| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
19,826 |
19,818 |
-8 |
0.0% |
19,969 |
| High |
19,851 |
20,007 |
156 |
0.8% |
20,007 |
| Low |
19,735 |
19,783 |
48 |
0.2% |
19,713 |
| Close |
19,821 |
19,986 |
165 |
0.8% |
19,986 |
| Range |
116 |
224 |
108 |
93.1% |
294 |
| ATR |
134 |
140 |
6 |
4.8% |
0 |
| Volume |
130,390 |
132,481 |
2,091 |
1.6% |
694,577 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,597 |
20,516 |
20,109 |
|
| R3 |
20,373 |
20,292 |
20,048 |
|
| R2 |
20,149 |
20,149 |
20,027 |
|
| R1 |
20,068 |
20,068 |
20,007 |
20,109 |
| PP |
19,925 |
19,925 |
19,925 |
19,946 |
| S1 |
19,844 |
19,844 |
19,966 |
19,885 |
| S2 |
19,701 |
19,701 |
19,945 |
|
| S3 |
19,477 |
19,620 |
19,925 |
|
| S4 |
19,253 |
19,396 |
19,863 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,784 |
20,679 |
20,148 |
|
| R3 |
20,490 |
20,385 |
20,067 |
|
| R2 |
20,196 |
20,196 |
20,040 |
|
| R1 |
20,091 |
20,091 |
20,013 |
20,144 |
| PP |
19,902 |
19,902 |
19,902 |
19,928 |
| S1 |
19,797 |
19,797 |
19,959 |
19,850 |
| S2 |
19,608 |
19,608 |
19,932 |
|
| S3 |
19,314 |
19,503 |
19,905 |
|
| S4 |
19,020 |
19,209 |
19,824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,007 |
19,713 |
294 |
1.5% |
167 |
0.8% |
93% |
True |
False |
138,915 |
| 10 |
20,073 |
19,666 |
407 |
2.0% |
142 |
0.7% |
79% |
False |
False |
125,744 |
| 20 |
20,073 |
19,607 |
466 |
2.3% |
139 |
0.7% |
81% |
False |
False |
127,252 |
| 40 |
20,073 |
19,158 |
915 |
4.6% |
136 |
0.7% |
90% |
False |
False |
115,324 |
| 60 |
20,073 |
17,360 |
2,713 |
13.6% |
148 |
0.7% |
97% |
False |
False |
77,162 |
| 80 |
20,073 |
17,360 |
2,713 |
13.6% |
147 |
0.7% |
97% |
False |
False |
57,910 |
| 100 |
20,073 |
17,360 |
2,713 |
13.6% |
152 |
0.8% |
97% |
False |
False |
46,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,959 |
|
2.618 |
20,594 |
|
1.618 |
20,370 |
|
1.000 |
20,231 |
|
0.618 |
20,146 |
|
HIGH |
20,007 |
|
0.618 |
19,922 |
|
0.500 |
19,895 |
|
0.382 |
19,869 |
|
LOW |
19,783 |
|
0.618 |
19,645 |
|
1.000 |
19,559 |
|
1.618 |
19,421 |
|
2.618 |
19,197 |
|
4.250 |
18,831 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,956 |
19,948 |
| PP |
19,925 |
19,909 |
| S1 |
19,895 |
19,871 |
|