| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
20,006 |
20,010 |
4 |
0.0% |
19,969 |
| High |
20,052 |
20,158 |
106 |
0.5% |
20,007 |
| Low |
19,966 |
19,982 |
16 |
0.1% |
19,713 |
| Close |
20,002 |
20,136 |
134 |
0.7% |
19,986 |
| Range |
86 |
176 |
90 |
104.7% |
294 |
| ATR |
132 |
136 |
3 |
2.3% |
0 |
| Volume |
107,592 |
113,826 |
6,234 |
5.8% |
694,577 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,620 |
20,554 |
20,233 |
|
| R3 |
20,444 |
20,378 |
20,185 |
|
| R2 |
20,268 |
20,268 |
20,168 |
|
| R1 |
20,202 |
20,202 |
20,152 |
20,235 |
| PP |
20,092 |
20,092 |
20,092 |
20,109 |
| S1 |
20,026 |
20,026 |
20,120 |
20,059 |
| S2 |
19,916 |
19,916 |
20,104 |
|
| S3 |
19,740 |
19,850 |
20,088 |
|
| S4 |
19,564 |
19,674 |
20,039 |
|
|
| 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 |
20,158 |
19,783 |
375 |
1.9% |
141 |
0.7% |
94% |
True |
False |
114,728 |
| 10 |
20,158 |
19,713 |
445 |
2.2% |
138 |
0.7% |
95% |
True |
False |
121,354 |
| 20 |
20,158 |
19,607 |
551 |
2.7% |
136 |
0.7% |
96% |
True |
False |
124,114 |
| 40 |
20,158 |
19,607 |
551 |
2.7% |
128 |
0.6% |
96% |
True |
False |
118,373 |
| 60 |
20,158 |
18,697 |
1,461 |
7.3% |
125 |
0.6% |
98% |
True |
False |
84,462 |
| 80 |
20,158 |
17,360 |
2,798 |
13.9% |
143 |
0.7% |
99% |
True |
False |
63,417 |
| 100 |
20,158 |
17,360 |
2,798 |
13.9% |
150 |
0.7% |
99% |
True |
False |
50,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,906 |
|
2.618 |
20,619 |
|
1.618 |
20,443 |
|
1.000 |
20,334 |
|
0.618 |
20,267 |
|
HIGH |
20,158 |
|
0.618 |
20,091 |
|
0.500 |
20,070 |
|
0.382 |
20,049 |
|
LOW |
19,982 |
|
0.618 |
19,873 |
|
1.000 |
19,806 |
|
1.618 |
19,697 |
|
2.618 |
19,521 |
|
4.250 |
19,234 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,114 |
20,110 |
| PP |
20,092 |
20,084 |
| S1 |
20,070 |
20,058 |
|