| 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 |
2,274.00 |
2,293.00 |
19.00 |
0.8% |
2,282.00 |
| High |
2,294.00 |
2,294.25 |
0.25 |
0.0% |
2,294.00 |
| Low |
2,270.50 |
2,283.50 |
13.00 |
0.6% |
2,262.25 |
| Close |
2,291.00 |
2,286.50 |
-4.50 |
-0.2% |
2,291.00 |
| Range |
23.50 |
10.75 |
-12.75 |
-54.3% |
31.75 |
| ATR |
16.82 |
16.39 |
-0.43 |
-2.6% |
0.00 |
| Volume |
1,405,520 |
1,164,914 |
-240,606 |
-17.1% |
7,864,754 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.25 |
2,314.25 |
2,292.50 |
|
| R3 |
2,309.50 |
2,303.50 |
2,289.50 |
|
| R2 |
2,298.75 |
2,298.75 |
2,288.50 |
|
| R1 |
2,292.75 |
2,292.75 |
2,287.50 |
2,290.50 |
| PP |
2,288.00 |
2,288.00 |
2,288.00 |
2,287.00 |
| S1 |
2,282.00 |
2,282.00 |
2,285.50 |
2,279.50 |
| S2 |
2,277.25 |
2,277.25 |
2,284.50 |
|
| S3 |
2,266.50 |
2,271.25 |
2,283.50 |
|
| S4 |
2,255.75 |
2,260.50 |
2,280.50 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.75 |
2,366.00 |
2,308.50 |
|
| R3 |
2,346.00 |
2,334.25 |
2,299.75 |
|
| R2 |
2,314.25 |
2,314.25 |
2,296.75 |
|
| R1 |
2,302.50 |
2,302.50 |
2,294.00 |
2,308.50 |
| PP |
2,282.50 |
2,282.50 |
2,282.50 |
2,285.25 |
| S1 |
2,270.75 |
2,270.75 |
2,288.00 |
2,276.50 |
| S2 |
2,250.75 |
2,250.75 |
2,285.25 |
|
| S3 |
2,219.00 |
2,239.00 |
2,282.25 |
|
| S4 |
2,187.25 |
2,207.25 |
2,273.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,294.25 |
2,262.25 |
32.00 |
1.4% |
16.50 |
0.7% |
76% |
True |
False |
1,435,735 |
| 10 |
2,299.50 |
2,259.50 |
40.00 |
1.7% |
16.50 |
0.7% |
68% |
False |
False |
1,380,176 |
| 20 |
2,299.50 |
2,248.50 |
51.00 |
2.2% |
15.50 |
0.7% |
75% |
False |
False |
1,403,047 |
| 40 |
2,299.50 |
2,227.75 |
71.75 |
3.1% |
16.00 |
0.7% |
82% |
False |
False |
1,346,768 |
| 60 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
18.50 |
0.8% |
95% |
False |
False |
909,168 |
| 80 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
18.50 |
0.8% |
95% |
False |
False |
682,646 |
| 100 |
2,299.50 |
2,023.00 |
276.50 |
12.1% |
19.25 |
0.8% |
95% |
False |
False |
546,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,340.00 |
|
2.618 |
2,322.50 |
|
1.618 |
2,311.75 |
|
1.000 |
2,305.00 |
|
0.618 |
2,301.00 |
|
HIGH |
2,294.25 |
|
0.618 |
2,290.25 |
|
0.500 |
2,289.00 |
|
0.382 |
2,287.50 |
|
LOW |
2,283.50 |
|
0.618 |
2,276.75 |
|
1.000 |
2,272.75 |
|
1.618 |
2,266.00 |
|
2.618 |
2,255.25 |
|
4.250 |
2,237.75 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,289.00 |
2,284.00 |
| PP |
2,288.00 |
2,281.75 |
| S1 |
2,287.25 |
2,279.50 |
|