
1,232.8 |
|
| S3 |
1,217.6 |
1,222.0 |
1,232.1 |
|
| S4 |
1,209.9 |
1,214.3 |
1,230.0 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.2 |
1,307.0 |
1,238.9 |
|
| R3 |
1,284.1 |
1,269.9 |
1,228.7 |
|
| R2 |
1,247.0 |
1,247.0 |
1,225.3 |
|
| R1 |
1,232.8 |
1,232.8 |
1,221.9 |
1,239.9 |
| PP |
1,209.9 |
1,209.9 |
1,209.9 |
1,213.5 |
| S1 |
1,195.7 |
1,195.7 |
1,215.1 |
1,202.8 |
| S2 |
1,172.8 |
1,172.8 |
1,211.7 |
|
| S3 |
1,135.7 |
1,158.6 |
1,208.3 |
|
| S4 |
1,098.6 |
1,121.5 |
1,198.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,236.2 |
1,197.9 |
38.3 |
3.1% |
13.7 |
1.1% |
95% |
True |
False |
1,121 |
| 10 |
1,236.2 |
1,179.7 |
56.5 |
4.6% |
14.8 |
1.2% |
96% |
True |
False |
83,716 |
| 20 |
1,236.2 |
1,177.0 |
59.2 |
4.8% |
14.9 |
1.2% |
97% |
True |
False |
173,941 |
| 40 |
1,236.2 |
1,124.3 |
111.9 |
9.1% |
14.8 |
1.2% |
98% |
True |
False |
170,245 |
| 60 |
1,296.0 |
1,124.3 |
171.7 |
13.9% |
16.5 |
1.3% |
64% |
False |
False |
149,573 |
| 80 |
1,341.0 |
1,124.3 |
216.7 |
17.6% |
16.4 |
1.3% |
51% |
False |
False |
115,776 |
| 100 |
1,351.2 |
1,124.3 |
226.9 |
18.4% |
16.0 |
1.3% |
48% |
False |
False |
93,807 |
| 120 |
1,365.0 |
1,124.3 |
240.7 |
19.5% |
15.8 |
1.3% |
46% |
False |
False |
78,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,268.9 |
|
2.618 |
1,256.4 |
|
1.618 |
1,248.7 |
|
1.000 |
1,243.9 |
|
0.618 |
1,241.0 |
|
HIGH |
1,236.2 |
|
0.618 |
1,233.3 |
|
0.500 |
1,232.4 |
|
0.382 |
1,231.4 |
|
LOW |
1,228.5 |
|
0.618 |
1,223.7 |
|
1.000 |
1,220.8 |
|
1.618 |
1,216.0 |
|
2.618 |
1,208.3 |
|
4.250 |
1,195.8 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,233.6 |
1,229.9 |
| PP |
1,233.0 |
1,225.5 |
| S1 |
1,232.4 |
1,221.2 |
|