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 |
3,575.0 |
3,483.0 |
-92.0 |
-2.6% |
3,649.0 |
High |
3,577.0 |
3,504.0 |
-73.0 |
-2.0% |
3,650.0 |
Low |
3,490.0 |
3,352.0 |
-138.0 |
-4.0% |
3,490.0 |
Close |
3,521.0 |
3,477.0 |
-44.0 |
-1.2% |
3,521.0 |
Range |
87.0 |
152.0 |
65.0 |
74.7% |
160.0 |
ATR |
40.9 |
50.0 |
9.2 |
22.4% |
0.0 |
Volume |
1,496,397 |
1,802,842 |
306,445 |
20.5% |
5,523,158 |
|
Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,900.3 |
3,840.7 |
3,560.6 |
|
R3 |
3,748.3 |
3,688.7 |
3,518.8 |
|
R2 |
3,596.3 |
3,596.3 |
3,504.9 |
|
R1 |
3,536.7 |
3,536.7 |
3,490.9 |
3,490.5 |
PP |
3,444.3 |
3,444.3 |
3,444.3 |
3,421.3 |
S1 |
3,384.7 |
3,384.7 |
3,463.1 |
3,338.5 |
S2 |
3,292.3 |
3,292.3 |
3,449.1 |
|
S3 |
3,140.3 |
3,232.7 |
3,435.2 |
|
S4 |
2,988.3 |
3,080.7 |
3,393.4 |
|
|
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 |
3,634.0 |
3,352.0 |
282.0 |
8.1% |
73.0 |
2.1% |
44% |
False |
True |
1,339,281 |
10 |
3,681.0 |
3,352.0 |
329.0 |
9.5% |
54.3 |
1.6% |
38% |
False |
True |
1,086,528 |
20 |
3,681.0 |
3,352.0 |
329.0 |
9.5% |
41.8 |
1.2% |
38% |
False |
True |
1,006,675 |
40 |
3,681.0 |
3,352.0 |
329.0 |
9.5% |
38.8 |
1.1% |
38% |
False |
True |
901,371 |
60 |
3,681.0 |
3,352.0 |
329.0 |
9.5% |
38.3 |
1.1% |
38% |
False |
True |
615,226 |
80 |
3,689.0 |
3,352.0 |
337.0 |
9.7% |
34.9 |
1.0% |
37% |
False |
True |
462,578 |
100 |
3,689.0 |
3,352.0 |
337.0 |
9.7% |
31.5 |
0.9% |
37% |
False |
True |
370,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,150.0 |
2.618 |
3,901.9 |
1.618 |
3,749.9 |
1.000 |
3,656.0 |
0.618 |
3,597.9 |
HIGH |
3,504.0 |
0.618 |
3,445.9 |
0.500 |
3,428.0 |
0.382 |
3,410.1 |
LOW |
3,352.0 |
0.618 |
3,258.1 |
1.000 |
3,200.0 |
1.618 |
3,106.1 |
2.618 |
2,954.1 |
4.250 |
2,706.0 |
|
|
Fisher Pivots for day following 05-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,460.7 |
3,493.0 |
PP |
3,444.3 |
3,487.7 |
S1 |
3,428.0 |
3,482.3 |
|