Trading Metrics calculated at close of trading on 01-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,337.5 |
1,343.8 |
6.3 |
0.5% |
1,334.0 |
High |
1,346.9 |
1,350.6 |
3.7 |
0.3% |
1,365.4 |
Low |
1,331.8 |
1,336.7 |
4.9 |
0.4% |
1,328.0 |
Close |
1,339.0 |
1,344.3 |
5.3 |
0.4% |
1,352.1 |
Range |
15.1 |
13.9 |
-1.2 |
-7.9% |
37.4 |
ATR |
14.7 |
14.6 |
-0.1 |
-0.4% |
0.0 |
Volume |
4,881 |
1,680 |
-3,201 |
-65.6% |
2,092,903 |
|
Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.6 |
1,378.8 |
1,351.9 |
|
R3 |
1,371.7 |
1,364.9 |
1,348.1 |
|
R2 |
1,357.8 |
1,357.8 |
1,346.8 |
|
R1 |
1,351.0 |
1,351.0 |
1,345.6 |
1,354.4 |
PP |
1,343.9 |
1,343.9 |
1,343.9 |
1,345.6 |
S1 |
1,337.1 |
1,337.1 |
1,343.0 |
1,340.5 |
S2 |
1,330.0 |
1,330.0 |
1,341.8 |
|
S3 |
1,316.1 |
1,323.2 |
1,340.5 |
|
S4 |
1,302.2 |
1,309.3 |
1,336.7 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.7 |
1,443.8 |
1,372.7 |
|
R3 |
1,423.3 |
1,406.4 |
1,362.4 |
|
R2 |
1,385.9 |
1,385.9 |
1,359.0 |
|
R1 |
1,369.0 |
1,369.0 |
1,355.5 |
1,377.5 |
PP |
1,348.5 |
1,348.5 |
1,348.5 |
1,352.7 |
S1 |
1,331.6 |
1,331.6 |
1,348.7 |
1,340.1 |
S2 |
1,311.1 |
1,311.1 |
1,345.2 |
|
S3 |
1,273.7 |
1,294.2 |
1,341.8 |
|
S4 |
1,236.3 |
1,256.8 |
1,331.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,356.0 |
1,331.8 |
24.2 |
1.8% |
14.3 |
1.1% |
52% |
False |
False |
136,233 |
10 |
1,365.4 |
1,326.6 |
38.8 |
2.9% |
14.9 |
1.1% |
46% |
False |
False |
270,740 |
20 |
1,365.4 |
1,307.1 |
58.3 |
4.3% |
14.3 |
1.1% |
64% |
False |
False |
309,299 |
40 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.7 |
0.9% |
83% |
False |
False |
277,402 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.6 |
0.9% |
83% |
False |
False |
224,273 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.4 |
0.9% |
83% |
False |
False |
170,203 |
100 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.6 |
0.9% |
83% |
False |
False |
136,956 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.5% |
12.7 |
0.9% |
83% |
False |
False |
114,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.7 |
2.618 |
1,387.0 |
1.618 |
1,373.1 |
1.000 |
1,364.5 |
0.618 |
1,359.2 |
HIGH |
1,350.6 |
0.618 |
1,345.3 |
0.500 |
1,343.7 |
0.382 |
1,342.0 |
LOW |
1,336.7 |
0.618 |
1,328.1 |
1.000 |
1,322.8 |
1.618 |
1,314.2 |
2.618 |
1,300.3 |
4.250 |
1,277.6 |
|
|
Fisher Pivots for day following 01-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,344.1 |
1,343.3 |
PP |
1,343.9 |
1,342.2 |
S1 |
1,343.7 |
1,341.2 |
|