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 |
3,483.0 |
3,330.0 |
-153.0 |
-4.4% |
3,649.0 |
High |
3,504.0 |
3,472.0 |
-32.0 |
-0.9% |
3,650.0 |
Low |
3,352.0 |
3,327.0 |
-25.0 |
-0.7% |
3,490.0 |
Close |
3,477.0 |
3,391.0 |
-86.0 |
-2.5% |
3,521.0 |
Range |
152.0 |
145.0 |
-7.0 |
-4.6% |
160.0 |
ATR |
50.0 |
57.2 |
7.1 |
14.3% |
0.0 |
Volume |
1,802,842 |
3,347,546 |
1,544,704 |
85.7% |
5,523,158 |
|
Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,831.7 |
3,756.3 |
3,470.8 |
|
R3 |
3,686.7 |
3,611.3 |
3,430.9 |
|
R2 |
3,541.7 |
3,541.7 |
3,417.6 |
|
R1 |
3,466.3 |
3,466.3 |
3,404.3 |
3,504.0 |
PP |
3,396.7 |
3,396.7 |
3,396.7 |
3,415.5 |
S1 |
3,321.3 |
3,321.3 |
3,377.7 |
3,359.0 |
S2 |
3,251.7 |
3,251.7 |
3,364.4 |
|
S3 |
3,106.7 |
3,176.3 |
3,351.1 |
|
S4 |
2,961.7 |
3,031.3 |
3,311.3 |
|
|
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 |
3,327.0 |
307.0 |
9.1% |
95.2 |
2.8% |
21% |
False |
True |
1,794,725 |
10 |
3,666.0 |
3,327.0 |
339.0 |
10.0% |
66.0 |
1.9% |
19% |
False |
True |
1,334,654 |
20 |
3,681.0 |
3,327.0 |
354.0 |
10.4% |
48.2 |
1.4% |
18% |
False |
True |
1,134,390 |
40 |
3,681.0 |
3,327.0 |
354.0 |
10.4% |
41.5 |
1.2% |
18% |
False |
True |
979,943 |
60 |
3,681.0 |
3,327.0 |
354.0 |
10.4% |
40.4 |
1.2% |
18% |
False |
True |
671,010 |
80 |
3,689.0 |
3,327.0 |
362.0 |
10.7% |
36.4 |
1.1% |
18% |
False |
True |
504,297 |
100 |
3,689.0 |
3,327.0 |
362.0 |
10.7% |
32.8 |
1.0% |
18% |
False |
True |
404,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,088.3 |
2.618 |
3,851.6 |
1.618 |
3,706.6 |
1.000 |
3,617.0 |
0.618 |
3,561.6 |
HIGH |
3,472.0 |
0.618 |
3,416.6 |
0.500 |
3,399.5 |
0.382 |
3,382.4 |
LOW |
3,327.0 |
0.618 |
3,237.4 |
1.000 |
3,182.0 |
1.618 |
3,092.4 |
2.618 |
2,947.4 |
4.250 |
2,710.8 |
|
|
Fisher Pivots for day following 06-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,399.5 |
3,452.0 |
PP |
3,396.7 |
3,431.7 |
S1 |
3,393.8 |
3,411.3 |
|