| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
12,073.0 |
12,527.0 |
454.0 |
3.8% |
13,365.5 |
| High |
12,642.0 |
12,644.0 |
2.0 |
0.0% |
13,370.5 |
| Low |
12,070.5 |
12,404.5 |
334.0 |
2.8% |
12,687.5 |
| Close |
12,377.0 |
12,583.0 |
206.0 |
1.7% |
12,777.0 |
| Range |
571.5 |
239.5 |
-332.0 |
-58.1% |
683.0 |
| ATR |
237.8 |
239.9 |
2.1 |
0.9% |
0.0 |
| Volume |
119,718 |
131,074 |
11,356 |
9.5% |
566,308 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,262.3 |
13,162.2 |
12,714.7 |
|
| R3 |
13,022.8 |
12,922.7 |
12,648.9 |
|
| R2 |
12,783.3 |
12,783.3 |
12,626.9 |
|
| R1 |
12,683.2 |
12,683.2 |
12,605.0 |
12,733.3 |
| PP |
12,543.8 |
12,543.8 |
12,543.8 |
12,568.9 |
| S1 |
12,443.7 |
12,443.7 |
12,561.0 |
12,493.8 |
| S2 |
12,304.3 |
12,304.3 |
12,539.1 |
|
| S3 |
12,064.8 |
12,204.2 |
12,517.1 |
|
| S4 |
11,825.3 |
11,964.7 |
12,451.3 |
|
|
| 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 |
9.7% |
416.3 |
3.3% |
42% |
False |
False |
139,573 |
| 10 |
13,443.0 |
12,070.5 |
1,372.5 |
10.9% |
279.1 |
2.2% |
37% |
False |
False |
113,771 |
| 20 |
13,596.0 |
12,070.5 |
1,525.5 |
12.1% |
213.8 |
1.7% |
34% |
False |
False |
97,040 |
| 40 |
13,596.0 |
12,070.5 |
1,525.5 |
12.1% |
174.9 |
1.4% |
34% |
False |
False |
81,260 |
| 60 |
13,596.0 |
12,070.5 |
1,525.5 |
12.1% |
167.3 |
1.3% |
34% |
False |
False |
55,180 |
| 80 |
13,596.0 |
12,070.5 |
1,525.5 |
12.1% |
150.5 |
1.2% |
34% |
False |
False |
41,443 |
| 100 |
13,596.0 |
12,070.5 |
1,525.5 |
12.1% |
131.3 |
1.0% |
34% |
False |
False |
33,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,661.9 |
|
2.618 |
13,271.0 |
|
1.618 |
13,031.5 |
|
1.000 |
12,883.5 |
|
0.618 |
12,792.0 |
|
HIGH |
12,644.0 |
|
0.618 |
12,552.5 |
|
0.500 |
12,524.3 |
|
0.382 |
12,496.0 |
|
LOW |
12,404.5 |
|
0.618 |
12,256.5 |
|
1.000 |
12,165.0 |
|
1.618 |
12,017.0 |
|
2.618 |
11,777.5 |
|
4.250 |
11,386.6 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,563.4 |
12,524.9 |
| PP |
12,543.8 |
12,466.8 |
| S1 |
12,524.3 |
12,408.8 |
|