| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,823.25 |
2,828.75 |
5.50 |
0.2% |
2,804.00 |
| High |
2,839.75 |
2,837.25 |
-2.50 |
-0.1% |
2,876.00 |
| Low |
2,813.00 |
2,809.50 |
-3.50 |
-0.1% |
2,802.00 |
| Close |
2,825.75 |
2,822.50 |
-3.25 |
-0.1% |
2,874.50 |
| Range |
26.75 |
27.75 |
1.00 |
3.7% |
74.00 |
| ATR |
24.26 |
24.51 |
0.25 |
1.0% |
0.00 |
| Volume |
1,841,227 |
1,646,906 |
-194,321 |
-10.6% |
7,072,359 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.25 |
2,892.25 |
2,837.75 |
|
| R3 |
2,878.50 |
2,864.50 |
2,830.25 |
|
| R2 |
2,850.75 |
2,850.75 |
2,827.50 |
|
| R1 |
2,836.75 |
2,836.75 |
2,825.00 |
2,830.00 |
| PP |
2,823.00 |
2,823.00 |
2,823.00 |
2,819.75 |
| S1 |
2,809.00 |
2,809.00 |
2,820.00 |
2,802.00 |
| S2 |
2,795.25 |
2,795.25 |
2,817.50 |
|
| S3 |
2,767.50 |
2,781.25 |
2,814.75 |
|
| S4 |
2,739.75 |
2,753.50 |
2,807.25 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.75 |
3,047.75 |
2,915.25 |
|
| R3 |
2,998.75 |
2,973.75 |
2,894.75 |
|
| R2 |
2,924.75 |
2,924.75 |
2,888.00 |
|
| R1 |
2,899.75 |
2,899.75 |
2,881.25 |
2,912.25 |
| PP |
2,850.75 |
2,850.75 |
2,850.75 |
2,857.00 |
| S1 |
2,825.75 |
2,825.75 |
2,867.75 |
2,838.25 |
| S2 |
2,776.75 |
2,776.75 |
2,861.00 |
|
| S3 |
2,702.75 |
2,751.75 |
2,854.25 |
|
| S4 |
2,628.75 |
2,677.75 |
2,833.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,878.50 |
2,809.50 |
69.00 |
2.4% |
31.25 |
1.1% |
19% |
False |
True |
1,660,662 |
| 10 |
2,878.50 |
2,791.75 |
86.75 |
3.1% |
28.50 |
1.0% |
35% |
False |
False |
1,545,337 |
| 20 |
2,878.50 |
2,708.50 |
170.00 |
6.0% |
25.00 |
0.9% |
67% |
False |
False |
1,417,906 |
| 40 |
2,878.50 |
2,622.50 |
256.00 |
9.1% |
20.75 |
0.7% |
78% |
False |
False |
1,194,807 |
| 60 |
2,878.50 |
2,556.25 |
322.25 |
11.4% |
20.50 |
0.7% |
83% |
False |
False |
804,479 |
| 80 |
2,878.50 |
2,539.75 |
338.75 |
12.0% |
18.25 |
0.6% |
83% |
False |
False |
604,554 |
| 100 |
2,878.50 |
2,467.00 |
411.50 |
14.6% |
16.75 |
0.6% |
86% |
False |
False |
483,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.25 |
|
2.618 |
2,910.00 |
|
1.618 |
2,882.25 |
|
1.000 |
2,865.00 |
|
0.618 |
2,854.50 |
|
HIGH |
2,837.25 |
|
0.618 |
2,826.75 |
|
0.500 |
2,823.50 |
|
0.382 |
2,820.00 |
|
LOW |
2,809.50 |
|
0.618 |
2,792.25 |
|
1.000 |
2,781.75 |
|
1.618 |
2,764.50 |
|
2.618 |
2,736.75 |
|
4.250 |
2,691.50 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,823.50 |
2,833.75 |
| PP |
2,823.00 |
2,830.00 |
| S1 |
2,822.75 |
2,826.25 |
|