Trading Metrics calculated at close of trading on 09-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,420.0 |
3,339.0 |
-81.0 |
-2.4% |
3,483.0 |
High |
3,441.0 |
3,376.0 |
-65.0 |
-1.9% |
3,504.0 |
Low |
3,336.0 |
3,256.0 |
-80.0 |
-2.4% |
3,256.0 |
Close |
3,358.0 |
3,307.0 |
-51.0 |
-1.5% |
3,307.0 |
Range |
105.0 |
120.0 |
15.0 |
14.3% |
248.0 |
ATR |
62.4 |
66.5 |
4.1 |
6.6% |
0.0 |
Volume |
2,042,238 |
2,584,403 |
542,165 |
26.5% |
11,647,147 |
|
Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,673.0 |
3,610.0 |
3,373.0 |
|
R3 |
3,553.0 |
3,490.0 |
3,340.0 |
|
R2 |
3,433.0 |
3,433.0 |
3,329.0 |
|
R1 |
3,370.0 |
3,370.0 |
3,318.0 |
3,341.5 |
PP |
3,313.0 |
3,313.0 |
3,313.0 |
3,298.8 |
S1 |
3,250.0 |
3,250.0 |
3,296.0 |
3,221.5 |
S2 |
3,193.0 |
3,193.0 |
3,285.0 |
|
S3 |
3,073.0 |
3,130.0 |
3,274.0 |
|
S4 |
2,953.0 |
3,010.0 |
3,241.0 |
|
|
Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,099.7 |
3,951.3 |
3,443.4 |
|
R3 |
3,851.7 |
3,703.3 |
3,375.2 |
|
R2 |
3,603.7 |
3,603.7 |
3,352.5 |
|
R1 |
3,455.3 |
3,455.3 |
3,329.7 |
3,405.5 |
PP |
3,355.7 |
3,355.7 |
3,355.7 |
3,330.8 |
S1 |
3,207.3 |
3,207.3 |
3,284.3 |
3,157.5 |
S2 |
3,107.7 |
3,107.7 |
3,261.5 |
|
S3 |
2,859.7 |
2,959.3 |
3,238.8 |
|
S4 |
2,611.7 |
2,711.3 |
3,170.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,504.0 |
3,256.0 |
248.0 |
7.5% |
117.4 |
3.6% |
21% |
False |
True |
2,329,429 |
10 |
3,650.0 |
3,256.0 |
394.0 |
11.9% |
82.3 |
2.5% |
13% |
False |
True |
1,717,030 |
20 |
3,681.0 |
3,256.0 |
425.0 |
12.9% |
58.8 |
1.8% |
12% |
False |
True |
1,319,522 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.9% |
46.9 |
1.4% |
12% |
False |
True |
1,088,520 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.9% |
42.8 |
1.3% |
12% |
False |
True |
779,260 |
80 |
3,689.0 |
3,256.0 |
433.0 |
13.1% |
39.5 |
1.2% |
12% |
False |
True |
585,408 |
100 |
3,689.0 |
3,256.0 |
433.0 |
13.1% |
35.2 |
1.1% |
12% |
False |
True |
468,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,886.0 |
2.618 |
3,690.2 |
1.618 |
3,570.2 |
1.000 |
3,496.0 |
0.618 |
3,450.2 |
HIGH |
3,376.0 |
0.618 |
3,330.2 |
0.500 |
3,316.0 |
0.382 |
3,301.8 |
LOW |
3,256.0 |
0.618 |
3,181.8 |
1.000 |
3,136.0 |
1.618 |
3,061.8 |
2.618 |
2,941.8 |
4.250 |
2,746.0 |
|
|
Fisher Pivots for day following 09-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,316.0 |
3,359.5 |
PP |
3,313.0 |
3,342.0 |
S1 |
3,310.0 |
3,324.5 |
|