Trading Metrics calculated at close of trading on 06-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,331.1 |
1,338.2 |
7.1 |
0.5% |
1,349.0 |
High |
1,340.2 |
1,343.7 |
3.5 |
0.3% |
1,352.1 |
Low |
1,329.0 |
1,319.5 |
-9.5 |
-0.7% |
1,327.7 |
Close |
1,333.0 |
1,326.1 |
-6.9 |
-0.5% |
1,333.7 |
Range |
11.2 |
24.2 |
13.0 |
116.1% |
24.4 |
ATR |
15.0 |
15.7 |
0.7 |
4.4% |
0.0 |
Volume |
641 |
529 |
-112 |
-17.5% |
342,048 |
|
Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.4 |
1,388.4 |
1,339.4 |
|
R3 |
1,378.2 |
1,364.2 |
1,332.8 |
|
R2 |
1,354.0 |
1,354.0 |
1,330.5 |
|
R1 |
1,340.0 |
1,340.0 |
1,328.3 |
1,334.9 |
PP |
1,329.8 |
1,329.8 |
1,329.8 |
1,327.2 |
S1 |
1,315.8 |
1,315.8 |
1,323.9 |
1,310.7 |
S2 |
1,305.6 |
1,305.6 |
1,321.7 |
|
S3 |
1,281.4 |
1,291.6 |
1,319.4 |
|
S4 |
1,257.2 |
1,267.4 |
1,312.8 |
|
|
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 |
1,319.5 |
32.6 |
2.5% |
17.8 |
1.3% |
20% |
False |
True |
2,114 |
10 |
1,365.4 |
1,319.5 |
45.9 |
3.5% |
17.8 |
1.3% |
14% |
False |
True |
172,846 |
20 |
1,365.4 |
1,308.9 |
56.5 |
4.3% |
15.4 |
1.2% |
30% |
False |
False |
262,192 |
40 |
1,365.4 |
1,238.3 |
127.1 |
9.6% |
13.1 |
1.0% |
69% |
False |
False |
254,644 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.6% |
13.0 |
1.0% |
69% |
False |
False |
223,327 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.6% |
12.8 |
1.0% |
69% |
False |
False |
170,001 |
100 |
1,365.4 |
1,238.3 |
127.1 |
9.6% |
12.8 |
1.0% |
69% |
False |
False |
136,925 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.9 |
1.0% |
69% |
False |
False |
114,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.6 |
2.618 |
1,407.1 |
1.618 |
1,382.9 |
1.000 |
1,367.9 |
0.618 |
1,358.7 |
HIGH |
1,343.7 |
0.618 |
1,334.5 |
0.500 |
1,331.6 |
0.382 |
1,328.7 |
LOW |
1,319.5 |
0.618 |
1,304.5 |
1.000 |
1,295.3 |
1.618 |
1,280.3 |
2.618 |
1,256.1 |
4.250 |
1,216.7 |
|
|
Fisher Pivots for day following 06-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,331.6 |
1,335.8 |
PP |
1,329.8 |
1,332.6 |
S1 |
1,327.9 |
1,329.3 |
|