| 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 |
19,966 |
20,006 |
40 |
0.2% |
19,969 |
| High |
20,086 |
20,052 |
-34 |
-0.2% |
20,007 |
| Low |
19,957 |
19,966 |
9 |
0.0% |
19,713 |
| Close |
20,018 |
20,002 |
-16 |
-0.1% |
19,986 |
| Range |
129 |
86 |
-43 |
-33.3% |
294 |
| ATR |
136 |
132 |
-4 |
-2.6% |
0 |
| Volume |
111,316 |
107,592 |
-3,724 |
-3.3% |
694,577 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,265 |
20,219 |
20,049 |
|
| R3 |
20,179 |
20,133 |
20,026 |
|
| R2 |
20,093 |
20,093 |
20,018 |
|
| R1 |
20,047 |
20,047 |
20,010 |
20,027 |
| PP |
20,007 |
20,007 |
20,007 |
19,997 |
| S1 |
19,961 |
19,961 |
19,994 |
19,941 |
| S2 |
19,921 |
19,921 |
19,986 |
|
| S3 |
19,835 |
19,875 |
19,978 |
|
| S4 |
19,749 |
19,789 |
19,955 |
|
|
| 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 |
20,086 |
19,735 |
351 |
1.8% |
129 |
0.6% |
76% |
False |
False |
118,041 |
| 10 |
20,086 |
19,713 |
373 |
1.9% |
128 |
0.6% |
77% |
False |
False |
120,898 |
| 20 |
20,086 |
19,607 |
479 |
2.4% |
135 |
0.7% |
82% |
False |
False |
127,686 |
| 40 |
20,086 |
19,607 |
479 |
2.4% |
127 |
0.6% |
82% |
False |
False |
119,279 |
| 60 |
20,086 |
18,613 |
1,473 |
7.4% |
124 |
0.6% |
94% |
False |
False |
82,570 |
| 80 |
20,086 |
17,360 |
2,726 |
13.6% |
143 |
0.7% |
97% |
False |
False |
61,995 |
| 100 |
20,086 |
17,360 |
2,726 |
13.6% |
149 |
0.7% |
97% |
False |
False |
49,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,418 |
|
2.618 |
20,277 |
|
1.618 |
20,191 |
|
1.000 |
20,138 |
|
0.618 |
20,105 |
|
HIGH |
20,052 |
|
0.618 |
20,019 |
|
0.500 |
20,009 |
|
0.382 |
19,999 |
|
LOW |
19,966 |
|
0.618 |
19,913 |
|
1.000 |
19,880 |
|
1.618 |
19,827 |
|
2.618 |
19,741 |
|
4.250 |
19,601 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,009 |
20,009 |
| PP |
20,007 |
20,007 |
| S1 |
20,004 |
20,004 |
|