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 |
3,330.0 |
3,430.0 |
100.0 |
3.0% |
3,649.0 |
High |
3,472.0 |
3,463.0 |
-9.0 |
-0.3% |
3,650.0 |
Low |
3,327.0 |
3,398.0 |
71.0 |
2.1% |
3,490.0 |
Close |
3,391.0 |
3,452.0 |
61.0 |
1.8% |
3,521.0 |
Range |
145.0 |
65.0 |
-80.0 |
-55.2% |
160.0 |
ATR |
57.2 |
58.2 |
1.1 |
1.9% |
0.0 |
Volume |
3,347,546 |
1,870,118 |
-1,477,428 |
-44.1% |
5,523,158 |
|
Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.7 |
3,607.3 |
3,487.8 |
|
R3 |
3,567.7 |
3,542.3 |
3,469.9 |
|
R2 |
3,502.7 |
3,502.7 |
3,463.9 |
|
R1 |
3,477.3 |
3,477.3 |
3,458.0 |
3,490.0 |
PP |
3,437.7 |
3,437.7 |
3,437.7 |
3,444.0 |
S1 |
3,412.3 |
3,412.3 |
3,446.0 |
3,425.0 |
S2 |
3,372.7 |
3,372.7 |
3,440.1 |
|
S3 |
3,307.7 |
3,347.3 |
3,434.1 |
|
S4 |
3,242.7 |
3,282.3 |
3,416.3 |
|
|
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 |
8.9% |
104.0 |
3.0% |
41% |
False |
False |
1,974,314 |
10 |
3,657.0 |
3,327.0 |
330.0 |
9.6% |
68.2 |
2.0% |
38% |
False |
False |
1,433,767 |
20 |
3,681.0 |
3,327.0 |
354.0 |
10.3% |
50.5 |
1.5% |
35% |
False |
False |
1,188,984 |
40 |
3,681.0 |
3,327.0 |
354.0 |
10.3% |
42.6 |
1.2% |
35% |
False |
False |
1,018,438 |
60 |
3,681.0 |
3,327.0 |
354.0 |
10.3% |
40.4 |
1.2% |
35% |
False |
False |
702,170 |
80 |
3,689.0 |
3,327.0 |
362.0 |
10.5% |
37.1 |
1.1% |
35% |
False |
False |
527,673 |
100 |
3,689.0 |
3,327.0 |
362.0 |
10.5% |
33.3 |
1.0% |
35% |
False |
False |
422,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,739.3 |
2.618 |
3,633.2 |
1.618 |
3,568.2 |
1.000 |
3,528.0 |
0.618 |
3,503.2 |
HIGH |
3,463.0 |
0.618 |
3,438.2 |
0.500 |
3,430.5 |
0.382 |
3,422.8 |
LOW |
3,398.0 |
0.618 |
3,357.8 |
1.000 |
3,333.0 |
1.618 |
3,292.8 |
2.618 |
3,227.8 |
4.250 |
3,121.8 |
|
|
Fisher Pivots for day following 07-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,444.8 |
3,439.8 |
PP |
3,437.7 |
3,427.7 |
S1 |
3,430.5 |
3,415.5 |
|