Trading Metrics calculated at close of trading on 02-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,343.8 |
1,348.5 |
4.7 |
0.3% |
1,349.0 |
High |
1,350.6 |
1,352.1 |
1.5 |
0.1% |
1,352.1 |
Low |
1,336.7 |
1,327.7 |
-9.0 |
-0.7% |
1,327.7 |
Close |
1,344.3 |
1,333.7 |
-10.6 |
-0.8% |
1,333.7 |
Range |
13.9 |
24.4 |
10.5 |
75.5% |
24.4 |
ATR |
14.6 |
15.3 |
0.7 |
4.8% |
0.0 |
Volume |
1,680 |
2,841 |
1,161 |
69.1% |
342,048 |
|
Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.0 |
1,396.8 |
1,347.1 |
|
R3 |
1,386.6 |
1,372.4 |
1,340.4 |
|
R2 |
1,362.2 |
1,362.2 |
1,338.2 |
|
R1 |
1,348.0 |
1,348.0 |
1,335.9 |
1,342.9 |
PP |
1,337.8 |
1,337.8 |
1,337.8 |
1,335.3 |
S1 |
1,323.6 |
1,323.6 |
1,331.5 |
1,318.5 |
S2 |
1,313.4 |
1,313.4 |
1,329.2 |
|
S3 |
1,289.0 |
1,299.2 |
1,327.0 |
|
S4 |
1,264.6 |
1,274.8 |
1,320.3 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.0 |
1,396.8 |
1,347.1 |
|
R3 |
1,386.6 |
1,372.4 |
1,340.4 |
|
R2 |
1,362.2 |
1,362.2 |
1,338.2 |
|
R1 |
1,348.0 |
1,348.0 |
1,335.9 |
1,342.9 |
PP |
1,337.8 |
1,337.8 |
1,337.8 |
1,335.3 |
S1 |
1,323.6 |
1,323.6 |
1,331.5 |
1,318.5 |
S2 |
1,313.4 |
1,313.4 |
1,329.2 |
|
S3 |
1,289.0 |
1,299.2 |
1,327.0 |
|
S4 |
1,264.6 |
1,274.8 |
1,320.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,352.1 |
1,327.7 |
24.4 |
1.8% |
16.7 |
1.3% |
25% |
True |
True |
68,409 |
10 |
1,365.4 |
1,327.7 |
37.7 |
2.8% |
16.2 |
1.2% |
16% |
False |
True |
243,495 |
20 |
1,365.4 |
1,308.9 |
56.5 |
4.2% |
14.5 |
1.1% |
44% |
False |
False |
290,949 |
40 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.9 |
1.0% |
75% |
False |
False |
269,103 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.7 |
1.0% |
75% |
False |
False |
224,024 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.6 |
0.9% |
75% |
False |
False |
170,200 |
100 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.7 |
1.0% |
75% |
False |
False |
136,970 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.9 |
1.0% |
75% |
False |
False |
114,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,455.8 |
2.618 |
1,416.0 |
1.618 |
1,391.6 |
1.000 |
1,376.5 |
0.618 |
1,367.2 |
HIGH |
1,352.1 |
0.618 |
1,342.8 |
0.500 |
1,339.9 |
0.382 |
1,337.0 |
LOW |
1,327.7 |
0.618 |
1,312.6 |
1.000 |
1,303.3 |
1.618 |
1,288.2 |
2.618 |
1,263.8 |
4.250 |
1,224.0 |
|
|
Fisher Pivots for day following 02-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,339.9 |
1,339.9 |
PP |
1,337.8 |
1,337.8 |
S1 |
1,335.8 |
1,335.8 |
|