| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
19,818 |
19,992 |
174 |
0.9% |
19,969 |
| High |
20,007 |
20,021 |
14 |
0.1% |
20,007 |
| Low |
19,783 |
19,932 |
149 |
0.8% |
19,713 |
| Close |
19,986 |
19,972 |
-14 |
-0.1% |
19,986 |
| Range |
224 |
89 |
-135 |
-60.3% |
294 |
| ATR |
140 |
137 |
-4 |
-2.6% |
0 |
| Volume |
132,481 |
108,426 |
-24,055 |
-18.2% |
694,577 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,242 |
20,196 |
20,021 |
|
| R3 |
20,153 |
20,107 |
19,997 |
|
| R2 |
20,064 |
20,064 |
19,988 |
|
| R1 |
20,018 |
20,018 |
19,980 |
19,997 |
| PP |
19,975 |
19,975 |
19,975 |
19,964 |
| S1 |
19,929 |
19,929 |
19,964 |
19,908 |
| S2 |
19,886 |
19,886 |
19,956 |
|
| S3 |
19,797 |
19,840 |
19,948 |
|
| S4 |
19,708 |
19,751 |
19,923 |
|
|
| 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 |
20,021 |
19,713 |
308 |
1.5% |
146 |
0.7% |
84% |
True |
False |
130,933 |
| 10 |
20,073 |
19,713 |
360 |
1.8% |
140 |
0.7% |
72% |
False |
False |
123,602 |
| 20 |
20,073 |
19,607 |
466 |
2.3% |
135 |
0.7% |
78% |
False |
False |
126,577 |
| 40 |
20,073 |
19,431 |
642 |
3.2% |
130 |
0.7% |
84% |
False |
False |
117,806 |
| 60 |
20,073 |
17,360 |
2,713 |
13.6% |
146 |
0.7% |
96% |
False |
False |
78,964 |
| 80 |
20,073 |
17,360 |
2,713 |
13.6% |
144 |
0.7% |
96% |
False |
False |
59,264 |
| 100 |
20,073 |
17,360 |
2,713 |
13.6% |
151 |
0.8% |
96% |
False |
False |
47,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,399 |
|
2.618 |
20,254 |
|
1.618 |
20,165 |
|
1.000 |
20,110 |
|
0.618 |
20,076 |
|
HIGH |
20,021 |
|
0.618 |
19,987 |
|
0.500 |
19,977 |
|
0.382 |
19,966 |
|
LOW |
19,932 |
|
0.618 |
19,877 |
|
1.000 |
19,843 |
|
1.618 |
19,788 |
|
2.618 |
19,699 |
|
4.250 |
19,554 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,977 |
19,941 |
| PP |
19,975 |
19,909 |
| S1 |
19,974 |
19,878 |
|