Trading Metrics calculated at close of trading on 05-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,348.5 |
1,331.1 |
-17.4 |
-1.3% |
1,349.0 |
High |
1,352.1 |
1,340.2 |
-11.9 |
-0.9% |
1,352.1 |
Low |
1,327.7 |
1,329.0 |
1.3 |
0.1% |
1,327.7 |
Close |
1,333.7 |
1,333.0 |
-0.7 |
-0.1% |
1,333.7 |
Range |
24.4 |
11.2 |
-13.2 |
-54.1% |
24.4 |
ATR |
15.3 |
15.0 |
-0.3 |
-1.9% |
0.0 |
Volume |
2,841 |
641 |
-2,200 |
-77.4% |
342,048 |
|
Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.7 |
1,361.5 |
1,339.2 |
|
R3 |
1,356.5 |
1,350.3 |
1,336.1 |
|
R2 |
1,345.3 |
1,345.3 |
1,335.1 |
|
R1 |
1,339.1 |
1,339.1 |
1,334.0 |
1,342.2 |
PP |
1,334.1 |
1,334.1 |
1,334.1 |
1,335.6 |
S1 |
1,327.9 |
1,327.9 |
1,332.0 |
1,331.0 |
S2 |
1,322.9 |
1,322.9 |
1,330.9 |
|
S3 |
1,311.7 |
1,316.7 |
1,329.9 |
|
S4 |
1,300.5 |
1,305.5 |
1,326.8 |
|
|
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% |
15.9 |
1.2% |
22% |
False |
False |
12,428 |
10 |
1,365.4 |
1,327.7 |
37.7 |
2.8% |
16.5 |
1.2% |
14% |
False |
False |
209,811 |
20 |
1,365.4 |
1,308.9 |
56.5 |
4.2% |
14.5 |
1.1% |
43% |
False |
False |
274,470 |
40 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
13.0 |
1.0% |
75% |
False |
False |
262,792 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.8 |
1.0% |
75% |
False |
False |
223,705 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.6 |
0.9% |
75% |
False |
False |
170,025 |
100 |
1,365.4 |
1,238.3 |
127.1 |
9.5% |
12.7 |
1.0% |
75% |
False |
False |
136,965 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.9 |
1.0% |
74% |
False |
False |
114,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.8 |
2.618 |
1,369.5 |
1.618 |
1,358.3 |
1.000 |
1,351.4 |
0.618 |
1,347.1 |
HIGH |
1,340.2 |
0.618 |
1,335.9 |
0.500 |
1,334.6 |
0.382 |
1,333.3 |
LOW |
1,329.0 |
0.618 |
1,322.1 |
1.000 |
1,317.8 |
1.618 |
1,310.9 |
2.618 |
1,299.7 |
4.250 |
1,281.4 |
|
|
Fisher Pivots for day following 05-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,334.6 |
1,339.9 |
PP |
1,334.1 |
1,337.6 |
S1 |
1,333.5 |
1,335.3 |
|