| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
12,500.0 |
12,156.5 |
-343.5 |
-2.7% |
12,611.0 |
| High |
12,543.0 |
12,290.5 |
-252.5 |
-2.0% |
12,747.0 |
| Low |
12,124.5 |
11,900.0 |
-224.5 |
-1.9% |
11,900.0 |
| Close |
12,191.5 |
12,048.5 |
-143.0 |
-1.2% |
12,048.5 |
| Range |
418.5 |
390.5 |
-28.0 |
-6.7% |
847.0 |
| ATR |
255.5 |
265.1 |
9.6 |
3.8% |
0.0 |
| Volume |
155,946 |
102,243 |
-53,703 |
-34.4% |
695,829 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,251.2 |
13,040.3 |
12,263.3 |
|
| R3 |
12,860.7 |
12,649.8 |
12,155.9 |
|
| R2 |
12,470.2 |
12,470.2 |
12,120.1 |
|
| R1 |
12,259.3 |
12,259.3 |
12,084.3 |
12,169.5 |
| PP |
12,079.7 |
12,079.7 |
12,079.7 |
12,034.8 |
| S1 |
11,868.8 |
11,868.8 |
12,012.7 |
11,779.0 |
| S2 |
11,689.2 |
11,689.2 |
11,976.9 |
|
| S3 |
11,298.7 |
11,478.3 |
11,941.1 |
|
| S4 |
10,908.2 |
11,087.8 |
11,833.7 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,772.8 |
14,257.7 |
12,514.4 |
|
| R3 |
13,925.8 |
13,410.7 |
12,281.4 |
|
| R2 |
13,078.8 |
13,078.8 |
12,203.8 |
|
| R1 |
12,563.7 |
12,563.7 |
12,126.1 |
12,397.8 |
| PP |
12,231.8 |
12,231.8 |
12,231.8 |
12,148.9 |
| S1 |
11,716.7 |
11,716.7 |
11,970.9 |
11,550.8 |
| S2 |
11,384.8 |
11,384.8 |
11,893.2 |
|
| S3 |
10,537.8 |
10,869.7 |
11,815.6 |
|
| S4 |
9,690.8 |
10,022.7 |
11,582.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,747.0 |
11,900.0 |
847.0 |
7.0% |
445.8 |
3.7% |
18% |
False |
True |
139,165 |
| 10 |
13,370.5 |
11,900.0 |
1,470.5 |
12.2% |
324.5 |
2.7% |
10% |
False |
True |
126,213 |
| 20 |
13,596.0 |
11,900.0 |
1,696.0 |
14.1% |
238.6 |
2.0% |
9% |
False |
True |
102,043 |
| 40 |
13,596.0 |
11,900.0 |
1,696.0 |
14.1% |
189.3 |
1.6% |
9% |
False |
True |
85,039 |
| 60 |
13,596.0 |
11,900.0 |
1,696.0 |
14.1% |
175.9 |
1.5% |
9% |
False |
True |
59,417 |
| 80 |
13,596.0 |
11,900.0 |
1,696.0 |
14.1% |
159.2 |
1.3% |
9% |
False |
True |
44,664 |
| 100 |
13,596.0 |
11,900.0 |
1,696.0 |
14.1% |
138.3 |
1.1% |
9% |
False |
True |
35,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,950.1 |
|
2.618 |
13,312.8 |
|
1.618 |
12,922.3 |
|
1.000 |
12,681.0 |
|
0.618 |
12,531.8 |
|
HIGH |
12,290.5 |
|
0.618 |
12,141.3 |
|
0.500 |
12,095.3 |
|
0.382 |
12,049.2 |
|
LOW |
11,900.0 |
|
0.618 |
11,658.7 |
|
1.000 |
11,509.5 |
|
1.618 |
11,268.2 |
|
2.618 |
10,877.7 |
|
4.250 |
10,240.4 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,095.3 |
12,272.0 |
| PP |
12,079.7 |
12,197.5 |
| S1 |
12,064.1 |
12,123.0 |
|