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 |
3,615.0 |
3,575.0 |
-40.0 |
-1.1% |
3,649.0 |
High |
3,634.0 |
3,577.0 |
-57.0 |
-1.6% |
3,650.0 |
Low |
3,563.0 |
3,490.0 |
-73.0 |
-2.0% |
3,490.0 |
Close |
3,567.0 |
3,521.0 |
-46.0 |
-1.3% |
3,521.0 |
Range |
71.0 |
87.0 |
16.0 |
22.5% |
160.0 |
ATR |
37.3 |
40.9 |
3.5 |
9.5% |
0.0 |
Volume |
1,354,670 |
1,496,397 |
141,727 |
10.5% |
5,523,158 |
|
Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,790.3 |
3,742.7 |
3,568.9 |
|
R3 |
3,703.3 |
3,655.7 |
3,544.9 |
|
R2 |
3,616.3 |
3,616.3 |
3,537.0 |
|
R1 |
3,568.7 |
3,568.7 |
3,529.0 |
3,549.0 |
PP |
3,529.3 |
3,529.3 |
3,529.3 |
3,519.5 |
S1 |
3,481.7 |
3,481.7 |
3,513.0 |
3,462.0 |
S2 |
3,442.3 |
3,442.3 |
3,505.1 |
|
S3 |
3,355.3 |
3,394.7 |
3,497.1 |
|
S4 |
3,268.3 |
3,307.7 |
3,473.2 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,033.7 |
3,937.3 |
3,609.0 |
|
R3 |
3,873.7 |
3,777.3 |
3,565.0 |
|
R2 |
3,713.7 |
3,713.7 |
3,550.3 |
|
R1 |
3,617.3 |
3,617.3 |
3,535.7 |
3,585.5 |
PP |
3,553.7 |
3,553.7 |
3,553.7 |
3,537.8 |
S1 |
3,457.3 |
3,457.3 |
3,506.3 |
3,425.5 |
S2 |
3,393.7 |
3,393.7 |
3,491.7 |
|
S3 |
3,233.7 |
3,297.3 |
3,477.0 |
|
S4 |
3,073.7 |
3,137.3 |
3,433.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,650.0 |
3,490.0 |
160.0 |
4.5% |
47.2 |
1.3% |
19% |
False |
True |
1,104,631 |
10 |
3,681.0 |
3,490.0 |
191.0 |
5.4% |
42.6 |
1.2% |
16% |
False |
True |
979,730 |
20 |
3,681.0 |
3,490.0 |
191.0 |
5.4% |
36.5 |
1.0% |
16% |
False |
True |
966,589 |
40 |
3,681.0 |
3,455.0 |
226.0 |
6.4% |
35.8 |
1.0% |
29% |
False |
False |
858,676 |
60 |
3,681.0 |
3,455.0 |
226.0 |
6.4% |
36.6 |
1.0% |
29% |
False |
False |
585,723 |
80 |
3,689.0 |
3,455.0 |
234.0 |
6.6% |
33.3 |
0.9% |
28% |
False |
False |
440,043 |
100 |
3,689.0 |
3,455.0 |
234.0 |
6.6% |
30.2 |
0.9% |
28% |
False |
False |
352,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,946.8 |
2.618 |
3,804.8 |
1.618 |
3,717.8 |
1.000 |
3,664.0 |
0.618 |
3,630.8 |
HIGH |
3,577.0 |
0.618 |
3,543.8 |
0.500 |
3,533.5 |
0.382 |
3,523.2 |
LOW |
3,490.0 |
0.618 |
3,436.2 |
1.000 |
3,403.0 |
1.618 |
3,349.2 |
2.618 |
3,262.2 |
4.250 |
3,120.3 |
|
|
Fisher Pivots for day following 02-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,533.5 |
3,562.0 |
PP |
3,529.3 |
3,548.3 |
S1 |
3,525.2 |
3,534.7 |
|