| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
13,200.0 |
13,243.0 |
43.0 |
0.3% |
13,452.5 |
| High |
13,265.0 |
13,294.0 |
29.0 |
0.2% |
13,596.0 |
| Low |
13,155.0 |
12,928.5 |
-226.5 |
-1.7% |
13,214.0 |
| Close |
13,181.5 |
12,969.5 |
-212.0 |
-1.6% |
13,329.5 |
| Range |
110.0 |
365.5 |
255.5 |
232.3% |
382.0 |
| ATR |
150.9 |
166.2 |
15.3 |
10.2% |
0.0 |
| Volume |
137,326 |
120,851 |
-16,475 |
-12.0% |
410,480 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,160.5 |
13,930.5 |
13,170.5 |
|
| R3 |
13,795.0 |
13,565.0 |
13,070.0 |
|
| R2 |
13,429.5 |
13,429.5 |
13,036.5 |
|
| R1 |
13,199.5 |
13,199.5 |
13,003.0 |
13,131.8 |
| PP |
13,064.0 |
13,064.0 |
13,064.0 |
13,030.1 |
| S1 |
12,834.0 |
12,834.0 |
12,936.0 |
12,766.3 |
| S2 |
12,698.5 |
12,698.5 |
12,902.5 |
|
| S3 |
12,333.0 |
12,468.5 |
12,869.0 |
|
| S4 |
11,967.5 |
12,103.0 |
12,768.5 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,525.8 |
14,309.7 |
13,539.6 |
|
| R3 |
14,143.8 |
13,927.7 |
13,434.6 |
|
| R2 |
13,761.8 |
13,761.8 |
13,399.5 |
|
| R1 |
13,545.7 |
13,545.7 |
13,364.5 |
13,462.8 |
| PP |
13,379.8 |
13,379.8 |
13,379.8 |
13,338.4 |
| S1 |
13,163.7 |
13,163.7 |
13,294.5 |
13,080.8 |
| S2 |
12,997.8 |
12,997.8 |
13,259.5 |
|
| S3 |
12,615.8 |
12,781.7 |
13,224.5 |
|
| S4 |
12,233.8 |
12,399.7 |
13,119.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,385.0 |
12,928.5 |
456.5 |
3.5% |
169.2 |
1.3% |
9% |
False |
True |
99,347 |
| 10 |
13,596.0 |
12,928.5 |
667.5 |
5.1% |
169.1 |
1.3% |
6% |
False |
True |
90,304 |
| 20 |
13,596.0 |
12,928.5 |
667.5 |
5.1% |
153.6 |
1.2% |
6% |
False |
True |
82,702 |
| 40 |
13,596.0 |
12,731.0 |
865.0 |
6.7% |
145.7 |
1.1% |
28% |
False |
False |
67,595 |
| 60 |
13,596.0 |
12,731.0 |
865.0 |
6.7% |
148.4 |
1.1% |
28% |
False |
False |
45,576 |
| 80 |
13,596.0 |
12,731.0 |
865.0 |
6.7% |
131.5 |
1.0% |
28% |
False |
False |
34,233 |
| 100 |
13,596.0 |
12,254.0 |
1,342.0 |
10.3% |
115.6 |
0.9% |
53% |
False |
False |
27,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,847.4 |
|
2.618 |
14,250.9 |
|
1.618 |
13,885.4 |
|
1.000 |
13,659.5 |
|
0.618 |
13,519.9 |
|
HIGH |
13,294.0 |
|
0.618 |
13,154.4 |
|
0.500 |
13,111.3 |
|
0.382 |
13,068.1 |
|
LOW |
12,928.5 |
|
0.618 |
12,702.6 |
|
1.000 |
12,563.0 |
|
1.618 |
12,337.1 |
|
2.618 |
11,971.6 |
|
4.250 |
11,375.1 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
13,111.3 |
13,118.0 |
| PP |
13,064.0 |
13,068.5 |
| S1 |
13,016.8 |
13,019.0 |
|