Trading Metrics calculated at close of trading on 05-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
12,979.5 |
12,611.0 |
-368.5 |
-2.8% |
13,365.5 |
High |
12,983.5 |
12,747.0 |
-236.5 |
-1.8% |
13,370.5 |
Low |
12,687.5 |
12,138.0 |
-549.5 |
-4.3% |
12,687.5 |
Close |
12,777.0 |
12,687.5 |
-89.5 |
-0.7% |
12,777.0 |
Range |
296.0 |
609.0 |
313.0 |
105.7% |
683.0 |
ATR |
175.5 |
208.6 |
33.1 |
18.9% |
0.0 |
Volume |
139,377 |
186,848 |
47,471 |
34.1% |
566,308 |
|
Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,351.2 |
14,128.3 |
13,022.5 |
|
R3 |
13,742.2 |
13,519.3 |
12,855.0 |
|
R2 |
13,133.2 |
13,133.2 |
12,799.2 |
|
R1 |
12,910.3 |
12,910.3 |
12,743.3 |
13,021.8 |
PP |
12,524.2 |
12,524.2 |
12,524.2 |
12,579.9 |
S1 |
12,301.3 |
12,301.3 |
12,631.7 |
12,412.8 |
S2 |
11,915.2 |
11,915.2 |
12,575.9 |
|
S3 |
11,306.2 |
11,692.3 |
12,520.0 |
|
S4 |
10,697.2 |
11,083.3 |
12,352.6 |
|
|
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 |
13,307.5 |
12,138.0 |
1,169.5 |
9.2% |
304.3 |
2.4% |
47% |
False |
True |
132,547 |
10 |
13,596.0 |
12,138.0 |
1,458.0 |
11.5% |
226.8 |
1.8% |
38% |
False |
True |
108,590 |
20 |
13,596.0 |
12,138.0 |
1,458.0 |
11.5% |
180.6 |
1.4% |
38% |
False |
True |
92,059 |
40 |
13,596.0 |
12,138.0 |
1,458.0 |
11.5% |
161.6 |
1.3% |
38% |
False |
True |
75,476 |
60 |
13,596.0 |
12,138.0 |
1,458.0 |
11.5% |
159.8 |
1.3% |
38% |
False |
True |
51,007 |
80 |
13,596.0 |
12,138.0 |
1,458.0 |
11.5% |
141.8 |
1.1% |
38% |
False |
True |
38,309 |
100 |
13,596.0 |
12,138.0 |
1,458.0 |
11.5% |
124.2 |
1.0% |
38% |
False |
True |
30,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,335.3 |
2.618 |
14,341.4 |
1.618 |
13,732.4 |
1.000 |
13,356.0 |
0.618 |
13,123.4 |
HIGH |
12,747.0 |
0.618 |
12,514.4 |
0.500 |
12,442.5 |
0.382 |
12,370.6 |
LOW |
12,138.0 |
0.618 |
11,761.6 |
1.000 |
11,529.0 |
1.618 |
11,152.6 |
2.618 |
10,543.6 |
4.250 |
9,549.8 |
|
|
Fisher Pivots for day following 05-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
12,605.8 |
12,716.0 |
PP |
12,524.2 |
12,706.5 |
S1 |
12,442.5 |
12,697.0 |
|