| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,234.2 |
1,232.1 |
-2.1 |
-0.2% |
1,191.7 |
| High |
1,236.2 |
1,243.9 |
7.7 |
0.6% |
1,224.2 |
| Low |
1,228.5 |
1,231.0 |
2.5 |
0.2% |
1,187.1 |
| Close |
1,234.2 |
1,237.6 |
3.4 |
0.3% |
1,218.5 |
| Range |
7.7 |
12.9 |
5.2 |
67.5% |
37.1 |
| ATR |
15.5 |
15.3 |
-0.2 |
-1.2% |
0.0 |
| Volume |
1,177 |
288 |
-889 |
-75.5% |
57,237 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.2 |
1,269.8 |
1,244.7 |
|
| R3 |
1,263.3 |
1,256.9 |
1,241.1 |
|
| R2 |
1,250.4 |
1,250.4 |
1,240.0 |
|
| R1 |
1,244.0 |
1,244.0 |
1,238.8 |
1,247.2 |
| PP |
1,237.5 |
1,237.5 |
1,237.5 |
1,239.1 |
| S1 |
1,231.1 |
1,231.1 |
1,236.4 |
1,234.3 |
| S2 |
1,224.6 |
1,224.6 |
1,235.2 |
|
| S3 |
1,211.7 |
1,218.2 |
1,234.1 |
|
| S4 |
1,198.8 |
1,205.3 |
1,230.5 |
|
|
| 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 |
1,243.9 |
1,206.2 |
37.7 |
3.0% |
13.4 |
1.1% |
83% |
True |
False |
950 |
| 10 |
1,243.9 |
1,179.7 |
64.2 |
5.2% |
14.4 |
1.2% |
90% |
True |
False |
53,827 |
| 20 |
1,243.9 |
1,177.0 |
66.9 |
5.4% |
15.1 |
1.2% |
91% |
True |
False |
162,715 |
| 40 |
1,243.9 |
1,124.3 |
119.6 |
9.7% |
14.7 |
1.2% |
95% |
True |
False |
166,182 |
| 60 |
1,268.1 |
1,124.3 |
143.8 |
11.6% |
16.1 |
1.3% |
79% |
False |
False |
148,707 |
| 80 |
1,341.0 |
1,124.3 |
216.7 |
17.5% |
16.4 |
1.3% |
52% |
False |
False |
115,658 |
| 100 |
1,351.2 |
1,124.3 |
226.9 |
18.3% |
16.0 |
1.3% |
50% |
False |
False |
93,750 |
| 120 |
1,365.0 |
1,124.3 |
240.7 |
19.4% |
15.8 |
1.3% |
47% |
False |
False |
78,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,298.7 |
|
2.618 |
1,277.7 |
|
1.618 |
1,264.8 |
|
1.000 |
1,256.8 |
|
0.618 |
1,251.9 |
|
HIGH |
1,243.9 |
|
0.618 |
1,239.0 |
|
0.500 |
1,237.5 |
|
0.382 |
1,235.9 |
|
LOW |
1,231.0 |
|
0.618 |
1,223.0 |
|
1.000 |
1,218.1 |
|
1.618 |
1,210.1 |
|
2.618 |
1,197.2 |
|
4.250 |
1,176.2 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,237.6 |
1,235.5 |
| PP |
1,237.5 |
1,233.3 |
| S1 |
1,237.5 |
1,231.2 |
|