| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
20,010 |
20,133 |
123 |
0.6% |
19,992 |
| High |
20,158 |
20,248 |
90 |
0.4% |
20,248 |
| Low |
19,982 |
20,127 |
145 |
0.7% |
19,932 |
| Close |
20,136 |
20,223 |
87 |
0.4% |
20,223 |
| Range |
176 |
121 |
-55 |
-31.3% |
316 |
| ATR |
136 |
135 |
-1 |
-0.8% |
0 |
| Volume |
113,826 |
99,922 |
-13,904 |
-12.2% |
541,082 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,562 |
20,514 |
20,290 |
|
| R3 |
20,441 |
20,393 |
20,256 |
|
| R2 |
20,320 |
20,320 |
20,245 |
|
| R1 |
20,272 |
20,272 |
20,234 |
20,296 |
| PP |
20,199 |
20,199 |
20,199 |
20,212 |
| S1 |
20,151 |
20,151 |
20,212 |
20,175 |
| S2 |
20,078 |
20,078 |
20,201 |
|
| S3 |
19,957 |
20,030 |
20,190 |
|
| S4 |
19,836 |
19,909 |
20,157 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,082 |
20,969 |
20,397 |
|
| R3 |
20,766 |
20,653 |
20,310 |
|
| R2 |
20,450 |
20,450 |
20,281 |
|
| R1 |
20,337 |
20,337 |
20,252 |
20,394 |
| PP |
20,134 |
20,134 |
20,134 |
20,163 |
| S1 |
20,021 |
20,021 |
20,194 |
20,078 |
| S2 |
19,818 |
19,818 |
20,165 |
|
| S3 |
19,502 |
19,705 |
20,136 |
|
| S4 |
19,186 |
19,389 |
20,049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,248 |
19,932 |
316 |
1.6% |
120 |
0.6% |
92% |
True |
False |
108,216 |
| 10 |
20,248 |
19,713 |
535 |
2.6% |
144 |
0.7% |
95% |
True |
False |
123,565 |
| 20 |
20,248 |
19,607 |
641 |
3.2% |
133 |
0.7% |
96% |
True |
False |
121,519 |
| 40 |
20,248 |
19,607 |
641 |
3.2% |
127 |
0.6% |
96% |
True |
False |
117,065 |
| 60 |
20,248 |
18,697 |
1,551 |
7.7% |
125 |
0.6% |
98% |
True |
False |
86,109 |
| 80 |
20,248 |
17,360 |
2,888 |
14.3% |
144 |
0.7% |
99% |
True |
False |
64,665 |
| 100 |
20,248 |
17,360 |
2,888 |
14.3% |
150 |
0.7% |
99% |
True |
False |
51,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,762 |
|
2.618 |
20,565 |
|
1.618 |
20,444 |
|
1.000 |
20,369 |
|
0.618 |
20,323 |
|
HIGH |
20,248 |
|
0.618 |
20,202 |
|
0.500 |
20,188 |
|
0.382 |
20,173 |
|
LOW |
20,127 |
|
0.618 |
20,052 |
|
1.000 |
20,006 |
|
1.618 |
19,931 |
|
2.618 |
19,810 |
|
4.250 |
19,613 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,211 |
20,184 |
| PP |
20,199 |
20,146 |
| S1 |
20,188 |
20,107 |
|