| 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 |
19,814 |
19,826 |
12 |
0.1% |
19,746 |
| High |
19,896 |
19,851 |
-45 |
-0.2% |
20,073 |
| Low |
19,774 |
19,735 |
-39 |
-0.2% |
19,666 |
| Close |
19,816 |
19,821 |
5 |
0.0% |
20,012 |
| Range |
122 |
116 |
-6 |
-4.9% |
407 |
| ATR |
135 |
134 |
-1 |
-1.0% |
0 |
| Volume |
133,901 |
130,390 |
-3,511 |
-2.6% |
562,866 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,150 |
20,102 |
19,885 |
|
| R3 |
20,034 |
19,986 |
19,853 |
|
| R2 |
19,918 |
19,918 |
19,842 |
|
| R1 |
19,870 |
19,870 |
19,832 |
19,836 |
| PP |
19,802 |
19,802 |
19,802 |
19,786 |
| S1 |
19,754 |
19,754 |
19,810 |
19,720 |
| S2 |
19,686 |
19,686 |
19,800 |
|
| S3 |
19,570 |
19,638 |
19,789 |
|
| S4 |
19,454 |
19,522 |
19,757 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,138 |
20,982 |
20,236 |
|
| R3 |
20,731 |
20,575 |
20,124 |
|
| R2 |
20,324 |
20,324 |
20,087 |
|
| R1 |
20,168 |
20,168 |
20,049 |
20,246 |
| PP |
19,917 |
19,917 |
19,917 |
19,956 |
| S1 |
19,761 |
19,761 |
19,975 |
19,839 |
| S2 |
19,510 |
19,510 |
19,938 |
|
| S3 |
19,103 |
19,354 |
19,900 |
|
| S4 |
18,696 |
18,947 |
19,788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,073 |
19,713 |
360 |
1.8% |
136 |
0.7% |
30% |
False |
False |
127,979 |
| 10 |
20,073 |
19,652 |
421 |
2.1% |
132 |
0.7% |
40% |
False |
False |
127,593 |
| 20 |
20,073 |
19,607 |
466 |
2.4% |
135 |
0.7% |
46% |
False |
False |
126,070 |
| 40 |
20,073 |
19,114 |
959 |
4.8% |
132 |
0.7% |
74% |
False |
False |
112,089 |
| 60 |
20,073 |
17,360 |
2,713 |
13.7% |
148 |
0.7% |
91% |
False |
False |
74,959 |
| 80 |
20,073 |
17,360 |
2,713 |
13.7% |
146 |
0.7% |
91% |
False |
False |
56,255 |
| 100 |
20,073 |
17,360 |
2,713 |
13.7% |
153 |
0.8% |
91% |
False |
False |
45,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,344 |
|
2.618 |
20,155 |
|
1.618 |
20,039 |
|
1.000 |
19,967 |
|
0.618 |
19,923 |
|
HIGH |
19,851 |
|
0.618 |
19,807 |
|
0.500 |
19,793 |
|
0.382 |
19,779 |
|
LOW |
19,735 |
|
0.618 |
19,663 |
|
1.000 |
19,619 |
|
1.618 |
19,547 |
|
2.618 |
19,431 |
|
4.250 |
19,242 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,812 |
19,816 |
| PP |
19,802 |
19,810 |
| S1 |
19,793 |
19,805 |
|