Trading Metrics calculated at close of trading on 01-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,123.50 |
5,132.00 |
8.50 |
0.2% |
5,059.00 |
High |
5,135.00 |
5,158.25 |
23.25 |
0.5% |
5,168.50 |
Low |
5,083.25 |
5,123.00 |
39.75 |
0.8% |
5,030.25 |
Close |
5,112.75 |
5,148.50 |
35.75 |
0.7% |
5,162.50 |
Range |
51.75 |
35.25 |
-16.50 |
-31.9% |
138.25 |
ATR |
45.34 |
45.35 |
0.01 |
0.0% |
0.00 |
Volume |
214,696 |
237,364 |
22,668 |
10.6% |
787,652 |
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,249.00 |
5,234.00 |
5,168.00 |
|
R3 |
5,213.75 |
5,198.75 |
5,158.25 |
|
R2 |
5,178.50 |
5,178.50 |
5,155.00 |
|
R1 |
5,163.50 |
5,163.50 |
5,151.75 |
5,171.00 |
PP |
5,143.25 |
5,143.25 |
5,143.25 |
5,147.00 |
S1 |
5,128.25 |
5,128.25 |
5,145.25 |
5,135.75 |
S2 |
5,108.00 |
5,108.00 |
5,142.00 |
|
S3 |
5,072.75 |
5,093.00 |
5,138.75 |
|
S4 |
5,037.50 |
5,057.75 |
5,129.00 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,535.25 |
5,487.00 |
5,238.50 |
|
R3 |
5,397.00 |
5,348.75 |
5,200.50 |
|
R2 |
5,258.75 |
5,258.75 |
5,187.75 |
|
R1 |
5,210.50 |
5,210.50 |
5,175.25 |
5,234.50 |
PP |
5,120.50 |
5,120.50 |
5,120.50 |
5,132.50 |
S1 |
5,072.25 |
5,072.25 |
5,149.75 |
5,096.50 |
S2 |
4,982.25 |
4,982.25 |
5,137.25 |
|
S3 |
4,844.00 |
4,934.00 |
5,124.50 |
|
S4 |
4,705.75 |
4,795.75 |
5,086.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,168.50 |
5,083.25 |
85.25 |
1.7% |
40.50 |
0.8% |
77% |
False |
False |
202,622 |
10 |
5,168.50 |
5,030.25 |
138.25 |
2.7% |
41.25 |
0.8% |
86% |
False |
False |
189,083 |
20 |
5,168.50 |
4,903.00 |
265.50 |
5.2% |
40.50 |
0.8% |
92% |
False |
False |
182,151 |
40 |
5,168.50 |
4,700.50 |
468.00 |
9.1% |
46.25 |
0.9% |
96% |
False |
False |
160,927 |
60 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
56.75 |
1.1% |
97% |
False |
False |
107,522 |
80 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
55.50 |
1.1% |
97% |
False |
False |
80,746 |
100 |
5,168.50 |
4,557.00 |
611.50 |
11.9% |
55.75 |
1.1% |
97% |
False |
False |
64,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,308.00 |
2.618 |
5,250.50 |
1.618 |
5,215.25 |
1.000 |
5,193.50 |
0.618 |
5,180.00 |
HIGH |
5,158.25 |
0.618 |
5,144.75 |
0.500 |
5,140.50 |
0.382 |
5,136.50 |
LOW |
5,123.00 |
0.618 |
5,101.25 |
1.000 |
5,087.75 |
1.618 |
5,066.00 |
2.618 |
5,030.75 |
4.250 |
4,973.25 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,146.00 |
5,139.25 |
PP |
5,143.25 |
5,130.00 |
S1 |
5,140.50 |
5,120.75 |
|