Trading Metrics calculated at close of trading on 07-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,338.2 |
1,325.4 |
-12.8 |
-1.0% |
1,349.0 |
High |
1,343.7 |
1,331.2 |
-12.5 |
-0.9% |
1,352.1 |
Low |
1,319.5 |
1,310.5 |
-9.0 |
-0.7% |
1,327.7 |
Close |
1,326.1 |
1,311.6 |
-14.5 |
-1.1% |
1,333.7 |
Range |
24.2 |
20.7 |
-3.5 |
-14.5% |
24.4 |
ATR |
15.7 |
16.0 |
0.4 |
2.3% |
0.0 |
Volume |
529 |
491 |
-38 |
-7.2% |
342,048 |
|
Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.9 |
1,366.4 |
1,323.0 |
|
R3 |
1,359.2 |
1,345.7 |
1,317.3 |
|
R2 |
1,338.5 |
1,338.5 |
1,315.4 |
|
R1 |
1,325.0 |
1,325.0 |
1,313.5 |
1,321.4 |
PP |
1,317.8 |
1,317.8 |
1,317.8 |
1,316.0 |
S1 |
1,304.3 |
1,304.3 |
1,309.7 |
1,300.7 |
S2 |
1,297.1 |
1,297.1 |
1,307.8 |
|
S3 |
1,276.4 |
1,283.6 |
1,305.9 |
|
S4 |
1,255.7 |
1,262.9 |
1,300.2 |
|
|
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 |
1,310.5 |
41.6 |
3.2% |
18.9 |
1.4% |
3% |
False |
True |
1,236 |
10 |
1,365.4 |
1,310.5 |
54.9 |
4.2% |
17.7 |
1.3% |
2% |
False |
True |
122,333 |
20 |
1,365.4 |
1,308.9 |
56.5 |
4.3% |
15.8 |
1.2% |
5% |
False |
False |
245,540 |
40 |
1,365.4 |
1,238.3 |
127.1 |
9.7% |
13.3 |
1.0% |
58% |
False |
False |
247,730 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.7% |
13.2 |
1.0% |
58% |
False |
False |
222,880 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.7% |
12.9 |
1.0% |
58% |
False |
False |
169,927 |
100 |
1,365.4 |
1,238.3 |
127.1 |
9.7% |
12.9 |
1.0% |
58% |
False |
False |
136,908 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.7% |
13.0 |
1.0% |
57% |
False |
False |
114,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.2 |
2.618 |
1,385.4 |
1.618 |
1,364.7 |
1.000 |
1,351.9 |
0.618 |
1,344.0 |
HIGH |
1,331.2 |
0.618 |
1,323.3 |
0.500 |
1,320.9 |
0.382 |
1,318.4 |
LOW |
1,310.5 |
0.618 |
1,297.7 |
1.000 |
1,289.8 |
1.618 |
1,277.0 |
2.618 |
1,256.3 |
4.250 |
1,222.5 |
|
|
Fisher Pivots for day following 07-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,320.9 |
1,327.1 |
PP |
1,317.8 |
1,321.9 |
S1 |
1,314.7 |
1,316.8 |
|