| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
3,256.0 |
3,255.0 |
-1.0 |
0.0% |
3,273.0 |
| High |
3,277.0 |
3,268.0 |
-9.0 |
-0.3% |
3,340.0 |
| Low |
3,223.0 |
3,247.0 |
24.0 |
0.7% |
3,254.0 |
| Close |
3,234.0 |
3,249.0 |
15.0 |
0.5% |
3,295.0 |
| Range |
54.0 |
21.0 |
-33.0 |
-61.1% |
86.0 |
| ATR |
41.1 |
40.6 |
-0.5 |
-1.2% |
0.0 |
| Volume |
1,288,839 |
864,176 |
-424,663 |
-32.9% |
4,437,682 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,317.7 |
3,304.3 |
3,260.6 |
|
| R3 |
3,296.7 |
3,283.3 |
3,254.8 |
|
| R2 |
3,275.7 |
3,275.7 |
3,252.9 |
|
| R1 |
3,262.3 |
3,262.3 |
3,250.9 |
3,258.5 |
| PP |
3,254.7 |
3,254.7 |
3,254.7 |
3,252.8 |
| S1 |
3,241.3 |
3,241.3 |
3,247.1 |
3,237.5 |
| S2 |
3,233.7 |
3,233.7 |
3,245.2 |
|
| S3 |
3,212.7 |
3,220.3 |
3,243.2 |
|
| S4 |
3,191.7 |
3,199.3 |
3,237.5 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,554.3 |
3,510.7 |
3,342.3 |
|
| R3 |
3,468.3 |
3,424.7 |
3,318.7 |
|
| R2 |
3,382.3 |
3,382.3 |
3,310.8 |
|
| R1 |
3,338.7 |
3,338.7 |
3,302.9 |
3,360.5 |
| PP |
3,296.3 |
3,296.3 |
3,296.3 |
3,307.3 |
| S1 |
3,252.7 |
3,252.7 |
3,287.1 |
3,274.5 |
| S2 |
3,210.3 |
3,210.3 |
3,279.2 |
|
| S3 |
3,124.3 |
3,166.7 |
3,271.4 |
|
| S4 |
3,038.3 |
3,080.7 |
3,247.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
39.0 |
1.2% |
22% |
False |
False |
1,053,281 |
| 10 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
38.6 |
1.2% |
22% |
False |
False |
989,789 |
| 20 |
3,340.0 |
3,223.0 |
117.0 |
3.6% |
37.8 |
1.2% |
22% |
False |
False |
916,045 |
| 40 |
3,340.0 |
3,034.0 |
306.0 |
9.4% |
37.1 |
1.1% |
70% |
False |
False |
828,225 |
| 60 |
3,340.0 |
2,868.0 |
472.0 |
14.5% |
40.8 |
1.3% |
81% |
False |
False |
560,675 |
| 80 |
3,340.0 |
2,868.0 |
472.0 |
14.5% |
38.6 |
1.2% |
81% |
False |
False |
423,313 |
| 100 |
3,340.0 |
2,868.0 |
472.0 |
14.5% |
39.0 |
1.2% |
81% |
False |
False |
339,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,357.3 |
|
2.618 |
3,323.0 |
|
1.618 |
3,302.0 |
|
1.000 |
3,289.0 |
|
0.618 |
3,281.0 |
|
HIGH |
3,268.0 |
|
0.618 |
3,260.0 |
|
0.500 |
3,257.5 |
|
0.382 |
3,255.0 |
|
LOW |
3,247.0 |
|
0.618 |
3,234.0 |
|
1.000 |
3,226.0 |
|
1.618 |
3,213.0 |
|
2.618 |
3,192.0 |
|
4.250 |
3,157.8 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,257.5 |
3,257.0 |
| PP |
3,254.7 |
3,254.3 |
| S1 |
3,251.8 |
3,251.7 |
|