| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
12,611.0 |
12,073.0 |
-538.0 |
-4.3% |
13,365.5 |
| High |
12,747.0 |
12,642.0 |
-105.0 |
-0.8% |
13,370.5 |
| Low |
12,138.0 |
12,070.5 |
-67.5 |
-0.6% |
12,687.5 |
| Close |
12,687.5 |
12,377.0 |
-310.5 |
-2.4% |
12,777.0 |
| Range |
609.0 |
571.5 |
-37.5 |
-6.2% |
683.0 |
| ATR |
208.6 |
237.8 |
29.2 |
14.0% |
0.0 |
| Volume |
186,848 |
119,718 |
-67,130 |
-35.9% |
566,308 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,077.7 |
13,798.8 |
12,691.3 |
|
| R3 |
13,506.2 |
13,227.3 |
12,534.2 |
|
| R2 |
12,934.7 |
12,934.7 |
12,481.8 |
|
| R1 |
12,655.8 |
12,655.8 |
12,429.4 |
12,795.3 |
| PP |
12,363.2 |
12,363.2 |
12,363.2 |
12,432.9 |
| S1 |
12,084.3 |
12,084.3 |
12,324.6 |
12,223.8 |
| S2 |
11,791.7 |
11,791.7 |
12,272.2 |
|
| S3 |
11,220.2 |
11,512.8 |
12,219.8 |
|
| S4 |
10,648.7 |
10,941.3 |
12,062.7 |
|
|
| 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 |
13,294.0 |
12,070.5 |
1,223.5 |
9.9% |
390.4 |
3.2% |
25% |
False |
True |
140,824 |
| 10 |
13,572.0 |
12,070.5 |
1,501.5 |
12.1% |
275.6 |
2.2% |
20% |
False |
True |
111,702 |
| 20 |
13,596.0 |
12,070.5 |
1,525.5 |
12.3% |
205.2 |
1.7% |
20% |
False |
True |
94,830 |
| 40 |
13,596.0 |
12,070.5 |
1,525.5 |
12.3% |
171.8 |
1.4% |
20% |
False |
True |
78,319 |
| 60 |
13,596.0 |
12,070.5 |
1,525.5 |
12.3% |
168.2 |
1.4% |
20% |
False |
True |
52,999 |
| 80 |
13,596.0 |
12,070.5 |
1,525.5 |
12.3% |
148.2 |
1.2% |
20% |
False |
True |
39,806 |
| 100 |
13,596.0 |
12,070.5 |
1,525.5 |
12.3% |
129.2 |
1.0% |
20% |
False |
True |
31,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,070.9 |
|
2.618 |
14,138.2 |
|
1.618 |
13,566.7 |
|
1.000 |
13,213.5 |
|
0.618 |
12,995.2 |
|
HIGH |
12,642.0 |
|
0.618 |
12,423.7 |
|
0.500 |
12,356.3 |
|
0.382 |
12,288.8 |
|
LOW |
12,070.5 |
|
0.618 |
11,717.3 |
|
1.000 |
11,499.0 |
|
1.618 |
11,145.8 |
|
2.618 |
10,574.3 |
|
4.250 |
9,641.6 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,370.1 |
12,527.0 |
| PP |
12,363.2 |
12,477.0 |
| S1 |
12,356.3 |
12,427.0 |
|