Trading Metrics calculated at close of trading on 02-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
13,243.0 |
12,979.5 |
-263.5 |
-2.0% |
13,365.5 |
High |
13,294.0 |
12,983.5 |
-310.5 |
-2.3% |
13,370.5 |
Low |
12,928.5 |
12,687.5 |
-241.0 |
-1.9% |
12,687.5 |
Close |
12,969.5 |
12,777.0 |
-192.5 |
-1.5% |
12,777.0 |
Range |
365.5 |
296.0 |
-69.5 |
-19.0% |
683.0 |
ATR |
166.2 |
175.5 |
9.3 |
5.6% |
0.0 |
Volume |
120,851 |
139,377 |
18,526 |
15.3% |
566,308 |
|
Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,704.0 |
13,536.5 |
12,939.8 |
|
R3 |
13,408.0 |
13,240.5 |
12,858.4 |
|
R2 |
13,112.0 |
13,112.0 |
12,831.3 |
|
R1 |
12,944.5 |
12,944.5 |
12,804.1 |
12,880.3 |
PP |
12,816.0 |
12,816.0 |
12,816.0 |
12,783.9 |
S1 |
12,648.5 |
12,648.5 |
12,749.9 |
12,584.3 |
S2 |
12,520.0 |
12,520.0 |
12,722.7 |
|
S3 |
12,224.0 |
12,352.5 |
12,695.6 |
|
S4 |
11,928.0 |
12,056.5 |
12,614.2 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,994.0 |
14,568.5 |
13,152.7 |
|
R3 |
14,311.0 |
13,885.5 |
12,964.8 |
|
R2 |
13,628.0 |
13,628.0 |
12,902.2 |
|
R1 |
13,202.5 |
13,202.5 |
12,839.6 |
13,073.8 |
PP |
12,945.0 |
12,945.0 |
12,945.0 |
12,880.6 |
S1 |
12,519.5 |
12,519.5 |
12,714.4 |
12,390.8 |
S2 |
12,262.0 |
12,262.0 |
12,651.8 |
|
S3 |
11,579.0 |
11,836.5 |
12,589.2 |
|
S4 |
10,896.0 |
11,153.5 |
12,401.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,370.5 |
12,687.5 |
683.0 |
5.3% |
203.2 |
1.6% |
13% |
False |
True |
113,261 |
10 |
13,596.0 |
12,687.5 |
908.5 |
7.1% |
177.0 |
1.4% |
10% |
False |
True |
97,678 |
20 |
13,596.0 |
12,687.5 |
908.5 |
7.1% |
159.1 |
1.2% |
10% |
False |
True |
86,102 |
40 |
13,596.0 |
12,687.5 |
908.5 |
7.1% |
149.7 |
1.2% |
10% |
False |
True |
71,041 |
60 |
13,596.0 |
12,687.5 |
908.5 |
7.1% |
152.8 |
1.2% |
10% |
False |
True |
47,896 |
80 |
13,596.0 |
12,687.5 |
908.5 |
7.1% |
134.7 |
1.1% |
10% |
False |
True |
35,975 |
100 |
13,596.0 |
12,286.5 |
1,309.5 |
10.2% |
118.1 |
0.9% |
37% |
False |
False |
28,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,241.5 |
2.618 |
13,758.4 |
1.618 |
13,462.4 |
1.000 |
13,279.5 |
0.618 |
13,166.4 |
HIGH |
12,983.5 |
0.618 |
12,870.4 |
0.500 |
12,835.5 |
0.382 |
12,800.6 |
LOW |
12,687.5 |
0.618 |
12,504.6 |
1.000 |
12,391.5 |
1.618 |
12,208.6 |
2.618 |
11,912.6 |
4.250 |
11,429.5 |
|
|
Fisher Pivots for day following 02-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
12,835.5 |
12,990.8 |
PP |
12,816.0 |
12,919.5 |
S1 |
12,796.5 |
12,848.3 |
|