| 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 |
11,620.5 |
11,647.0 |
26.5 |
0.2% |
11,778.0 |
| High |
11,701.0 |
11,678.5 |
-22.5 |
-0.2% |
11,796.5 |
| Low |
11,620.5 |
11,476.0 |
-144.5 |
-1.2% |
11,535.0 |
| Close |
11,661.5 |
11,523.5 |
-138.0 |
-1.2% |
11,661.5 |
| Range |
80.5 |
202.5 |
122.0 |
151.6% |
261.5 |
| ATR |
117.9 |
124.0 |
6.0 |
5.1% |
0.0 |
| Volume |
68,868 |
83,637 |
14,769 |
21.4% |
416,118 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,166.8 |
12,047.7 |
11,634.9 |
|
| R3 |
11,964.3 |
11,845.2 |
11,579.2 |
|
| R2 |
11,761.8 |
11,761.8 |
11,560.6 |
|
| R1 |
11,642.7 |
11,642.7 |
11,542.1 |
11,601.0 |
| PP |
11,559.3 |
11,559.3 |
11,559.3 |
11,538.5 |
| S1 |
11,440.2 |
11,440.2 |
11,504.9 |
11,398.5 |
| S2 |
11,356.8 |
11,356.8 |
11,486.4 |
|
| S3 |
11,154.3 |
11,237.7 |
11,467.8 |
|
| S4 |
10,951.8 |
11,035.2 |
11,412.1 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,448.8 |
12,316.7 |
11,805.3 |
|
| R3 |
12,187.3 |
12,055.2 |
11,733.4 |
|
| R2 |
11,925.8 |
11,925.8 |
11,709.4 |
|
| R1 |
11,793.7 |
11,793.7 |
11,685.5 |
11,729.0 |
| PP |
11,664.3 |
11,664.3 |
11,664.3 |
11,632.0 |
| S1 |
11,532.2 |
11,532.2 |
11,637.5 |
11,467.5 |
| S2 |
11,402.8 |
11,402.8 |
11,613.6 |
|
| S3 |
11,141.3 |
11,270.7 |
11,589.6 |
|
| S4 |
10,879.8 |
11,009.2 |
11,517.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,735.0 |
11,476.0 |
259.0 |
2.2% |
135.1 |
1.2% |
18% |
False |
True |
79,674 |
| 10 |
11,895.0 |
11,476.0 |
419.0 |
3.6% |
123.7 |
1.1% |
11% |
False |
True |
79,295 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.1% |
117.0 |
1.0% |
21% |
False |
False |
76,107 |
| 40 |
11,895.0 |
11,139.0 |
756.0 |
6.6% |
102.5 |
0.9% |
51% |
False |
False |
64,732 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
13.0% |
112.9 |
1.0% |
75% |
False |
False |
43,446 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.3% |
120.9 |
1.0% |
80% |
False |
False |
32,645 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.3% |
123.5 |
1.1% |
80% |
False |
False |
26,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,539.1 |
|
2.618 |
12,208.6 |
|
1.618 |
12,006.1 |
|
1.000 |
11,881.0 |
|
0.618 |
11,803.6 |
|
HIGH |
11,678.5 |
|
0.618 |
11,601.1 |
|
0.500 |
11,577.3 |
|
0.382 |
11,553.4 |
|
LOW |
11,476.0 |
|
0.618 |
11,350.9 |
|
1.000 |
11,273.5 |
|
1.618 |
11,148.4 |
|
2.618 |
10,945.9 |
|
4.250 |
10,615.4 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,577.3 |
11,588.5 |
| PP |
11,559.3 |
11,566.8 |
| S1 |
11,541.4 |
11,545.2 |
|