| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
20,107.62 |
20,049.29 |
-58.33 |
-0.3% |
20,028.62 |
| High |
20,155.35 |
20,068.28 |
-87.07 |
-0.4% |
20,081.48 |
| Low |
20,068.68 |
20,015.33 |
-53.35 |
-0.3% |
19,784.77 |
| Close |
20,090.29 |
20,054.34 |
-35.95 |
-0.2% |
20,071.46 |
| Range |
86.67 |
52.95 |
-33.72 |
-38.9% |
296.71 |
| ATR |
124.83 |
121.27 |
-3.56 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,204.83 |
20,182.54 |
20,083.46 |
|
| R3 |
20,151.88 |
20,129.59 |
20,068.90 |
|
| R2 |
20,098.93 |
20,098.93 |
20,064.05 |
|
| R1 |
20,076.64 |
20,076.64 |
20,059.19 |
20,087.79 |
| PP |
20,045.98 |
20,045.98 |
20,045.98 |
20,051.56 |
| S1 |
20,023.69 |
20,023.69 |
20,049.49 |
20,034.84 |
| S2 |
19,993.03 |
19,993.03 |
20,044.63 |
|
| S3 |
19,940.08 |
19,970.74 |
20,039.78 |
|
| S4 |
19,887.13 |
19,917.79 |
20,025.22 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,869.37 |
20,767.12 |
20,234.65 |
|
| R3 |
20,572.66 |
20,470.41 |
20,153.06 |
|
| R2 |
20,275.95 |
20,275.95 |
20,125.86 |
|
| R1 |
20,173.70 |
20,173.70 |
20,098.66 |
20,224.83 |
| PP |
19,979.24 |
19,979.24 |
19,979.24 |
20,004.80 |
| S1 |
19,876.99 |
19,876.99 |
20,044.26 |
19,928.12 |
| S2 |
19,682.53 |
19,682.53 |
20,017.06 |
|
| S3 |
19,385.82 |
19,580.28 |
19,989.86 |
|
| S4 |
19,089.11 |
19,283.57 |
19,908.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,155.35 |
19,831.09 |
324.26 |
1.6% |
88.14 |
0.4% |
69% |
False |
False |
|
| 10 |
20,155.35 |
19,784.77 |
370.58 |
1.8% |
95.54 |
0.5% |
73% |
False |
False |
|
| 20 |
20,155.35 |
19,677.94 |
477.41 |
2.4% |
106.83 |
0.5% |
79% |
False |
False |
|
| 40 |
20,155.35 |
19,677.94 |
477.41 |
2.4% |
105.05 |
0.5% |
79% |
False |
False |
|
| 60 |
20,155.35 |
18,736.96 |
1,418.39 |
7.1% |
103.40 |
0.5% |
93% |
False |
False |
|
| 80 |
20,155.35 |
17,883.56 |
2,271.79 |
11.3% |
115.15 |
0.6% |
96% |
False |
False |
|
| 100 |
20,155.35 |
17,883.56 |
2,271.79 |
11.3% |
123.30 |
0.6% |
96% |
False |
False |
|
| 120 |
20,155.35 |
17,883.56 |
2,271.79 |
11.3% |
126.47 |
0.6% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,293.32 |
|
2.618 |
20,206.90 |
|
1.618 |
20,153.95 |
|
1.000 |
20,121.23 |
|
0.618 |
20,101.00 |
|
HIGH |
20,068.28 |
|
0.618 |
20,048.05 |
|
0.500 |
20,041.81 |
|
0.382 |
20,035.56 |
|
LOW |
20,015.33 |
|
0.618 |
19,982.61 |
|
1.000 |
19,962.38 |
|
1.618 |
19,929.66 |
|
2.618 |
19,876.71 |
|
4.250 |
19,790.29 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,050.16 |
20,079.08 |
| PP |
20,045.98 |
20,070.83 |
| S1 |
20,041.81 |
20,062.59 |
|