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 |
3,604.0 |
3,615.0 |
11.0 |
0.3% |
3,645.0 |
High |
3,614.0 |
3,634.0 |
20.0 |
0.6% |
3,681.0 |
Low |
3,593.0 |
3,563.0 |
-30.0 |
-0.8% |
3,604.0 |
Close |
3,600.0 |
3,567.0 |
-33.0 |
-0.9% |
3,638.0 |
Range |
21.0 |
71.0 |
50.0 |
238.1% |
77.0 |
ATR |
34.8 |
37.3 |
2.6 |
7.4% |
0.0 |
Volume |
972,171 |
1,354,670 |
382,499 |
39.3% |
4,274,149 |
|
Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,801.0 |
3,755.0 |
3,606.1 |
|
R3 |
3,730.0 |
3,684.0 |
3,586.5 |
|
R2 |
3,659.0 |
3,659.0 |
3,580.0 |
|
R1 |
3,613.0 |
3,613.0 |
3,573.5 |
3,600.5 |
PP |
3,588.0 |
3,588.0 |
3,588.0 |
3,581.8 |
S1 |
3,542.0 |
3,542.0 |
3,560.5 |
3,529.5 |
S2 |
3,517.0 |
3,517.0 |
3,554.0 |
|
S3 |
3,446.0 |
3,471.0 |
3,547.5 |
|
S4 |
3,375.0 |
3,400.0 |
3,528.0 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,872.0 |
3,832.0 |
3,680.4 |
|
R3 |
3,795.0 |
3,755.0 |
3,659.2 |
|
R2 |
3,718.0 |
3,718.0 |
3,652.1 |
|
R1 |
3,678.0 |
3,678.0 |
3,645.1 |
3,659.5 |
PP |
3,641.0 |
3,641.0 |
3,641.0 |
3,631.8 |
S1 |
3,601.0 |
3,601.0 |
3,630.9 |
3,582.5 |
S2 |
3,564.0 |
3,564.0 |
3,623.9 |
|
S3 |
3,487.0 |
3,524.0 |
3,616.8 |
|
S4 |
3,410.0 |
3,447.0 |
3,595.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,657.0 |
3,563.0 |
94.0 |
2.6% |
37.0 |
1.0% |
4% |
False |
True |
944,316 |
10 |
3,681.0 |
3,563.0 |
118.0 |
3.3% |
38.4 |
1.1% |
3% |
False |
True |
932,949 |
20 |
3,681.0 |
3,507.0 |
174.0 |
4.9% |
35.3 |
1.0% |
34% |
False |
False |
947,768 |
40 |
3,681.0 |
3,455.0 |
226.0 |
6.3% |
34.4 |
1.0% |
50% |
False |
False |
822,273 |
60 |
3,681.0 |
3,455.0 |
226.0 |
6.3% |
35.4 |
1.0% |
50% |
False |
False |
560,785 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.6% |
32.4 |
0.9% |
48% |
False |
False |
421,340 |
100 |
3,689.0 |
3,441.0 |
248.0 |
7.0% |
29.6 |
0.8% |
51% |
False |
False |
337,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,935.8 |
2.618 |
3,819.9 |
1.618 |
3,748.9 |
1.000 |
3,705.0 |
0.618 |
3,677.9 |
HIGH |
3,634.0 |
0.618 |
3,606.9 |
0.500 |
3,598.5 |
0.382 |
3,590.1 |
LOW |
3,563.0 |
0.618 |
3,519.1 |
1.000 |
3,492.0 |
1.618 |
3,448.1 |
2.618 |
3,377.1 |
4.250 |
3,261.3 |
|
|
Fisher Pivots for day following 01-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,598.5 |
3,598.5 |
PP |
3,588.0 |
3,588.0 |
S1 |
3,577.5 |
3,577.5 |
|